Avantis® International Equity ETF

10-Year Study

AVDE.US · · US · ETF

Executive Summary: Avantis® International Equity ETF has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 27.1% and an annualized volatility of 14.7%.

1Y CAGR
+30.1%
3Y CAGR
+21.7%
5Y CAGR
+10.2%
10Y CAGR
+12.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
27.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +38.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.66.1-8.06.3————————9.5%
20254.12.71.04.05.73.3-0.94.82.70.62.02.938.0%
2024-1.12.44.1-2.95.3-2.63.52.61.3-4.90.6-3.04.9%
20238.8-2.81.42.5-4.85.03.9-3.6-3.1-3.47.95.617.2%
2022-2.9-2.50.6-6.52.3-10.04.9-5.3-9.96.212.4-1.3-13.7%
2021-0.93.63.13.13.8-1.51.01.3-3.13.5-4.94.513.6%
2020-2.6-8.5-17.18.25.63.22.65.7-2.1-3.114.16.08.3%
2019—————————3.61.63.08.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 101.4% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110355.560828044368
2019-11-0110520.102022658519
2019-12-0110834.948692093245
2020-01-0110553.461059374817
2020-02-019651.39094845483
2020-03-018005.219763924314
2020-04-018662.079601399844
2020-05-019143.650275817072
2020-06-019437.09591316211
2020-07-019678.865887656444
2020-08-0110227.415623702474
2020-09-0110007.99572928406
2020-10-019695.118334420784
2020-11-0111066.492674535855
2020-12-0111730.470371908179
2021-01-0111621.756925084523
2021-02-0112036.087549676731
2021-03-0112410.439527848626
2021-04-0112792.977044901832
2021-05-0113279.079423453348
2021-06-0113079.209917551456
2021-07-0113203.65383474702
2021-08-0113373.699507681356
2021-09-0112958.941811495344
2021-10-0113409.573521561184
2021-11-0112749.48692093244
2021-12-0113327.741858947742
2022-01-0112940.862447357493
2022-02-0112614.983095082744
2022-03-0112685.82952725547
2022-04-0111855.981968088261
2022-05-0112131.419419894419
2022-06-0110916.566818909781
2022-07-0111454.249955513376
2022-08-0110850.15718607272
2022-09-019772.631828696838
2022-10-0110376.724598137494
2022-11-0111659.908654131323
2022-12-0111505.593451568893
2023-01-0112513.601043952785
2023-02-0112161.029717065068
2023-03-0112336.223975324754
2023-04-0112649.884334776678
2023-05-0112044.20190995907
2023-06-0112647.535441010736
2023-07-0113134.491962749868
2023-08-0112660.774660418767
2023-09-0112261.960970401566
2023-10-0111841.105640903968
2023-11-0112777.555015125452
2023-12-0113490.171421792515
2024-01-0113345.08571089626
2024-02-0113664.298001067678
2024-03-0114229.100183878047
2024-04-0113816.098226466576
2024-05-0114546.082211281808
2024-06-0114161.907586452338
2024-07-0114664.59457856338
2024-08-0115049.030191589061
2024-09-0115246.906696719852
2024-10-0114503.114063704847
2024-11-0114591.826324218517
2024-12-0114148.549736046029
2025-01-0114722.62886292188
2025-02-0115123.767720505368
2025-03-0115278.225280265733
2025-04-0115896.102971706505
2025-05-0116799.83391660241
2025-06-0117359.084168693276
2025-07-0117199.596654605848
2025-08-0118025.220950234296
2025-09-0118506.056112462185
2025-10-0118620.985823595704
2025-11-0118986.86754849042
2025-12-0119531.407556794587
2026-01-0120615.694881072424
2026-02-0121875.556082804436
2026-03-0120129.307788125036
2026-04-0121389.16898985705
Annual Return Matrix
YearAnnual Return
20200.08265121554921984
20210.13616431706478416
2022-0.13671846488799788
20230.17248810142452964
20240.048804295636299067
20250.38045297370901143
20260.09511661807580185
Total Factor Risk
0.14685506546933408
VTI.US Exposure
0.1786977336057373
VEA.US Exposure
1.014049659407492
VWO.US Exposure
-0.006911757319238299
QQQ.US Exposure
-0.06762306002374267
VTV.US Exposure
-0.034014484670555775
IJR.US Exposure
0.006114245770408581
QUAL.US Exposure
-0.07274028049812886
SHV.US Exposure
0.006254514150283401
TLT.US Exposure
-0.016116663363926836
LQD.US Exposure
-0.0016042930439353492
HYG.US Exposure
-0.001991951230787571
GLD.US Exposure
-0.008347656507176244
USO.US Exposure
-0.0015463263118349817
VNQ.US Exposure
-0.015558288873950424
BTC-USD.CC Exposure
0.0007677680830304728
CPER.US Exposure
0.0049615074966092385
VIX.INDX Exposure
-0.012000070490532316
UUP.US Exposure
0.00833491711925164
TIP.US Exposure
0.014438191310581723
Idiosyncratic Exposure
0.004836295390415147
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$23
Avg Yield on Cost
0.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$23.010.23%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis® International Equity ETF a high-risk investment?

Avantis® International Equity ETF (AVDE.US) has an annualized volatility of 14.7% and experienced a maximum drawdown of 27.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of AVDE.US?

Over the past 10 years, AVDE.US has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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