Avantis® International Small Cap Value ETF

10-Year Study

AVDV.US · · US · ETF

Executive Summary: Avantis® International Small Cap Value ETF has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 33.9% and an annualized volatility of 18.1%.

1Y CAGR
+46.9%
3Y CAGR
+29.4%
5Y CAGR
+13.7%
10Y CAGR
+15.7%

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 →
33.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +49.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.5%
% 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.
20267.68.9-9.36.6————————13.3%
20252.31.43.34.06.74.40.97.23.80.23.92.949.4%
2024-1.91.65.7-2.15.9-3.14.71.72.2-5.20.8-1.38.7%
20238.3-2.3-0.12.1-6.14.85.8-2.8-2.2-3.36.66.416.9%
2022-3.2-0.30.5-5.21.5-10.76.1-5.0-10.75.612.8-0.9-11.5%
2021-0.65.63.84.03.3-2.20.91.5-2.52.6-6.45.615.8%
2020-5.2-10.4-22.212.36.72.01.57.0-2.1-3.116.18.65.0%
2019—————————4.82.25.312.7%

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 18.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 74.5% of variance. Idiosyncratic stock-specific factors contribute 2.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110482.862606649014
2019-11-0110710.208884966169
2019-12-0111273.511817201139
2020-01-0110690.350102971463
2020-02-019574.899480239286
2020-03-017449.862704717075
2020-04-018369.888202412474
2020-05-018929.660684515055
2020-06-019105.447680690399
2020-07-019242.718446601943
2020-08-019888.128861429832
2020-09-019685.275080906149
2020-10-019388.202412474258
2020-11-0110896.194959301754
2020-12-0111837.868981072865
2021-01-0111761.179758752576
2021-02-0112420.319701873099
2021-03-0112892.934196332255
2021-04-0113409.066392076104
2021-05-0113856.796116504856
2021-06-0113545.773266647055
2021-07-0113669.240953221537
2021-08-0113868.049426301854
2021-09-0113520.667843483378
2021-10-0113876.409728351478
2021-11-0112987.030499166423
2021-12-0113708.124938707464
2022-01-0113266.401882906737
2022-02-0113228.179856820634
2022-03-0113289.766598019027
2022-04-0112593.21369030107
2022-05-0112780.082377169758
2022-06-0111414.729822496814
2022-07-0112111.380798274004
2022-08-0111505.589879376288
2022-09-0110276.723546141022
2022-10-0110854.368932038837
2022-11-0112245.513386290088
2022-12-0112137.687555163284
2023-01-0113144.233598117095
2023-02-0112841.620084338532
2023-03-0112824.065901735807
2023-04-0113089.413553005787
2023-05-0112295.577130528587
2023-06-0112882.882220260863
2023-07-0113632.661567127589
2023-08-0113245.46435226047
2023-09-0112947.778758458371
2023-10-0112514.710208884968
2023-11-0113343.94920074532
2023-12-0114192.899872511523
2024-01-0113929.440031381779
2024-02-0114152.030008826127
2024-03-0114958.321074825932
2024-04-0114644.895557516918
2024-05-0115505.687947435521
2024-06-0115022.947925860548
2024-07-0115723.791311169954
2024-08-0115994.410120623714
2024-09-0116345.984112974405
2024-10-0115501.740708051388
2024-11-0115631.264097283514
2024-12-0115423.45787976856
2025-01-0115778.954594488578
2025-02-0115992.252623320586
2025-03-0116527.851328822202
2025-04-0117186.672550750223
2025-05-0118338.457389428266
2025-06-0119142.56644111013
2025-07-0119321.246445032855
2025-08-0120712.02314406198
2025-09-0121496.7392370305
2025-10-0121540.207904285573
2025-11-0122380.479552809655
2025-12-0123038.638815337843
2026-01-0124791.60537412965
2026-02-0126990.78160243209
2026-03-0124482.69098754536
2026-04-0126093.458860449155
Annual Return Matrix
YearAnnual Return
20200.050060457914332446
20210.15798924288019078
2022-0.1145625233623131
20230.1693248658780946
20240.08670236655726371
20250.4937401842655764
20260.13259550920506546
Total Factor Risk
0.1805278843671494
VTI.US Exposure
0.27078530167800685
VEA.US Exposure
0.7452606780926183
VWO.US Exposure
-0.01434968905128599
QQQ.US Exposure
-0.08657757050719263
VTV.US Exposure
-0.08232772058975049
IJR.US Exposure
0.04941991654522348
QUAL.US Exposure
-0.12292964420826137
SHV.US Exposure
0.20575993587396085
TLT.US Exposure
-0.011010191394722138
LQD.US Exposure
-0.008140462324431526
HYG.US Exposure
-0.009762030441895391
GLD.US Exposure
0.011530335250574585
USO.US Exposure
-0.0024867198929979678
VNQ.US Exposure
0.0055669231492556275
BTC-USD.CC Exposure
-0.002403813965851129
CPER.US Exposure
0.01898791295276501
VIX.INDX Exposure
0.0048185672550524515
UUP.US Exposure
-0.019658455468923485
TIP.US Exposure
0.022133796719242652
Idiosyncratic Exposure
0.025382930328612167
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.1%

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 →10.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.60%
Market Cap$2.3B
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
$30
Avg Yield on Cost
0.30%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$29.670.30%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 →
+2.6%
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 →
+15.7%
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 →
3.3% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis® International Small Cap Value ETF a high-risk investment?

Avantis® International Small Cap Value ETF (AVDV.US) has an annualized volatility of 18.1% and experienced a maximum drawdown of 33.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AVDV.US has generated a Compound Annual Growth Rate (CAGR) of 15.7%. 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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