Avantis® Emerging Markets Equity ETF

10-Year Study

AVEM.US · · US · ETF

Executive Summary: Avantis® Emerging Markets Equity ETF has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 33.0% and an annualized volatility of 16.0%.

1Y CAGR
+45.0%
3Y CAGR
+23.6%
5Y CAGR
+8.2%
10Y CAGR
+12.1%

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 →
33.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.2%
% 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.
20268.06.7-9.29.3————————14.4%
20250.70.11.50.66.37.70.92.85.73.2-0.91.834.5%
2024-3.34.12.10.83.22.20.10.65.0-3.3-2.3-1.67.5%
20239.0-6.52.8-0.2-1.74.96.5-5.6-2.4-3.38.14.315.3%
2022-0.5-3.7-2.3-5.81.0-6.9-0.2-0.7-10.9-1.516.4-2.5-18.2%
20212.63.00.62.72.21.5-5.21.7-3.80.1-2.82.85.2%
2020-6.4-4.3-19.39.23.16.58.12.7-1.40.711.37.714.4%
2019—————————4.30.08.112.7%

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 16.0%. The dominant macroeconomic risk driver is VWO.US, accounting for 64.2% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110425.390830528388
2019-11-0110430.508205819393
2019-12-0111271.415494835775
2020-01-0110546.838399054366
2020-02-0110091.656275752048
2020-03-018143.257677864828
2020-04-018896.328703670335
2020-05-019169.015133496223
2020-06-019768.80515293264
2020-07-0110555.679685942114
2020-08-0110840.691061891412
2020-09-0110683.734194397795
2020-10-0110753.959959541502
2020-11-0111970.405714162156
2020-12-0112893.719563029004
2021-01-0113232.883821165751
2021-02-0113630.28525162831
2021-03-0113716.079369770006
2021-04-0114080.301949167404
2021-05-0114394.407886043498
2021-06-0114611.95639900151
2021-07-0113855.69001679364
2021-08-0114085.707627291706
2021-09-0113552.13115856896
2021-10-0113566.834603067062
2021-11-0113184.472970408116
2021-12-0113559.362754637472
2022-01-0113486.542263994099
2022-02-0112994.024923779936
2022-03-0112694.238027624217
2022-04-0111964.015001357424
2022-05-0112081.786708758878
2022-06-0111253.997198657467
2022-07-0111230.212214910542
2022-08-0111154.484670698099
2022-09-019934.579282077895
2022-10-019783.172244125228
2022-11-0111385.943795362648
2022-12-0111098.265618205363
2023-01-0112099.205004937186
2023-02-0111313.868087038625
2023-03-0111635.037443330473
2023-04-0111610.84403056971
2023-05-0111408.455441595852
2023-06-0111965.840919301636
2023-07-0112741.928121298612
2023-08-0112025.879984335546
2023-09-0111739.018665205931
2023-10-0111347.647569006485
2023-11-0112268.270591429238
2023-12-0112800.333470277179
2024-01-0112380.372343109202
2024-02-0112891.12483752934
2024-03-0113156.69979746726
2024-04-0113263.395871022924
2024-05-0113692.414512203617
2024-06-0113996.357774206026
2024-07-0114016.995452022804
2024-08-0114099.474087581597
2024-09-0114800.554502449373
2024-10-0114317.118701484038
2024-11-0113984.921761818614
2024-12-0113759.420895708852
2025-01-0113857.708136626712
2025-02-0113869.408426611311
2025-03-0114082.392144708801
2025-04-0114161.963726698523
2025-05-0115051.32991694476
2025-06-0116216.193489641519
2025-07-0116365.2460544556
2025-08-0116819.51521878581
2025-09-0117770.626265829625
2025-10-0118343.17166751956
2025-11-0118170.454245139095
2025-12-0118504.236850387646
2026-01-0119979.386347419328
2026-02-0121310.384427802965
2026-03-0119359.535255832725
2026-04-0121168.635534765715
Annual Return Matrix
YearAnnual Return
20200.1439308194198432
20210.05162538151652596
2022-0.18150536872320067
20230.15336340925917114
20240.07492675309269936
20250.34484125390470166
20260.14398857439626078
Total Factor Risk
0.15990191795507167
VTI.US Exposure
0.005808214438630071
VEA.US Exposure
0.20867676906978744
VWO.US Exposure
0.6418576829511459
QQQ.US Exposure
0.03899725695077517
VTV.US Exposure
0.0176606965466883
IJR.US Exposure
-0.03537408194650938
QUAL.US Exposure
-0.03341106019427956
SHV.US Exposure
0.14806237878683948
TLT.US Exposure
0.04643018128725269
LQD.US Exposure
-0.05120255657041867
HYG.US Exposure
0.0019635460850730216
GLD.US Exposure
0.006883525848543756
USO.US Exposure
-0.005026106290713446
VNQ.US Exposure
0.011816695094251674
BTC-USD.CC Exposure
-0.007055032391258324
CPER.US Exposure
0.015950431929770307
VIX.INDX Exposure
-0.0037541885066878556
UUP.US Exposure
-0.01934116100325143
TIP.US Exposure
-0.005248968577719966
Idiosyncratic Exposure
0.016305776492080853
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

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 →10.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.13%
Market Cap$32.6B
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
$14
Avg Yield on Cost
0.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$14.170.14%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 →
+4.9%
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 →
+14.9%
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 →
1.7% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis® Emerging Markets Equity ETF a high-risk investment?

Avantis® Emerging Markets Equity ETF (AVEM.US) has an annualized volatility of 16.0% and experienced a maximum drawdown of 33.0% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, AVEM.US has generated a Compound Annual Growth Rate (CAGR) of 12.1%. 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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