Avantis Real Estate ETF

10-Year Study

AVRE.US · · US · ETF

Executive Summary: Avantis Real Estate ETF has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 31.7% and an annualized volatility of 15.1%.

1Y CAGR
+11.9%
3Y CAGR
+9.9%
5Y CAGR
+2.2%
10Y CAGR
+2.2%

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 →
31.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +9.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.86.3-7.47.5————————8.7%
20251.33.4-1.40.82.10.7-1.43.40.3-1.21.6-1.28.3%
2024-4.60.52.5-7.05.10.66.25.83.2-4.92.3-7.80.5%
20238.6-5.0-1.71.3-4.52.92.5-3.2-6.5-3.311.28.49.1%
2022-7.7-3.56.0-4.5-4.1-7.48.1-6.2-12.83.06.9-3.3-24.6%
2021—————————6.4-1.68.113.2%

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 15.1%. The dominant macroeconomic risk driver is VNQ.US, accounting for 79.0% of variance. Idiosyncratic stock-specific factors contribute 1.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-0110636.742436600745
2021-11-0110463.56844229631
2021-12-0111315.735505912293
2022-01-0110443.08399323244
2022-02-0110079.304414293903
2022-03-0110688.734252142827
2022-04-0110207.035091562457
2022-05-019790.378135006267
2022-06-019064.380362894017
2022-07-019800.701924466215
2022-08-019192.88008091241
2022-09-018017.809119425036
2022-10-018256.281664670267
2022-11-018823.693912459858
2022-12-018534.93076302825
2023-01-019271.765018433673
2023-02-018808.919008356908
2023-03-018661.566139834911
2023-04-018772.308007811589
2023-05-018373.269075706236
2023-06-018612.39414037557
2023-07-018829.077197708724
2023-08-018545.068118367022
2023-09-017987.000880901222
2023-10-017725.52702595629
2023-11-018590.76778231952
2023-12-019312.664003765967
2024-01-018884.774391409115
2024-02-018929.93805726324
2024-03-019148.9748453762
2024-04-018504.122524504435
2024-05-018941.240625859346
2024-06-018996.797993968856
2024-07-019553.373758465275
2024-08-0110105.56832111413
2024-09-0110433.0631592194
2024-10-019921.814190433133
2024-11-0110154.856841899205
2024-12-019363.117737808374
2025-01-019484.626176282783
2025-02-019804.2441727685
2025-03-019667.587961948795
2025-04-019741.765437910446
2025-05-019944.069763648142
2025-06-0110015.054555284709
2025-07-019872.176105670858
2025-08-0110210.087950296662
2025-09-0110236.142118730571
2025-10-0110109.576654719345
2025-11-0110270.655735412694
2025-12-0110144.346618318084
2026-01-0110423.99780007737
2026-02-0111082.343290469022
2026-03-0110258.537517536459
2026-04-0111027.578267374494
Annual Return Matrix
YearAnnual Return
2022-0.2457467074439056
20230.09112355592932486
20240.005417755222566045
20250.08343683187439788
20260.08706639099471625
Total Factor Risk
0.15050459399460966
VTI.US Exposure
-0.13489124494120933
VEA.US Exposure
0.08473849217564872
VWO.US Exposure
-0.0040030743131404195
QQQ.US Exposure
0.07002238367208108
VTV.US Exposure
0.03829573138276092
IJR.US Exposure
-0.02718666681029018
QUAL.US Exposure
0.014944184147391808
SHV.US Exposure
0.10248640584526346
TLT.US Exposure
-0.020366258656424285
LQD.US Exposure
0.021138884435216807
HYG.US Exposure
0.008266791364225203
GLD.US Exposure
0.010418589282414351
USO.US Exposure
0.0008293315829233126
VNQ.US Exposure
0.7898956814237624
BTC-USD.CC Exposure
0.0017439824740736966
CPER.US Exposure
-0.007136410380305432
VIX.INDX Exposure
0.001018557753304776
UUP.US Exposure
0.017802625466780554
TIP.US Exposure
0.021811020093660226
Idiosyncratic Exposure
0.010170994001862468
Value Score
39.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.1%

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 →25.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.94%
Market Cap$19.5B
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
$9
Avg Yield on Cost
0.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.860.09%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 →
+5.1%
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 →
+9.0%
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 →
0.6% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis Real Estate ETF a high-risk investment?

Avantis Real Estate ETF (AVRE.US) has an annualized volatility of 15.1% and experienced a maximum drawdown of 31.7% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, AVRE.US has generated a Compound Annual Growth Rate (CAGR) of 2.2%. It has had a positive return in 80% 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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