Avantis Responsible Emerging Markets Equity ETF

10-Year Study

AVSE.US · · US · ETF

Executive Summary: Avantis Responsible Emerging Markets Equity ETF has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 23.0% and an annualized volatility of 17.4%.

1Y CAGR
+40.1%
3Y CAGR
+22.6%
5Y CAGR
+12.7%
10Y CAGR
+12.7%

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 →
23.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.46.4-10.39.8————————12.5%
20250.80.20.91.06.37.40.52.55.23.0-0.61.632.5%
2024-3.34.11.70.83.02.50.70.95.1-3.3-2.0-1.88.3%
20238.9-6.12.5-0.4-1.04.85.8-5.2-2.6-3.18.44.316.0%
2022———-6.01.4-7.2-0.4-0.4-10.8-1.515.7-2.3-13.0%

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 17.4%. The dominant macroeconomic risk driver is VWO.US, accounting for 48.9% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-03-0110000
2022-04-019396.63148038746
2022-05-019525.999576427052
2022-06-018837.760413763892
2022-07-018799.21527537815
2022-08-018765.307146121522
2022-09-017816.726672834483
2022-10-017699.664485637533
2022-11-018906.579871367583
2022-12-018697.446300982021
2023-01-019473.498824027733
2023-02-018897.461906301205
2023-03-019121.531996477657
2023-04-019086.286268433783
2023-05-018998.695841182438
2023-06-019433.772140046594
2023-07-019981.94241637221
2023-08-019462.106941023041
2023-09-019216.456923745724
2023-10-018926.242573540067
2023-11-019678.998584374618
2023-12-0110091.915329996767
2024-01-019754.795848985097
2024-02-0110153.355700957498
2024-03-0110324.233946027889
2024-04-0110402.728701525975
2024-05-0110715.236364852362
2024-06-0110980.794310746493
2024-07-0111062.05343707155
2024-08-0111164.535797487544
2024-09-0111738.07586414455
2024-10-0111350.417442288188
2024-11-0111123.582981284766
2024-12-0110928.15979846845
2025-01-0111010.288364005219
2025-02-0111034.119915731277
2025-03-0111133.793318694059
2025-04-0111244.100632015428
2025-05-0111957.887931514942
2025-06-0112844.136301316421
2025-07-0112910.726427608039
2025-08-0113231.906189738389
2025-09-0113925.919320499817
2025-10-0114336.918841193585
2025-11-0114250.822065921328
2025-12-0114484.188467669124
2026-01-0115551.146433627237
2026-02-0116538.96313800676
2026-03-0114840.43561133838
2026-04-0116294.762186082287
Annual Return Matrix
YearAnnual Return
20230.16033085813445025
20240.08286281058919176
20250.3254005006130165
20260.1250034630835295
Total Factor Risk
0.17433003509826742
VTI.US Exposure
0.053623133439219095
VEA.US Exposure
0.2177520730982581
VWO.US Exposure
0.4887176085762428
QQQ.US Exposure
0.005992159365262489
VTV.US Exposure
-0.01187220313848163
IJR.US Exposure
-0.006150371999252519
QUAL.US Exposure
-0.030670753441002955
SHV.US Exposure
0.3201158202069308
TLT.US Exposure
0.04489129566250785
LQD.US Exposure
-0.04021336087307662
HYG.US Exposure
-0.024247528159080246
GLD.US Exposure
-0.0025317234918766723
USO.US Exposure
-0.0009423601063697912
VNQ.US Exposure
-0.0000631437525390326
BTC-USD.CC Exposure
-0.0031599410396780424
CPER.US Exposure
0.004089553586114193
VIX.INDX Exposure
-0.004950169029371514
UUP.US Exposure
-0.011956510254099776
TIP.US Exposure
-0.010753233580049822
Idiosyncratic Exposure
0.012329654930343175
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.4%

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 →10.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.35%
Market Cap$25.5B
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
$12
Avg Yield on Cost
0.12%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$11.590.12%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 →
+4.6%
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 →
+13.5%
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 →
2.6% 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 →
0.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Avantis Responsible Emerging Markets Equity ETF (AVSE.US) has an annualized volatility of 17.4% and experienced a maximum drawdown of 23.0% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, AVSE.US has generated a Compound Annual Growth Rate (CAGR) of 12.7%. It has had a positive return in 100% 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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