Avantis U.S. Quality ETF

10-Year Study

AVUQ.US · · US · ETF

Executive Summary: Avantis U.S. Quality ETF has compounded at 26.6% annually over the last 10 years, with a maximum drawdown of 7.3% and an annualized volatility of 23.3%.

1Y CAGR
+25.8%
3Y CAGR
+26.6%
5Y CAGR
+26.6%
10Y CAGR
+26.6%

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 →
7.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +4.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 4.0%
% 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.
20261.2-2.0-4.910.3————————4.0%
2025———-1.15.86.44.01.24.53.2-1.5-0.224.1%

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 23.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 31.2% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-03-0110000
2025-04-019888.075861756057
2025-05-0110460.6481576961
2025-06-0111129.305686744405
2025-07-0111571.495745356602
2025-08-0111710.313024612173
2025-09-0112231.738856051576
2025-10-0112618.327758093721
2025-11-0112431.33380905045
2025-12-0112409.204713724164
2026-01-0112556.869506395371
2026-02-0112303.40577707566
2026-03-0111701.609876217308
2026-04-0112910.35757153287
Annual Return Matrix
YearAnnual Return
20260.0403855742064152
Total Factor Risk
0.23279775266420127
VTI.US Exposure
0.2627618641050232
VEA.US Exposure
0.31237616558805775
VWO.US Exposure
-0.048988618387700994
QQQ.US Exposure
-0.01108669884999695
VTV.US Exposure
-0.05956141784838678
IJR.US Exposure
0.21385935775520973
QUAL.US Exposure
-0.1061197170622082
SHV.US Exposure
0.004569993957948117
TLT.US Exposure
0.1673778157479659
LQD.US Exposure
0.2845174988038375
HYG.US Exposure
0.04390972250594594
GLD.US Exposure
-0.013852939351953112
USO.US Exposure
0.002053736665475698
VNQ.US Exposure
-0.0811451579666265
BTC-USD.CC Exposure
0.011653354047666008
CPER.US Exposure
0.0367704107027391
VIX.INDX Exposure
-0.04648626660319115
UUP.US Exposure
-0.012548774979215341
TIP.US Exposure
0.03993948664984043
Idiosyncratic Exposure
1.8451956963636954e-7
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
23.3%

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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.460.08%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 →
+6.0%
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 →
+6.5%
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 →
0.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis U.S. Quality ETF a high-risk investment?

Avantis U.S. Quality ETF (AVUQ.US) has an annualized volatility of 23.3% and experienced a maximum drawdown of 7.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AVUQ.US has generated a Compound Annual Growth Rate (CAGR) of 26.6%. 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.

Run a Full Backtest on Avantis U.S. Quality ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest