Avantis® U.S. Equity ETF

10-Year Study

AVUS.US · · US · ETF

Executive Summary: Avantis® U.S. Equity ETF has compounded at 15.5% annually over the last 10 years, with a maximum drawdown of 24.5% and an annualized volatility of 12.9%.

1Y CAGR
+27.1%
3Y CAGR
+21.3%
5Y CAGR
+11.8%
10Y CAGR
+15.5%

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 →
24.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +28.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.8%
% 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.
20263.50.7-4.67.0————————6.4%
20253.5-2.0-5.7-1.96.35.02.32.92.71.41.10.616.7%
20240.45.14.3-4.74.71.42.81.21.7-0.67.6-4.420.4%
20237.0-2.40.30.4-1.47.54.4-2.2-4.2-3.28.66.321.8%
2022-4.9-1.32.8-7.91.7-9.69.2-3.1-9.010.45.6-6.0-13.8%
20210.55.04.54.61.31.20.92.7-3.86.3-1.54.228.7%
2020-0.7-9.2-16.313.65.62.24.97.3-3.4-1.212.74.917.6%
2019—————————1.93.82.98.9%

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 12.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 95.3% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110189.651349341959
2019-11-0110580.519215133847
2019-12-0110886.626579884436
2020-01-0110814.58341485472
2020-02-019815.979060960604
2020-03-018218.572962726248
2020-04-019335.872452728467
2020-05-019858.435398106963
2020-06-0110076.195320889909
2020-07-0110569.214916456885
2020-08-0111339.0159173221
2020-09-0110948.430658997135
2020-10-0110820.887735270717
2020-11-0112197.533923765548
2020-12-0112800.205216499058
2021-01-0112866.639710262129
2021-02-0113513.35428976396
2021-03-0114125.938582875728
2021-04-0114775.631410298216
2021-05-0114969.108829961608
2021-06-0115155.151499341306
2021-07-0115285.86832231164
2021-08-0115696.344798500877
2021-09-0115098.151747166317
2021-10-0116044.604153894981
2021-11-0115811.061691036126
2021-12-0116477.928356833232
2022-01-0115667.997095664801
2022-02-0115462.432772031425
2022-03-0115893.409159090612
2022-04-0114638.02331294212
2022-05-0114883.326594232198
2022-06-0113461.789296568277
2022-07-0114695.392628727705
2022-08-0114246.242407641706
2022-09-0112959.356698449139
2022-10-0114302.046512841249
2022-11-0115108.49952826292
2022-12-0114200.45999800001
2023-01-0115188.086138755918
2023-02-0114818.522528162921
2023-03-0114857.261490167435
2023-04-0114922.23946852405
2023-05-0114718.91426559015
2023-06-0115820.039912869943
2023-07-0116514.362981030514
2023-08-0116148.25587714836
2023-09-0115469.041438950266
2023-10-0114981.260951039343
2023-11-0116271.407515619496
2023-12-0117292.924813370377
2024-01-0117367.141881991818
2024-02-0118255.659758001053
2024-03-0119034.982456598016
2024-04-0118131.07334315938
2024-05-0118977.547923704682
2024-06-0119245.19893391768
2024-07-0119787.196577406186
2024-08-0120030.456389320047
2024-09-0120373.998373920116
2024-10-0120249.803261724952
2024-11-0121785.079195307844
2024-12-0120825.865974495766
2025-01-0121549.928043791115
2025-02-0121120.21252081513
2025-03-0119910.152564554068
2025-04-0119532.980291390035
2025-05-0120754.996717405575
2025-06-0121797.687836139845
2025-07-0122290.62047556315
2025-08-0122945.72632292903
2025-09-0123561.810600823475
2025-10-0123902.11346907187
2025-11-0124157.894965674066
2025-12-0124299.89434828544
2026-01-0125145.54284546589
2026-02-0125321.629036395494
2026-03-0124169.46013278203
2026-04-0125865.104934326377
Annual Return Matrix
YearAnnual Return
20200.17577333277421348
20210.28731751390936333
2022-0.13821326986706917
20230.21777215778967074
20240.20429980464576025
20250.16681315331828794
20260.06441223832528187
Total Factor Risk
0.1293069794928938
VTI.US Exposure
0.953492839175494
VEA.US Exposure
0.06399271872128612
VWO.US Exposure
-0.01608102070000416
QQQ.US Exposure
-0.14383303772816428
VTV.US Exposure
0.06367024626438626
IJR.US Exposure
0.16472245808935945
QUAL.US Exposure
-0.008579366190577168
SHV.US Exposure
0.010699345595404
TLT.US Exposure
-0.0025213435354647508
LQD.US Exposure
0.02320814237633714
HYG.US Exposure
-0.027376631667590228
GLD.US Exposure
0.000018180610065896948
USO.US Exposure
-0.000712922917437152
VNQ.US Exposure
-0.061614040258153036
BTC-USD.CC Exposure
0.00179580594185879
CPER.US Exposure
0.006967884892088115
VIX.INDX Exposure
-0.02374709317123869
UUP.US Exposure
-0.008945181722458053
TIP.US Exposure
-0.0008507285171184305
Idiosyncratic Exposure
0.0056937447419262025
Value Score
42.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.9%

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 →17.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.04%
Market Cap$163.2B
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
$53
Avg Yield on Cost
0.53%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$53.040.53%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 →
+3.9%
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 →
+8.3%
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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Avantis® U.S. Equity ETF (AVUS.US) has an annualized volatility of 12.9% and experienced a maximum drawdown of 24.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AVUS.US has generated a Compound Annual Growth Rate (CAGR) of 15.5%. 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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