Avantis® U.S. Small Cap Value ETF

10-Year Study

AVUV.US · · US · ETF

Executive Summary: Avantis® U.S. Small Cap Value ETF has compounded at 15.3% annually over the last 10 years, with a maximum drawdown of 42.4% and an annualized volatility of 18.2%.

1Y CAGR
+36.5%
3Y CAGR
+20.6%
5Y CAGR
+10.3%
10Y CAGR
+15.3%

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 →
42.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +42.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.9%
% 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.
20267.13.4-2.24.7————————13.5%
20251.8-5.6-5.8-5.26.73.91.48.10.1-1.73.41.27.4%
2024-2.92.15.6-5.75.3-3.111.1-3.80.4-1.311.3-8.19.3%
20239.9-1.3-8.0-1.5-3.611.08.5-3.6-3.5-5.08.512.322.8%
2022-3.12.01.6-5.94.5-12.510.8-2.2-10.215.65.3-7.0-4.9%
20215.213.27.12.34.8-1.7-3.42.90.34.0-2.14.242.2%
2020-8.8-11.3-28.920.54.93.22.78.3-4.64.718.37.76.4%
2019—————————2.12.43.98.7%

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 18.2%. The dominant macroeconomic risk driver is IJR.US, accounting for 91.2% of variance. Idiosyncratic stock-specific factors contribute 2.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110212.51136320908
2019-11-0110458.37692455714
2019-12-0110869.266141286438
2020-01-019917.963712932715
2020-02-018799.978766558213
2020-03-016259.596520369727
2020-04-017544.507284618804
2020-05-017916.512761077332
2020-06-018173.061397824014
2020-07-018392.982347489698
2020-08-019091.053864375815
2020-09-018670.720189685413
2020-10-019077.738726922456
2020-11-0110743.015635333331
2020-12-0111568.443566598911
2021-01-0112164.77150826003
2021-02-0113770.616897838392
2021-03-0114748.94772813232
2021-04-0115094.145984335913
2021-05-0115825.350517675733
2021-06-0115559.57860465322
2021-07-0115025.225771205241
2021-08-0115457.21572070946
2021-09-0115501.496294100865
2021-10-0116126.79903653258
2021-11-0115790.58075675102
2021-12-0116449.879124208997
2022-01-0115932.070680819346
2022-02-0116253.890032889714
2022-03-0116520.723618001535
2022-04-0115542.21584235939
2022-05-0116239.380514335893
2022-06-0114202.16448397207
2022-07-0115735.418044444246
2022-08-0115382.235129402345
2022-09-0113808.328375177221
2022-10-0115960.780063567616
2022-11-0116814.67407772767
2022-12-0115641.393710035234
2023-01-0117192.73993236264
2023-02-0116974.411490830913
2023-03-0115616.178997914254
2023-04-0115375.798742360937
2023-05-0114814.92622484888
2023-06-0116445.079481638604
2023-07-0117847.813729631933
2023-08-0117203.666307615065
2023-09-0116593.20485626508
2023-10-0115760.876056419023
2023-11-0117106.21365708434
2023-12-0119211.19975581542
2024-01-0118654.972053694066
2024-02-0119055.023367845046
2024-03-0120115.2577761951
2024-04-0118971.151272790008
2024-05-0119973.590906778554
2024-06-0119352.18096200762
2024-07-0121504.831713914762
2024-08-0120687.34420515044
2024-09-0120779.82026776255
2024-10-0120519.93178756826
2024-11-0122845.90050805433
2024-12-0120995.074283869002
2025-01-0121382.230705768638
2025-02-0120194.68411937618
2025-03-0119030.892445981903
2025-04-0118035.35368057383
2025-05-0119240.4842109454
2025-06-0119985.313536097958
2025-07-0120272.69489977152
2025-08-0121904.883028065746
2025-09-0121934.366546712467
2025-10-0121553.11567580958
2025-11-0122286.97438937266
2025-12-0122556.108264011305
2026-01-0124168.522749642238
2026-02-0124989.106802000366
2026-03-0124433.940771968315
2026-04-0125592.932802792195
Annual Return Matrix
YearAnnual Return
20200.0643260930613041
20210.4219613061608438
2022-0.04914841063992559
20230.22822813055909874
20240.09285596686972064
20250.07435239137694727
20260.1346342420082367
Total Factor Risk
0.18234984822572461
VTI.US Exposure
0.10767058033169528
VEA.US Exposure
0.02604609987657874
VWO.US Exposure
-0.00626038380860486
QQQ.US Exposure
-0.08341664705097801
VTV.US Exposure
0.08107817230028937
IJR.US Exposure
0.912464264359224
QUAL.US Exposure
-0.03183896715603786
SHV.US Exposure
0.02671265407277394
TLT.US Exposure
-0.011437504019877363
LQD.US Exposure
0.03250407079988034
HYG.US Exposure
-0.006940062488299063
GLD.US Exposure
-0.0018726310424657105
USO.US Exposure
0.009735324992466841
VNQ.US Exposure
-0.07806965878286826
BTC-USD.CC Exposure
-0.0008470062895122537
CPER.US Exposure
0.0267668614713993
VIX.INDX Exposure
-0.026454288573471475
UUP.US Exposure
-0.007565452375689184
TIP.US Exposure
0.006057079647646235
Idiosyncratic Exposure
0.02566749373584999
Value Score
45.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.2%

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 →12.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.43%
Market Cap$3.0B
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
$1,801
Avg Yield on Cost
2.25%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2019$45.780.46%Solid
2020$151.731.52%Solid
2021$225.612.26%Solid
2022$286.652.87%Solid
2023$328.453.28%Solid
2024$344.383.44%Solid
2025$356.543.57%Solid
2026$61.930.62%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 →
+3.4%
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 →
+12.9%
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 →
0.1% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis® U.S. Small Cap Value ETF a high-risk investment?

Avantis® U.S. Small Cap Value ETF (AVUV.US) has an annualized volatility of 18.2% and experienced a maximum drawdown of 42.4% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, AVUV.US has generated a Compound Annual Growth Rate (CAGR) of 15.3%. 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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