Summary
AVSE
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 30.80% Volatility 19.75% Sharpe 1.46
Official loaded data — not a live quote.

AVANTIS RESPONSIBLE EMERGING MARKETS EQUITY ETF

Symbol: AVSE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 28/03/2022

Latest date: 16/07/2026

Current price: $76.22

Expense ratio: 0.33%

Assets under management
$228.8M
-0.45% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-6.44%

Ann. -61.23% (Sharpe / Sortino numerator)

Volatility

33.27%

Sharpe ratio

-1.950

VaR 95%

-3.53%

CVaR 95%: -4.13%
Max drawdown: -7.70%
Sortino ratio: -2.878
Calmar ratio: -7.96

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.77%

Ann. 1.51% (Sharpe / Sortino numerator)

Volatility

24.05%

Sharpe ratio

-0.088

VaR 95%

-2.99%

CVaR 95%: -3.63%
Max drawdown: -14.16%
Sortino ratio: -0.117
Calmar ratio: 0.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.31%

Ann. 11.73% (Sharpe / Sortino numerator)

Volatility

20.42%

Sharpe ratio

0.397

VaR 95%

-1.95%

CVaR 95%: -3.18%
Max drawdown: -14.16%
Sortino ratio: 0.515
Calmar ratio: 0.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.80%

Ann. 32.52% (Sharpe / Sortino numerator)

Volatility

19.75%

Sharpe ratio

1.463

VaR 95%

-1.69%

CVaR 95%: -3.01%
Max drawdown: -14.16%
Sortino ratio: 1.837
Calmar ratio: 2.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

50.52%

Ann. 19.82% (Sharpe / Sortino numerator)

Volatility

17.90%

Sharpe ratio

0.904

VaR 95%

-1.71%

CVaR 95%: -2.61%
Max drawdown: -17.68%
Sortino ratio: 1.220
Calmar ratio: 1.12

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

75.53%

Ann. 17.79% (Sharpe / Sortino numerator)

Volatility

16.64%

Sharpe ratio

0.851

VaR 95%

-1.62%

CVaR 95%: -2.37%
Max drawdown: -17.68%
Sortino ratio: 1.197
Calmar ratio: 1.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.118%

Best day

5.506%

08/04/2026
Worst day

-6.242%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $76.56 $76.59 $76.18 $76.22 3,700
15/07/2026 $78.08 $78.23 $76.82 $77.47 16,100
14/07/2026 $77.79 $77.97 $77.55 $77.86 11,000
13/07/2026 $77.64 $77.64 $76.91 $76.91 6,500
10/07/2026 $79.40 $79.89 $79.35 $79.73 4,500
09/07/2026 $79.62 $79.75 $79.32 $79.52 1,700
08/07/2026 $78.12 $78.63 $77.50 $78.63 10,500
07/07/2026 $78.91 $78.91 $77.87 $78.28 12,900
06/07/2026 $80.21 $81.09 $80.21 $80.79 13,900
02/07/2026 $80.20 $80.20 $77.50 $78.14 20,900