Avantis International Small Cap Value ETF (AVDV) to CAD: Historical Returns

Simulation Settings

Category: Stocks

Period: January 1975 - January 2025 (~50 years)
Consolidated Returns as of 31 January 2025

Currency: CAD

AVDV is not denominated in CAD. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.

Inflation: Canada

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Results

30 Years

All (since January 1975)

Inflation Adjusted:

Avantis International Small Cap Value ETF (AVDV)

1.00$
Initial Capital
February 1995
8.63$
Final Capital
January 2025
7.45%
Yearly Return
15.46%
Std Deviation
-50.79%
Max Drawdown
79months
Recovery Period

1.00$
Initial Capital
February 1995
4.64$
Final Capital
January 2025
5.25%
Yearly Return
15.46%
Std Deviation
-51.96%
Max Drawdown
82months
Recovery Period

1.00$
Initial Capital
January 1975
248.29$
Final Capital
January 2025
11.64%
Yearly Return
15.56%
Std Deviation
-50.79%
Max Drawdown
79months
Recovery Period

1.00$
Initial Capital
January 1975
42.51$
Final Capital
January 2025
7.77%
Yearly Return
15.56%
Std Deviation
-51.96%
Max Drawdown
82months
Recovery Period

This portfolio is built with ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

The Avantis International Small Cap Value ETF (AVDV) to CAD ETF covers to the following investment themes:

Asset Class: Equity
Size: Small Cap
Style: Value
Region: Global ex-US
Country: Broad Global ex-US

As of January 2025, in the previous 30 Years, the Avantis International Small Cap Value ETF (AVDV) to CAD ETF obtained a 7.45% compound annual return, with a 15.46% standard deviation. It suffered a maximum drawdown of -50.79% that required 79 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

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The Avantis International Small Cap Value ETF (AVDV) ETF is part of the following Lazy Portfolios:

Portfolio Name	Author	AVDV Weight▾	Currency
Five Factor Model 100/0	Ben Felix	6.00%	CAD
Five Factor Model 80/20	Ben Felix	4.80%	CAD
Five Factor Model 70/30	Ben Felix	4.20%	CAD
Five Factor Model 60/40	Ben Felix	3.60%	CAD
Five Factor Model 50/50	Ben Felix	3.00%	CAD
Five Factor Model 40/60	Ben Felix	2.40%	CAD

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Investment Returns as of Jan 31, 2025

The Avantis International Small Cap Value ETF (AVDV) to CAD ETF guaranteed the following returns.

Returns are calculated in CAD, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-CAD assets, the adjustment for actual currency exchange rates.
the actual Canada Inflation rates.

AVANTIS INTERNATIONAL SMALL CAP VALUE ETF (AVDV) TO CAD ETF

1 January 1975 - 31 January 2025 (~50 years)

Live Update: February 2025

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	Chg (%)		Return (%)	Return (%) as of Jan 31, 2025
	1 Day	Time ET^(*)	---	YTD (1M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~50Y)
Investment Return	---		---	3.33	3.33	5.18	21.96	9.92	7.85	7.45	11.64
Canada Inflation Adjusted Return				3.33	3.33	5.77	19.76	6.37	5.08	5.25	7.77
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
Canada Inflation is updated to Dec 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 1.83% , 5Y: 3.34% , 10Y: 2.63% , 30Y: 2.09%

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USD

CAD

EUR

Capital Growth as of Jan 31, 2025

An investment of 1$, from February 1995 to January 2025, would be worth 8.63$, with a total return of 763.15% (7.45% annualized).

The Inflation Adjusted Capital would be 4.64$, with a net total return of 363.70% (5.25% annualized).

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An investment of 1$, from January 1975 to January 2025, would be worth 248.29$, with a total return of 24728.62% (11.64% annualized).

The Inflation Adjusted Capital would be 42.51$, with a net total return of 4151.06% (7.77% annualized).

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Investment Metrics as of Jan 31, 2025

Metrics of Avantis International Small Cap Value ETF (AVDV) to CAD ETF, updated as of 31 January 2025, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-CAD assets, the adjustment for actual currency exchange rates.
the actual Canada Inflation rates.

AVANTIS INTERNATIONAL SMALL CAP VALUE ETF (AVDV) TO CAD ETF

Advanced Metrics

1 January 1975 - 31 January 2025 (~50 years)

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	Metrics as of Jan 31, 2025
	YTD (1M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~50Y)
Investment Return (%)	3.33	3.33	6.07	5.18	21.96	10.43	9.92	7.85	7.47	7.45	11.64
Growth of 1$	1.03	1.03	1.06	1.05	1.22	1.35	1.60	2.13	4.23	8.63	248.29
Infl. Adjusted Return (%)	3.33	3.33	6.46	5.77	19.76	6.68	6.37	5.08	5.21	5.25	7.77
Canada Inflation (%)	0.00	0.00	-0.37	-0.56	1.83	3.52	3.34	2.63	2.15	2.09	3.59
Pending updates, the monthly inflation of Jan 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				0.00	-3.00	-15.71	-25.97	-32.73	-50.79	-50.79	-50.79
Start to Recovery (# months)					2	12	10	37	79	79	79
Start (yyyy mm)					2024 06	2022 02	2020 02	2018 02	2007 04	2007 04	2007 04
Start to Bottom (# months)					1	8	2	26	23	23	23
Bottom (yyyy mm)					2024 06	2022 09	2020 03	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)					1	4	8	11	56	56	56
End (yyyy mm)					2024 07	2023 01	2020 11	2021 02	2013 10	2013 10	2013 10
Longest Drawdown Depth (%)					-2.50	same	-18.78	same	same	same	same
Start to Recovery (# months)					3	same	18	same	same	same	same
Start (yyyy mm)					2024 10	2022 02	2021 09	2018 02	2007 04	2007 04	2007 04
Start to Bottom (# months)					1	8	13	26	23	23	23
Bottom (yyyy mm)					2024 10	2022 09	2022 09	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)					2	4	5	11	56	56	56
End (yyyy mm)					2024 12	2023 01	2023 02	2021 02	2013 10	2013 10	2013 10
Longest negative period (# months)					3	16	26	65	83	96	100
Start (yyyy mm)					2024 08	2022 02	2021 09	2017 05	2005 09	1995 04	1989 09
End (yyyy mm)					2024 10	2023 05	2023 10	2022 09	2012 07	2003 03	1997 12
Annualized Return (%)					-3.30	-0.75	-0.38	-0.08	-0.10	-0.17	0.00
Deepest Drawdown Depth (%)				0.00	-2.94	-19.79	-25.87	-35.14	-51.96	-51.96	-51.96
Start to Recovery (# months)					2	23	11	40	82	82	82
Start (yyyy mm)					2024 06	2022 02	2020 02	2018 02	2007 04	2007 04	2007 04
Start to Bottom (# months)					1	8	2	26	23	23	23
Bottom (yyyy mm)					2024 06	2022 09	2020 03	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)					1	15	9	14	59	59	59
End (yyyy mm)					2024 07	2023 12	2020 12	2021 05	2014 01	2014 01	2014 01
Longest Drawdown Depth (%)					-2.92	same	-24.16	same	same	-31.28	-31.28
Start to Recovery (# months)					3	same	31	same	same	86	86
Start (yyyy mm)					2024 10	2022 02	2021 09	2018 02	2007 04	1996 06	1996 06
Start to Bottom (# months)					1	8	13	26	23	19	19
Bottom (yyyy mm)					2024 10	2022 09	2022 09	2020 03	2009 02	1997 12	1997 12
Bottom to End (# months)					2	15	18	14	59	67	67
End (yyyy mm)					2024 12	2023 12	2024 03	2021 05	2014 01	2003 07	2003 07
Longest negative period (# months)					3	22	34	86	93	100	164
Start (yyyy mm)					2024 04	2022 02	2021 01	2015 08	2005 02	1995 02	1989 08
End (yyyy mm)					2024 06	2023 11	2023 10	2022 09	2012 10	2003 05	2003 03
Annualized Return (%)					-0.26	-1.01	-0.09	-0.18	-0.03	-0.41	-0.15
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					10.05	13.63	17.05	15.28	15.93	15.46	15.56
Sharpe Ratio					1.68	0.48	0.44	0.41	0.37	0.33	0.47
Sortino Ratio					2.31	0.67	0.59	0.55	0.51	0.47	0.67
Ulcer Index					1.17	4.85	7.44	8.96	17.28	15.15	13.06
Ratio: Return / Standard Deviation					2.19	0.77	0.58	0.51	0.47	0.48	0.75
Ratio: Return / Deepest Drawdown					7.32	0.66	0.38	0.24	0.15	0.15	0.23
Positive Months (%)					66.66	52.77	60.00	58.33	57.50	55.83	58.90
Positive Months					8	19	36	70	138	201	354
Negative Months					4	17	24	50	102	159	247
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								7.85	12.41	12.67	26.81
Worst 10 Years Return (%) - Annualized								7.85	4.68	4.68	2.86
Best 10 Years Return (%) - Annualized								5.08	10.55	10.55	18.11
Worst 10 Years Return (%) - Annualized								5.08	2.92	2.92	0.52
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Jan 2025 - Over the previous 30Y
Best Rolling Return (%) - Annualized					72.77	37.67	24.72	12.67	10.37	7.45
Worst Rolling Return (%) - Annualized					-36.70	-14.01	-7.57	4.68	6.90	7.45
Positive Periods (%)					68.4	80.0	89.7	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					71.44	35.31	21.90	10.55	8.35	5.25
Worst Rolling Return (%) - Annualized					-37.92	-15.39	-9.13	2.92	4.93	5.25
Positive Periods (%)					63.8	71.6	71.7	100.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		6.64	10.61	13.78	19.36	20.78	12.84	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		8.49	13.82	18.32	27.12	29.34	24.15	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		9.68	15.88	21.23	35.82	34.86	30.12	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		11.62	19.23	25.97	36.39	35.75	31.46	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					74.64	23.09	13.70	7.98	6.33	5.41
Perpetual Withdrawal Rate (%)					---	---	---	2.05	4.02	4.24
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Jan 1975 - Jan 2025)
Best Rolling Return (%) - Annualized					76.05	58.34	43.51	26.81	18.31	14.81
Worst Rolling Return (%) - Annualized					-36.70	-14.01	-7.57	2.86	4.59	5.99
Positive Periods (%)					73.3	83.5	91.6	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					71.44	51.87	37.39	18.11	11.75	10.22
Worst Rolling Return (%) - Annualized					-37.92	-15.39	-9.13	0.52	2.31	4.01
Positive Periods (%)					65.2	71.5	80.0	100.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		6.37	9.73	11.96	16.75	15.87	2.60	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		8.23	12.96	16.53	24.05	24.76	17.29	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		9.43	15.03	19.46	29.07	29.88	26.67	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		11.37	18.40	24.23	34.91	34.25	30.09	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					74.64	23.09	13.70	7.98	5.71	4.64
Perpetual Withdrawal Rate (%)					---	---	---	0.53	2.37	3.37
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
Longest negative period: it's the maximum period for which an overall negative return has been observed.
Standard Deviation: it's a measure of the dispersion of returns around the mean.
Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

AVANTIS INTERNATIONAL SMALL CAP VALUE ETF (AVDV) TO CAD ETF

Drawdown periods

Drawdown periods - Inflation Adjusted

1 February 1995 - 31 January 2025 (30 Years)

1 January 1975 - 31 January 2025 (~50 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
Avantis International Small Cap Value ETF (AVDV) to CAD ETF: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

AVANTIS INTERNATIONAL SMALL CAP VALUE ETF (AVDV) TO CAD ETF

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

1 February 1995 - 31 January 2025 (30 Years)

1 January 1975 - 31 January 2025 (~50 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Avantis International Small Cap Value ETF (AVDV) to CAD ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1975 to January 2025.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Avantis International Small Cap Value ETF (AVDV) to CAD ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

AVANTIS INTERNATIONAL SMALL CAP VALUE ETF (AVDV) TO CAD ETF

Monthly Returns Distribution

1 February 1995 - 31 January 2025 (30 Years)

1 January 1975 - 31 January 2025 (~50 years)

201 Positive Months (56%) - 159 Negative Months (44%)

354 Positive Months (59%) - 247 Negative Months (41%)

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Methodology

Returns, up to September 2019, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

For non-CAD assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.

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Table of contents

Investment Returns as of Jan 31, 2025

Capital Growth as of Jan 31, 2025

Investment Metrics as of Jan 31, 2025

Drawdowns

Rolling Returns

Seasonality

Monthly Returns