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AVEG.L vs. AVEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVEG.L vs. AVEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEG.L) and Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AVEG.L is traded in GBP, while AVEM.L is traded in USD. To make them comparable, the AVEM.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVEG.L achieves a 25.48% return, which is significantly higher than AVEM.L's 24.01% return.


AVEG.L

1D
0.00%
1M
6.55%
YTD
25.48%
6M
30.43%
1Y
46.93%
3Y*
5Y*
10Y*

AVEM.L

1D
-1.45%
1M
5.23%
YTD
24.01%
6M
28.68%
1Y
44.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVEG.L vs. AVEM.L - Yearly Performance Comparison


Correlation

The correlation between AVEG.L and AVEM.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2025

0.92

The correlation between AVEG.L and AVEM.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

AVEG.L vs. AVEM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVEG.L
AVEG.L Risk / Return Rank: 8787
Overall Rank
AVEG.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AVEG.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
AVEG.L Omega Ratio Rank: 8888
Omega Ratio Rank
AVEG.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
AVEG.L Martin Ratio Rank: 8383
Martin Ratio Rank

AVEM.L
AVEM.L Risk / Return Rank: 7474
Overall Rank
AVEM.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AVEM.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVEM.L Omega Ratio Rank: 7575
Omega Ratio Rank
AVEM.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
AVEM.L Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVEG.L vs. AVEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEG.L) and Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVEG.LAVEM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.51

1.46

+0.05

Calmar ratioReturn relative to maximum drawdown

4.42

4.18

+0.24

Martin ratioReturn relative to average drawdown

15.55

14.52

+1.03

AVEG.L vs. AVEM.L - Sharpe Ratio Comparison

The current AVEG.L Sharpe Ratio is 2.77, which is comparable to the AVEM.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of AVEG.L and AVEM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVEG.L vs. AVEM.L - Drawdown Comparison

The maximum AVEG.L drawdown since its inception was -12.92%, smaller than the maximum AVEM.L drawdown of -13.78%. Use the drawdown chart below to compare losses from any high point for AVEG.L and AVEM.L.


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Drawdown Indicators


AVEG.LAVEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.92%

-13.78%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-10.75%

+0.07%

Current Drawdown

Current decline from peak

0.00%

-1.45%

+1.45%

Average Drawdown

Average peak-to-trough decline

-2.02%

-2.16%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.09%

-0.06%

Volatility

AVEG.L vs. AVEM.L - Volatility Comparison

Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEG.L) and Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.L) have volatilities of 7.43% and 7.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVEG.LAVEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

7.60%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

15.55%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

18.08%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

18.54%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

18.54%

-0.84%

AVEG.L vs. AVEM.L - Expense Ratio Comparison

Both AVEG.L and AVEM.L have an expense ratio of 0.35%.


Dividends

AVEG.L vs. AVEM.L - Dividend Comparison

Neither AVEG.L nor AVEM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, AVEG.L and AVEM.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AVEG.L and AVEM.L have the same expense ratio: 0.35% per year.

AVEG.L is categorized as Emerging Markets Diversified, while AVEM.L is Emerging Markets Equities.

Portfolio Optimizer

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