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

Performance

AVEG.L vs. AVSG.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 Global Small Cap Value UCITS ETF USD Acc (AVSG.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 AVSG.L is traded in USD. To make them comparable, the AVSG.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 22.33% return, which is significantly higher than AVSG.L's 18.08% return.


AVEG.L

1D
-1.25%
1M
5.89%
YTD
22.33%
6M
24.37%
1Y
46.37%
3Y*
5Y*
10Y*

AVSG.L

1D
0.38%
1M
3.26%
YTD
18.08%
6M
17.31%
1Y
39.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between AVEG.L and AVSG.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

0.39

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Return for Risk

AVEG.L vs. AVSG.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: 8585
Overall Rank
AVEG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVEG.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVEG.L Omega Ratio Rank: 8787
Omega Ratio Rank
AVEG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
AVEG.L Martin Ratio Rank: 8181
Martin Ratio Rank

AVSG.L
AVSG.L Risk / Return Rank: 8989
Overall Rank
AVSG.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AVSG.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
AVSG.L Omega Ratio Rank: 8888
Omega Ratio Rank
AVSG.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
AVSG.L Martin Ratio Rank: 9191
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. AVSG.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 Global Small Cap Value UCITS ETF USD Acc (AVSG.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.


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

+0.13

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.53

1.47

+0.06

Calmar ratioReturn relative to maximum drawdown

4.32

6.10

-1.78

Martin ratioReturn relative to average drawdown

15.63

21.59

-5.96

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

The current AVEG.L Sharpe Ratio is 2.86, which is comparable to the AVSG.L Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of AVEG.L and AVSG.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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Sharpe Ratios by Period


AVEG.LAVSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.73

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

2.28

0.71

+1.57

Drawdowns

AVEG.L vs. AVSG.L - Drawdown Comparison

The maximum AVEG.L drawdown since its inception was -12.92%, smaller than the maximum AVSG.L drawdown of -25.25%. Use the drawdown chart below to compare losses from any high point for AVEG.L and AVSG.L.


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Drawdown Indicators


AVEG.LAVSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.92%

-25.25%

+12.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-6.51%

-4.17%

Current Drawdown

Current decline from peak

-1.96%

-0.48%

-1.48%

Average Drawdown

Average peak-to-trough decline

-1.99%

-7.68%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.84%

+1.12%

Volatility

AVEG.L vs. AVSG.L - Volatility Comparison

Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEG.L) has a higher volatility of 6.69% compared to Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) at 3.60%. This indicates that AVEG.L's price experiences larger fluctuations and is considered to be riskier than AVSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVEG.LAVSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

3.60%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.64%

10.50%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

14.57%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

17.69%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

17.69%

-0.55%

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

AVEG.L has a 0.35% expense ratio, which is lower than AVSG.L's 0.39% expense ratio.


Dividends

AVEG.L vs. AVSG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AVEG.L and AVSG.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVEG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVEG.L is cheaper with a 0.35% expense ratio, compared with 0.39% for AVSG.L.

AVEG.L is categorized as Emerging Markets Diversified, while AVSG.L is Small Cap Value Equities. Their fees differ too: 0.35% for AVEG.L and 0.39% for AVSG.L.

Portfolio Optimizer

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