PortfoliosLab logoPortfoliosLab logo
AVEM.DE vs. AVWC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVEM.DE vs. AVWC.DE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AVEM.DE achieves a 17.97% return, which is significantly higher than AVWC.DE's 16.64% return.


AVEM.DE

1D
-1.72%
1M
-6.89%
6M
12.41%
YTD
17.97%
1Y
32.37%
3Y*
5Y*
10Y*

AVWC.DE

1D
0.00%
1M
0.70%
6M
13.11%
YTD
16.64%
1Y
28.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVEM.DE vs. AVWC.DE - Yearly Performance Comparison


2026 (YTD)20252024
AVEM.DE
Avantis Emerging Markets Equity UCITS ETF USD Acc
17.97%21.39%-2.44%
AVWC.DE
Avantis Global Equity UCITS ETF USD Acc EUR
16.64%9.08%-3.32%

Correlation

The correlation between AVEM.DE and AVWC.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2024

0.63

The correlation between AVEM.DE and AVWC.DE has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AVEM.DE vs. AVWC.DE — Risk / Return Rank

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

AVEM.DE
AVEM.DE Risk / Return Rank: 6363
Overall Rank
AVEM.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AVEM.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
AVEM.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AVEM.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
AVEM.DE Martin Ratio Rank: 6868
Martin Ratio Rank

AVWC.DE
AVWC.DE Risk / Return Rank: 9292
Overall Rank
AVWC.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AVWC.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
AVWC.DE Omega Ratio Rank: 9191
Omega Ratio Rank
AVWC.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
AVWC.DE Martin Ratio Rank: 9494
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.

AVEM.DE vs. AVWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.DE) and Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE). 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.


AVEM.DEAVWC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.31

1.47

-0.17

Calmar ratioReturn relative to maximum drawdown

2.76

5.26

-2.49

Martin ratioReturn relative to average drawdown

9.84

20.32

-10.48

AVEM.DE vs. AVWC.DE - Sharpe Ratio Comparison

The current AVEM.DE Sharpe Ratio is 1.64, which is lower than the AVWC.DE Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of AVEM.DE and AVWC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AVEM.DE vs. AVWC.DE - Drawdown Comparison

The maximum AVEM.DE drawdown since its inception was -18.44%, smaller than the maximum AVWC.DE drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for AVEM.DE and AVWC.DE.


Loading charts...

Drawdown Indicators


AVEM.DEAVWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.44%

-21.65%

+3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.03%

-5.49%

-6.54%

Current Drawdown

Current decline from peak

-9.73%

-0.26%

-9.47%

Average Drawdown

Average peak-to-trough decline

-2.66%

-3.21%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.42%

+1.97%

Volatility

AVEM.DE vs. AVWC.DE - Volatility Comparison

Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.DE) has a higher volatility of 9.61% compared to Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) at 2.72%. This indicates that AVEM.DE's price experiences larger fluctuations and is considered to be riskier than AVWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AVEM.DEAVWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

2.72%

+6.89%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

8.38%

+9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.27%

11.52%

+8.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.56%

14.83%

+4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

14.83%

+4.73%

AVEM.DE vs. AVWC.DE - Expense Ratio Comparison

AVEM.DE has a 0.35% expense ratio, which is higher than AVWC.DE's 0.22% expense ratio.


Dividends

AVEM.DE vs. AVWC.DE - Dividend Comparison

Neither AVEM.DE nor AVWC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AVEM.DE and AVWC.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVWC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVWC.DE is cheaper with a 0.22% expense ratio, compared with 0.35% for AVEM.DE.

AVEM.DE is categorized as Emerging Markets Equities, while AVWC.DE is Global Equities. Their fees differ too: 0.35% for AVEM.DE and 0.22% for AVWC.DE.

Portfolio Optimizer

Find the right allocation for AVEM.DE and AVWC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer