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AVES vs. EMVL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVES vs. EMVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Value ETF (AVES) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L). The values are adjusted to include any dividend payments, if applicable.

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AVES vs. EMVL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVES
Avantis Emerging Markets Value ETF
2.97%30.49%4.50%16.79%-16.04%1.32%
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
8.35%43.13%14.48%18.38%-16.29%-0.00%

Returns By Period

In the year-to-date period, AVES achieves a 2.97% return, which is significantly lower than EMVL.L's 8.35% return.


AVES

1D
3.01%
1M
-9.24%
YTD
2.97%
6M
6.68%
1Y
31.64%
3Y*
16.33%
5Y*
10Y*

EMVL.L

1D
-0.45%
1M
-11.65%
YTD
8.35%
6M
20.44%
1Y
49.86%
3Y*
25.87%
5Y*
10.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVES vs. EMVL.L - Expense Ratio Comparison

AVES has a 0.36% expense ratio, which is lower than EMVL.L's 0.40% expense ratio.


Return for Risk

AVES vs. EMVL.L — Risk / Return Rank

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

AVES
AVES Risk / Return Rank: 8686
Overall Rank
AVES Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 8787
Sortino Ratio Rank
AVES Omega Ratio Rank: 8888
Omega Ratio Rank
AVES Calmar Ratio Rank: 8585
Calmar Ratio Rank
AVES Martin Ratio Rank: 8585
Martin Ratio Rank

EMVL.L
EMVL.L Risk / Return Rank: 9595
Overall Rank
EMVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9494
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
EMVL.L 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.

AVES vs. EMVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.


AVESEMVL.LDifference

Sharpe ratio

Return per unit of total volatility

1.76

2.47

-0.71

Sortino ratio

Return per unit of downside risk

2.32

2.99

-0.68

Omega ratio

Gain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratio

Return relative to maximum drawdown

2.40

4.20

-1.80

Martin ratio

Return relative to average drawdown

9.31

14.46

-5.15

AVES vs. EMVL.L - Sharpe Ratio Comparison

The current AVES Sharpe Ratio is 1.76, which is comparable to the EMVL.L Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of AVES and EMVL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVESEMVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.47

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.62

-0.16

Correlation

The correlation between AVES and EMVL.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVES vs. EMVL.L - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 3.19%, while EMVL.L has not paid dividends to shareholders.


TTM20252024202320222021
AVES
Avantis Emerging Markets Value ETF
3.19%3.17%4.09%3.96%3.70%0.62%
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AVES vs. EMVL.L - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, smaller than the maximum EMVL.L drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for AVES and EMVL.L.


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Drawdown Indicators


AVESEMVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-34.95%

+7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-12.92%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

Current Drawdown

Current decline from peak

-10.28%

-11.65%

+1.37%

Average Drawdown

Average peak-to-trough decline

-7.91%

-10.19%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.39%

-0.06%

Volatility

AVES vs. EMVL.L - Volatility Comparison

The current volatility for Avantis Emerging Markets Value ETF (AVES) is 8.89%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a volatility of 9.44%. This indicates that AVES experiences smaller price fluctuations and is considered to be less risky than EMVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVESEMVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

9.44%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

15.00%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

19.98%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

19.43%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

21.98%

-5.25%