AVGC.L vs. DDGC.L

Last updated Jun 4, 2026

AVGC.L (Avantis Global Equity UCITS ETF USD Accumulating) and DDGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) are both Global Equities funds. AVGC.L is passively managed, while DDGC.L is actively managed. Their correlation of 0.90 suggests significant overlap in exposure. AVGC.L charges 0.35%/yr vs 0.26%/yr for DDGC.L.

Performance

AVGC.L vs. DDGC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) and Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVGC.L achieves a 13.16% return, which is significantly higher than DDGC.L's 10.20% return.

AVGC.L

• 1D: -0.32%
• 1M: 3.65%
• YTD: 13.16%
• 6M: 15.19%
• 1Y: 31.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DDGC.L

• 1D: -0.39%
• 1M: 3.20%
• YTD: 10.20%
• 6M: 11.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGC.L vs. DDGC.L - Yearly Performance Comparison

	2026 (YTD)	2025
AVGC.L Avantis Global Equity UCITS ETF USD Accumulating	13.16%	3.53%
DDGC.L Dimensional Global Core Equity UCITS ETF USD Acc	10.20%	2.89%

Correlation

The correlation between AVGC.L and DDGC.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025	0.90

Return for Risk

AVGC.L vs. DDGC.L — Risk / Return Rank

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

AVGC.L

AVGC.L Risk / Return Rank: 80
AVGC.L Sharpe Ratio Rank: 79
AVGC.L Sortino Ratio Rank: 85
AVGC.L Omega Ratio Rank: 78
AVGC.L Calmar Ratio Rank: 77
AVGC.L Martin Ratio Rank: 80

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.

AVGC.L vs. DDGC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) and Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.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.

	AVGC.L	DDGC.L	Difference
Sharpe ratio: Return per unit of total volatility	2.60	—	—
Sortino ratio: Return per unit of downside risk	3.84	—	—
Omega ratio: Gain probability vs. loss probability	1.47	—	—
Calmar ratio: Return relative to maximum drawdown	3.90	—	—
Martin ratio: Return relative to average drawdown	15.98	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AVGC.L	DDGC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.09	2.18	+0.91

Drawdowns

AVGC.L vs. DDGC.L - Drawdown Comparison

The maximum AVGC.L drawdown since its inception was -7.96%, roughly equal to the maximum DDGC.L drawdown of -7.79%. Use the drawdown chart below to compare losses from any high point for AVGC.L and DDGC.L.

Drawdown Indicators

	AVGC.L	DDGC.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.96%	-7.79%	-0.17%
Max Drawdown (1Y) Largest decline over 1 year	-7.96%	—	—
Current Drawdown Current decline from peak	-0.32%	-0.39%	+0.07%
Average Drawdown Average peak-to-trough decline	-1.00%	-1.37%	+0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	—	—

Volatility

Volatility by Period

	AVGC.L	DDGC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.96%	12.08%	-0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.09%	12.08%	+0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.09%	12.08%	+0.01%

AVGC.L vs. DDGC.L - Expense Ratio Comparison

AVGC.L has a 0.35% expense ratio, which is higher than DDGC.L's 0.26% expense ratio.

Dividends

AVGC.L vs. DDGC.L - Dividend Comparison

Neither AVGC.L nor DDGC.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AVGC.L and DDGC.L in my portfolio?

AVGC.L and DDGC.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AVGC.L or DDGC.L?

On fees, DDGC.L is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AVGC.L or DDGC.L?

DDGC.L is cheaper with a 0.26% expense ratio, compared with 0.35% for AVGC.L.

What is the main difference between AVGC.L and DDGC.L?

They also come from different issuers: Avantis and Dimensional. Their fees differ too: 0.35% for AVGC.L and 0.26% for DDGC.L.