AVGC.L vs. VWRA.L

Last updated Apr 2, 2026

Compare and contrast key facts about Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).

AVGC.L and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVGC.L is a passively managed fund by Avantis that tracks the performance of the MSCI World IMI Index. It was launched on Sep 25, 2024. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both AVGC.L and VWRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AVGC.L vs. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
AVGC.L Avantis Global Equity UCITS ETF USD Accumulating	1.59%	25.16%
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating	-1.45%	24.78%

Returns By Period

In the year-to-date period, AVGC.L achieves a 1.59% return, which is significantly higher than VWRA.L's -1.45% return.

AVGC.L

• 1D: 2.59%
• 1M: -3.53%
• YTD: 1.59%
• 6M: 5.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VWRA.L

• 1D: 2.86%
• 1M: -3.99%
• YTD: -1.45%
• 6M: 2.03%
• 1Y: 21.96%
• 3Y*: 17.54%
• 5Y*: 9.70%
• 10Y*: —

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

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

AVGC.L has a 0.35% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.

AVGC.L

Avantis Global Equity UCITS ETF USD Accumulating

VWRA.L

Vanguard FTSE All-World UCITS ETF USD Accumulating

Return for Risk

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

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

VWRA.L

VWRA.L Risk / Return Rank: 79
VWRA.L Sharpe Ratio Rank: 76
VWRA.L Sortino Ratio Rank: 76
VWRA.L Omega Ratio Rank: 75
VWRA.L Calmar Ratio Rank: 83
VWRA.L Martin Ratio Rank: 83

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. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AVGC.L	VWRA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.43	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.50	0.68	+1.82

Correlation

The correlation between AVGC.L and VWRA.L is 0.95, 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

AVGC.L vs. VWRA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

AVGC.L vs. VWRA.L - Drawdown Comparison

The maximum AVGC.L drawdown since its inception was -7.96%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for AVGC.L and VWRA.L.

Drawdown Indicators

	AVGC.L	VWRA.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.96%	-33.62%	+25.66%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.49%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.06%	—
Current Drawdown Current decline from peak	-4.78%	-5.56%	+0.78%
Average Drawdown Average peak-to-trough decline	-1.03%	-5.50%	+4.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.21%	—

Volatility

Volatility by Period

	AVGC.L	VWRA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.72%	15.38%	-3.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.72%	15.27%	-3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.72%	17.32%	-5.60%