AVGC.L vs. XDEB.L

Last updated Apr 2, 2026

Compare and contrast key facts about Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L).

AVGC.L and XDEB.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. XDEB.L is a passively managed fund by DWS that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 5, 2014. Both AVGC.L and XDEB.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. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
AVGC.L Avantis Global Equity UCITS ETF USD Accumulating	1.59%	25.16%
XDEB.L Xtrackers MSCI World Minimum Volatility UCITS ETF 1C	0.34%	3.30%

Different Trading Currencies

AVGC.L is traded in USD, while XDEB.L is traded in GBp. To make them comparable, the XDEB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVGC.L achieves a 1.59% return, which is significantly higher than XDEB.L's 0.34% return.

AVGC.L

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

XDEB.L

• 1D: 0.87%
• 1M: -3.76%
• YTD: 0.34%
• 6M: 0.24%
• 1Y: 2.90%
• 3Y*: 9.45%
• 5Y*: 6.14%
• 10Y*: 7.48%

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

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

AVGC.L has a 0.35% expense ratio, which is higher than XDEB.L's 0.25% expense ratio.

AVGC.L

Avantis Global Equity UCITS ETF USD Accumulating

XDEB.L

Xtrackers MSCI World Minimum Volatility UCITS ETF 1C

Return for Risk

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

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

XDEB.L

XDEB.L Risk / Return Rank: 12
XDEB.L Sharpe Ratio Rank: 11
XDEB.L Sortino Ratio Rank: 10
XDEB.L Omega Ratio Rank: 10
XDEB.L Calmar Ratio Rank: 13
XDEB.L Martin Ratio Rank: 13

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. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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	XDEB.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.24	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.50	0.63	+1.87

Correlation

The correlation between AVGC.L and XDEB.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AVGC.L vs. XDEB.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

AVGC.L vs. XDEB.L - Drawdown Comparison

The maximum AVGC.L drawdown since its inception was -7.96%, smaller than the maximum XDEB.L drawdown of -28.21%. Use the drawdown chart below to compare losses from any high point for AVGC.L and XDEB.L.

Drawdown Indicators

	AVGC.L	XDEB.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.96%	-19.61%	+11.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.59%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-19.61%	—
Current Drawdown Current decline from peak	-4.78%	-3.10%	-1.68%
Average Drawdown Average peak-to-trough decline	-1.03%	-3.49%	+2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.98%	—

Volatility

Volatility by Period

	AVGC.L	XDEB.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.91%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.72%	11.84%	-0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.72%	10.91%	+0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.72%	11.87%	-0.15%