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AVGS.L vs. AVSG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGS.L vs. AVSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Global Small Cap Value UCITS ETF USD Acc (AVGS.L) and Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVGS.L achieves a 18.60% return, which is significantly lower than AVSG.L's 19.93% return.


AVGS.L

1D
-0.35%
1M
3.43%
YTD
18.60%
6M
18.74%
1Y
37.10%
3Y*
5Y*
10Y*

AVSG.L

1D
0.00%
1M
3.56%
YTD
19.93%
6M
19.83%
1Y
40.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGS.L vs. AVSG.L - Yearly Performance Comparison


2026 (YTD)20252024
AVGS.L
Avantis Global Small Cap Value UCITS ETF USD Acc
18.60%20.19%-4.46%
AVSG.L
Avantis Global Small Cap Value UCITS ETF USD Acc
19.93%12.18%-3.69%

Correlation

The correlation between AVGS.L and AVSG.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2024

0.88

The correlation between AVGS.L and AVSG.L has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

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Return for Risk

AVGS.L vs. AVSG.L — Risk / Return Rank

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

AVGS.L
AVGS.L Risk / Return Rank: 8585
Overall Rank
AVGS.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AVGS.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
AVGS.L Omega Ratio Rank: 8080
Omega Ratio Rank
AVGS.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
AVGS.L Martin Ratio Rank: 8484
Martin Ratio Rank

AVSG.L
AVSG.L Risk / Return Rank: 9292
Overall Rank
AVSG.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AVSG.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
AVSG.L Omega Ratio Rank: 9191
Omega Ratio Rank
AVSG.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVSG.L Martin Ratio Rank: 9393
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.

AVGS.L vs. AVSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Small Cap Value UCITS ETF USD Acc (AVGS.L) and Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.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.

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.


AVGS.LAVSG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.44

1.56

-0.12

Calmar ratioReturn relative to maximum drawdown

4.52

5.84

-1.32

Martin ratioReturn relative to average drawdown

15.85

22.89

-7.03

AVGS.L vs. AVSG.L - Sharpe Ratio Comparison

The current AVGS.L Sharpe Ratio is 2.57, which is comparable to the AVSG.L Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of AVGS.L and AVSG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVGS.L vs. AVSG.L - Drawdown Comparison

The maximum AVGS.L drawdown since its inception was -20.23%, smaller than the maximum AVSG.L drawdown of -21.38%. Use the drawdown chart below to compare losses from any high point for AVGS.L and AVSG.L.


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Drawdown Indicators


AVGS.LAVSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.23%

-21.38%

+1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-6.90%

-1.49%

Current Drawdown

Current decline from peak

-1.15%

-0.23%

-0.92%

Average Drawdown

Average peak-to-trough decline

-2.91%

-3.88%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.76%

+0.63%

Volatility

AVGS.L vs. AVSG.L - Volatility Comparison

Avantis Global Small Cap Value UCITS ETF USD Acc (AVGS.L) has a higher volatility of 4.29% compared to Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) at 3.56%. This indicates that AVGS.L's price experiences larger fluctuations and is considered to be riskier than AVSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGS.LAVSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

3.56%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

9.66%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

13.11%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

15.92%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

15.92%

+1.07%

AVGS.L vs. AVSG.L - Expense Ratio Comparison

Both AVGS.L and AVSG.L have an expense ratio of 0.39%.


Dividends

AVGS.L vs. AVSG.L - Dividend Comparison

Neither AVGS.L nor AVSG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AVGS.L and AVSG.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AVGS.L and AVSG.L have the same expense ratio: 0.39% per year.

AVGS.L is categorized as Global Equities, while AVSG.L is Small Cap Value Equities.

Portfolio Optimizer

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