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AVGV vs. XDEV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVGV vs. XDEV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis ALL Equity Markets Value ETF (AVGV) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). The values are adjusted to include any dividend payments, if applicable.

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AVGV vs. XDEV.DE - Yearly Performance Comparison


2026 (YTD)202520242023
AVGV
Avantis ALL Equity Markets Value ETF
6.18%22.57%11.26%11.36%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
2.13%40.84%5.24%8.27%
Different Trading Currencies

AVGV is traded in USD, while XDEV.DE is traded in EUR. To make them comparable, the XDEV.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVGV achieves a 6.18% return, which is significantly higher than XDEV.DE's 2.13% return.


AVGV

1D
2.53%
1M
-5.12%
YTD
6.18%
6M
11.59%
1Y
30.60%
3Y*
5Y*
10Y*

XDEV.DE

1D
0.33%
1M
-7.83%
YTD
2.13%
6M
13.45%
1Y
34.63%
3Y*
19.71%
5Y*
11.41%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVGV vs. XDEV.DE - Expense Ratio Comparison

AVGV has a 0.26% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AVGV vs. XDEV.DE — Risk / Return Rank

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

AVGV
AVGV Risk / Return Rank: 8888
Overall Rank
AVGV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVGV Sortino Ratio Rank: 8888
Sortino Ratio Rank
AVGV Omega Ratio Rank: 8989
Omega Ratio Rank
AVGV Calmar Ratio Rank: 8484
Calmar Ratio Rank
AVGV Martin Ratio Rank: 9090
Martin Ratio Rank

XDEV.DE
XDEV.DE Risk / Return Rank: 8080
Overall Rank
XDEV.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 8383
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.

AVGV vs. XDEV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis ALL Equity Markets Value ETF (AVGV) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). 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.


AVGVXDEV.DEDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.99

-0.25

Sortino ratio

Return per unit of downside risk

2.38

2.57

-0.18

Omega ratio

Gain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratio

Return relative to maximum drawdown

2.35

2.59

-0.25

Martin ratio

Return relative to average drawdown

11.21

12.67

-1.46

AVGV vs. XDEV.DE - Sharpe Ratio Comparison

The current AVGV Sharpe Ratio is 1.74, which is comparable to the XDEV.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of AVGV and XDEV.DE, 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


AVGVXDEV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.99

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.49

+0.77

Correlation

The correlation between AVGV and XDEV.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AVGV vs. XDEV.DE - Dividend Comparison

AVGV's dividend yield for the trailing twelve months is around 2.08%, while XDEV.DE has not paid dividends to shareholders.


TTM202520242023
AVGV
Avantis ALL Equity Markets Value ETF
2.08%1.98%2.32%1.14%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%

Drawdowns

AVGV vs. XDEV.DE - Drawdown Comparison

The maximum AVGV drawdown since its inception was -17.03%, smaller than the maximum XDEV.DE drawdown of -39.48%. Use the drawdown chart below to compare losses from any high point for AVGV and XDEV.DE.


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Drawdown Indicators


AVGVXDEV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.03%

-35.28%

+18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-14.44%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-5.55%

-6.05%

+0.50%

Average Drawdown

Average peak-to-trough decline

-2.38%

-5.64%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.74%

0.00%

Volatility

AVGV vs. XDEV.DE - Volatility Comparison

Avantis ALL Equity Markets Value ETF (AVGV) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) have volatilities of 5.87% and 6.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGVXDEV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

6.15%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

10.04%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

17.35%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

15.61%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

16.91%

-1.81%