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AVIV vs. IEAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVIV vs. IEAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Large Cap Value ETF (AVIV) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AVIV is traded in USD, while IEAA.L is traded in EUR. To make them comparable, the IEAA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVIV achieves a 9.92% return, which is significantly higher than IEAA.L's -1.46% return.


AVIV

1D
0.53%
1M
-1.05%
YTD
9.92%
6M
13.21%
1Y
29.84%
3Y*
21.16%
5Y*
10Y*

IEAA.L

1D
0.08%
1M
-1.97%
YTD
-1.46%
6M
-0.16%
1Y
3.33%
3Y*
7.01%
5Y*
-1.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIV vs. IEAA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVIV
Avantis International Large Cap Value ETF
9.92%41.80%4.30%18.47%-8.26%1.93%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
-1.46%16.92%-2.04%10.87%-18.60%-2.05%

Correlation

The correlation between AVIV and IEAA.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

0.54

The correlation between AVIV and IEAA.L has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

AVIV vs. IEAA.L — Risk / Return Rank

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

AVIV
AVIV Risk / Return Rank: 6868
Overall Rank
AVIV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
AVIV Sortino Ratio Rank: 7070
Sortino Ratio Rank
AVIV Omega Ratio Rank: 7272
Omega Ratio Rank
AVIV Calmar Ratio Rank: 6161
Calmar Ratio Rank
AVIV Martin Ratio Rank: 6666
Martin Ratio Rank

IEAA.L
IEAA.L Risk / Return Rank: 2121
Overall Rank
IEAA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 2222
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2424
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.

AVIV vs. IEAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Large Cap Value ETF (AVIV) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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.


AVIVIEAA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.38

1.08

+0.30

Calmar ratioReturn relative to maximum drawdown

2.78

0.51

+2.27

Martin ratioReturn relative to average drawdown

10.91

1.38

+9.53

AVIV vs. IEAA.L - Sharpe Ratio Comparison

The current AVIV Sharpe Ratio is 2.10, which is higher than the IEAA.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of AVIV and IEAA.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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Sharpe Ratios by Period


AVIVIEAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.43

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.05

+0.75

Drawdowns

AVIV vs. IEAA.L - Drawdown Comparison

The maximum AVIV drawdown since its inception was -27.69%, smaller than the maximum IEAA.L drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for AVIV and IEAA.L.


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Drawdown Indicators


AVIVIEAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

-34.71%

+7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-6.58%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-8.36%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-33.42%

Current Drawdown

Current decline from peak

-2.79%

-6.91%

+4.12%

Average Drawdown

Average peak-to-trough decline

-5.11%

-11.52%

+6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.42%

+0.32%

Volatility

AVIV vs. IEAA.L - Volatility Comparison

Avantis International Large Cap Value ETF (AVIV) has a higher volatility of 4.23% compared to iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) at 2.35%. This indicates that AVIV's price experiences larger fluctuations and is considered to be riskier than IEAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIVIEAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

2.35%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

5.91%

+6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

7.71%

+6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

9.36%

+7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

8.80%

+8.10%

AVIV vs. IEAA.L - Expense Ratio Comparison

AVIV has a 0.25% expense ratio, which is higher than IEAA.L's 0.20% 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%.


Dividends

AVIV vs. IEAA.L - Dividend Comparison

AVIV's dividend yield for the trailing twelve months is around 2.87%, while IEAA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
AVIV
Avantis International Large Cap Value ETF
2.87%3.01%3.46%3.64%2.84%0.57%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVIV and IEAA.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEAA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEAA.L is cheaper with a 0.20% expense ratio, compared with 0.25% for AVIV.

AVIV is categorized as Foreign Large Cap Equities, while IEAA.L is European Corporate Bonds. AVIV tracks MSCI World ex-U.S. Value Index, while IEAA.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.25% for AVIV and 0.20% for IEAA.L.

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