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

Performance

AVLV vs. IEAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Large Cap Value ETF (AVLV) 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

AVLV 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, AVLV achieves a 19.32% return, which is significantly higher than IEAA.L's -1.46% return.


AVLV

1D
0.39%
1M
2.66%
YTD
19.32%
6M
20.75%
1Y
36.34%
3Y*
22.32%
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)

AVLV vs. IEAA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVLV
Avantis U.S. Large Cap Value ETF
19.32%15.12%17.49%17.43%-5.53%5.92%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
-1.46%16.92%-2.04%10.87%-18.60%-3.65%

Correlation

The correlation between AVLV and IEAA.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.30

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Return for Risk

AVLV vs. IEAA.L — Risk / Return Rank

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

AVLV
AVLV Risk / Return Rank: 9292
Overall Rank
AVLV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AVLV Sortino Ratio Rank: 9292
Sortino Ratio Rank
AVLV Omega Ratio Rank: 9090
Omega Ratio Rank
AVLV Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVLV Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Value ETF (AVLV) 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.


AVLVIEAA.LDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+3.39

Omega ratioGain probability vs. loss probability

1.53

1.08

+0.45

Calmar ratioReturn relative to maximum drawdown

5.71

0.51

+5.21

Martin ratioReturn relative to average drawdown

22.78

1.38

+21.40

AVLV vs. IEAA.L - Sharpe Ratio Comparison

The current AVLV Sharpe Ratio is 2.96, which is higher than the IEAA.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of AVLV 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


AVLVIEAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.96

0.43

+2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.05

+0.79

Drawdowns

AVLV vs. IEAA.L - Drawdown Comparison

The maximum AVLV drawdown since its inception was -19.50%, smaller than the maximum IEAA.L drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for AVLV and IEAA.L.


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Drawdown Indicators


AVLVIEAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.50%

-34.71%

+15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-6.58%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.50%

-8.36%

-11.14%

Max Drawdown (5Y)

Largest decline over 5 years

-33.42%

Current Drawdown

Current decline from peak

-1.36%

-6.91%

+5.55%

Average Drawdown

Average peak-to-trough decline

-3.92%

-11.52%

+7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.42%

-0.82%

Volatility

AVLV vs. IEAA.L - Volatility Comparison

Avantis U.S. Large Cap Value ETF (AVLV) has a higher volatility of 3.00% compared to iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) at 2.35%. This indicates that AVLV'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


AVLVIEAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

2.35%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

5.91%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

7.71%

+4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

9.36%

+7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

8.80%

+8.55%

AVLV vs. IEAA.L - Expense Ratio Comparison

AVLV has a 0.15% expense ratio, which is lower than IEAA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AVLV vs. IEAA.L - Dividend Comparison

AVLV's dividend yield for the trailing twelve months is around 1.08%, while IEAA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
AVLV
Avantis U.S. Large Cap Value ETF
1.08%1.33%1.58%1.85%2.00%0.29%
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


AVLV and IEAA.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVLV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVLV is cheaper with a 0.15% expense ratio, compared with 0.20% for IEAA.L.

AVLV is categorized as Large Cap Value Equities, while IEAA.L is European Corporate Bonds. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.15% for AVLV and 0.20% for IEAA.L.

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