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AVRE vs. IFGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVRE vs. IFGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Real Estate ETF (AVRE) and iShares International Developed Real Estate ETF (IFGL). The values are adjusted to include any dividend payments, if applicable.

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AVRE vs. IFGL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVRE
Avantis Real Estate ETF
1.21%8.34%0.54%9.10%-23.70%13.16%
IFGL
iShares International Developed Real Estate ETF
-2.67%24.31%-7.25%5.40%-24.21%2.42%

Returns By Period

In the year-to-date period, AVRE achieves a 1.21% return, which is significantly higher than IFGL's -2.67% return.


AVRE

1D
1.87%
1M
-7.36%
YTD
1.21%
6M
0.30%
1Y
6.20%
3Y*
5.83%
5Y*
10Y*

IFGL

1D
2.48%
1M
-12.00%
YTD
-2.67%
6M
-1.05%
1Y
17.76%
3Y*
6.31%
5Y*
-1.19%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVRE vs. IFGL - Expense Ratio Comparison

AVRE has a 0.17% expense ratio, which is lower than IFGL's 0.48% expense ratio.


Return for Risk

AVRE vs. IFGL — Risk / Return Rank

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

AVRE
AVRE Risk / Return Rank: 2727
Overall Rank
AVRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AVRE Sortino Ratio Rank: 2525
Sortino Ratio Rank
AVRE Omega Ratio Rank: 2525
Omega Ratio Rank
AVRE Calmar Ratio Rank: 2828
Calmar Ratio Rank
AVRE Martin Ratio Rank: 3030
Martin Ratio Rank

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6565
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4747
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5454
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.

AVRE vs. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Real Estate ETF (AVRE) and iShares International Developed Real Estate ETF (IFGL). 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.


AVREIFGLDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.24

-0.81

Sortino ratio

Return per unit of downside risk

0.69

1.76

-1.07

Omega ratio

Gain probability vs. loss probability

1.09

1.24

-0.14

Calmar ratio

Return relative to maximum drawdown

0.63

1.17

-0.55

Martin ratio

Return relative to average drawdown

2.44

5.14

-2.70

AVRE vs. IFGL - Sharpe Ratio Comparison

The current AVRE Sharpe Ratio is 0.43, which is lower than the IFGL Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of AVRE and IFGL, 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


AVREIFGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.24

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.04

+0.01

Correlation

The correlation between AVRE and IFGL is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVRE vs. IFGL - Dividend Comparison

AVRE's dividend yield for the trailing twelve months is around 3.72%, less than IFGL's 3.92% yield.


TTM20252024202320222021202020192018201720162015
AVRE
Avantis Real Estate ETF
3.72%4.30%3.99%3.33%3.78%0.61%0.00%0.00%0.00%0.00%0.00%0.00%
IFGL
iShares International Developed Real Estate ETF
3.92%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%

Drawdowns

AVRE vs. IFGL - Drawdown Comparison

The maximum AVRE drawdown since its inception was -32.52%, smaller than the maximum IFGL drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for AVRE and IFGL.


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Drawdown Indicators


AVREIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-67.94%

+35.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-14.38%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-8.22%

-15.36%

+7.14%

Average Drawdown

Average peak-to-trough decline

-15.26%

-16.73%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.28%

-0.55%

Volatility

AVRE vs. IFGL - Volatility Comparison

The current volatility for Avantis Real Estate ETF (AVRE) is 4.76%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 6.49%. This indicates that AVRE experiences smaller price fluctuations and is considered to be less risky than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVREIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

6.49%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

9.61%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

14.41%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

16.16%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

16.49%

+0.22%