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

Performance

AVSG.L vs. AVEG.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 (AVSG.L) and Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AVSG.L is traded in USD, while AVEG.L is traded in GBP. To make them comparable, the AVEG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVSG.L achieves a 17.60% return, which is significantly lower than AVEG.L's 22.03% return.


AVSG.L

1D
0.38%
1M
2.33%
YTD
17.60%
6M
18.13%
1Y
38.58%
3Y*
5Y*
10Y*

AVEG.L

1D
-1.20%
1M
4.99%
YTD
22.03%
6M
25.29%
1Y
44.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between AVSG.L and AVEG.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

0.42

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Return for Risk

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

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

AVSG.L
AVSG.L Risk / Return Rank: 8989
Overall Rank
AVSG.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AVSG.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
AVSG.L Omega Ratio Rank: 8888
Omega Ratio Rank
AVSG.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
AVSG.L Martin Ratio Rank: 9191
Martin Ratio Rank

AVEG.L
AVEG.L Risk / Return Rank: 8585
Overall Rank
AVEG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVEG.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVEG.L Omega Ratio Rank: 8787
Omega Ratio Rank
AVEG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
AVEG.L Martin Ratio Rank: 8181
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.

AVSG.L vs. AVEG.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 (AVSG.L) and Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEG.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.


AVSG.LAVEG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.53

1.44

+0.09

Calmar ratioReturn relative to maximum drawdown

5.57

3.41

+2.16

Martin ratioReturn relative to average drawdown

21.27

13.16

+8.11

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

The current AVSG.L Sharpe Ratio is 2.99, which is comparable to the AVEG.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of AVSG.L and AVEG.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


AVSG.LAVEG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.99

2.50

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

2.26

-1.20

Drawdowns

AVSG.L vs. AVEG.L - Drawdown Comparison

The maximum AVSG.L drawdown since its inception was -21.38%, which is greater than AVEG.L's maximum drawdown of -13.65%. Use the drawdown chart below to compare losses from any high point for AVSG.L and AVEG.L.


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Drawdown Indicators


AVSG.LAVEG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.38%

-13.65%

-7.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-13.13%

+6.23%

Current Drawdown

Current decline from peak

-0.55%

-2.26%

+1.71%

Average Drawdown

Average peak-to-trough decline

-4.00%

-2.05%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

3.41%

-1.60%

Volatility

AVSG.L vs. AVEG.L - Volatility Comparison

The current volatility for Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) is 3.39%, while Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEG.L) has a volatility of 7.30%. This indicates that AVSG.L experiences smaller price fluctuations and is considered to be less risky than AVEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVSG.LAVEG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

7.30%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

15.13%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

17.96%

-5.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

19.30%

-3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

19.30%

-3.43%

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

AVSG.L has a 0.39% expense ratio, which is higher than AVEG.L's 0.35% expense ratio.


Dividends

AVSG.L vs. AVEG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AVSG.L and AVEG.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVEG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVEG.L is cheaper with a 0.35% expense ratio, compared with 0.39% for AVSG.L.

AVSG.L is categorized as Small Cap Value Equities, while AVEG.L is Emerging Markets Diversified. Their fees differ too: 0.39% for AVSG.L and 0.35% for AVEG.L.

Portfolio Optimizer

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