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AVSG.L vs. AVWS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVSG.L vs. AVWS.DE - 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 Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE). The values are adjusted to include any dividend payments, if applicable.

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AVSG.L vs. AVWS.DE - Yearly Performance Comparison


Different Trading Currencies

AVSG.L is traded in USD, while AVWS.DE is traded in EUR. To make them comparable, the AVWS.DE 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 9.76% return, which is significantly higher than AVWS.DE's 8.33% return.


AVSG.L

1D
1.34%
1M
-1.97%
YTD
9.76%
6M
15.22%
1Y
30.04%
3Y*
5Y*
10Y*

AVWS.DE

1D
1.98%
1M
-2.42%
YTD
8.33%
6M
13.96%
1Y
34.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVSG.L vs. AVWS.DE - Expense Ratio Comparison

Both AVSG.L and AVWS.DE have an expense ratio of 0.39%.


Return for Risk

AVSG.L vs. AVWS.DE — 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: 8686
Sharpe Ratio Rank
AVSG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVSG.L Omega Ratio Rank: 8686
Omega Ratio Rank
AVSG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
AVSG.L Martin Ratio Rank: 9494
Martin Ratio Rank

AVWS.DE
AVWS.DE Risk / Return Rank: 7676
Overall Rank
AVWS.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AVWS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AVWS.DE Omega Ratio Rank: 6767
Omega Ratio Rank
AVWS.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
AVWS.DE Martin Ratio Rank: 8989
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. AVWS.DE - 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 Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.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.


AVSG.LAVWS.DEDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.76

+0.03

Sortino ratio

Return per unit of downside risk

2.31

2.31

0.00

Omega ratio

Gain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratio

Return relative to maximum drawdown

4.33

3.42

+0.92

Martin ratio

Return relative to average drawdown

14.82

13.27

+1.55

AVSG.L vs. AVWS.DE - Sharpe Ratio Comparison

The current AVSG.L Sharpe Ratio is 1.79, which is comparable to the AVWS.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of AVSG.L and AVWS.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


AVSG.LAVWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.76

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.07

-0.28

Correlation

The correlation between AVSG.L and AVWS.DE is 0.80, 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

AVSG.L vs. AVWS.DE - Dividend Comparison

Neither AVSG.L nor AVWS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AVSG.L vs. AVWS.DE - Drawdown Comparison

The maximum AVSG.L drawdown since its inception was -21.38%, roughly equal to the maximum AVWS.DE drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for AVSG.L and AVWS.DE.


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Drawdown Indicators


AVSG.LAVWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.38%

-25.21%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-15.43%

+2.92%

Current Drawdown

Current decline from peak

-2.42%

-2.07%

-0.35%

Average Drawdown

Average peak-to-trough decline

-4.44%

-5.67%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.13%

-0.11%

Volatility

AVSG.L vs. AVWS.DE - Volatility Comparison

The current volatility for Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) is 5.37%, while Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) has a volatility of 5.68%. This indicates that AVSG.L experiences smaller price fluctuations and is considered to be less risky than AVWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVSG.LAVWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

5.68%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

11.33%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

19.43%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

18.44%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

18.44%

-2.00%