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AVWC.DE vs. AVEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVWC.DE vs. AVEM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) and Avantis Emerging Markets Equity ETF (AVEM). The values are adjusted to include any dividend payments, if applicable.

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AVWC.DE vs. AVEM - Yearly Performance Comparison


2026 (YTD)20252024
AVWC.DE
Avantis Global Equity UCITS ETF USD Acc EUR
0.64%9.08%6.46%
AVEM
Avantis Emerging Markets Equity ETF
6.36%18.53%-1.14%
Different Trading Currencies

AVWC.DE is traded in EUR, while AVEM is traded in USD. To make them comparable, the AVEM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVWC.DE achieves a 0.64% return, which is significantly lower than AVEM's 6.36% return.


AVWC.DE

1D
0.02%
1M
-4.80%
YTD
0.64%
6M
5.75%
1Y
15.86%
3Y*
5Y*
10Y*

AVEM

1D
2.70%
1M
-7.05%
YTD
6.36%
6M
10.63%
1Y
28.71%
3Y*
16.00%
5Y*
7.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVWC.DE vs. AVEM - Expense Ratio Comparison

AVWC.DE has a 0.22% expense ratio, which is lower than AVEM's 0.33% expense ratio.


Return for Risk

AVWC.DE vs. AVEM — Risk / Return Rank

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

AVWC.DE
AVWC.DE Risk / Return Rank: 5353
Overall Rank
AVWC.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AVWC.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
AVWC.DE Omega Ratio Rank: 5959
Omega Ratio Rank
AVWC.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
AVWC.DE Martin Ratio Rank: 5454
Martin Ratio Rank

AVEM
AVEM Risk / Return Rank: 9090
Overall Rank
AVEM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AVEM Sortino Ratio Rank: 9090
Sortino Ratio Rank
AVEM Omega Ratio Rank: 9090
Omega Ratio Rank
AVEM Calmar Ratio Rank: 9090
Calmar Ratio Rank
AVEM Martin Ratio Rank: 9090
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.

AVWC.DE vs. AVEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) and Avantis Emerging Markets Equity ETF (AVEM). 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.


AVWC.DEAVEMDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.44

-0.45

Sortino ratio

Return per unit of downside risk

1.37

1.98

-0.60

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.08

Calmar ratio

Return relative to maximum drawdown

1.07

2.08

-1.01

Martin ratio

Return relative to average drawdown

5.16

8.19

-3.02

AVWC.DE vs. AVEM - Sharpe Ratio Comparison

The current AVWC.DE Sharpe Ratio is 0.99, which is lower than the AVEM Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of AVWC.DE and AVEM, 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


AVWC.DEAVEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.44

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.50

+0.22

Correlation

The correlation between AVWC.DE and AVEM is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AVWC.DE vs. AVEM - Dividend Comparison

AVWC.DE has not paid dividends to shareholders, while AVEM's dividend yield for the trailing twelve months is around 2.41%.


TTM2025202420232022202120202019
AVWC.DE
Avantis Global Equity UCITS ETF USD Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVEM
Avantis Emerging Markets Equity ETF
2.41%2.45%3.17%3.06%2.77%2.61%1.60%0.35%

Drawdowns

AVWC.DE vs. AVEM - Drawdown Comparison

The maximum AVWC.DE drawdown since its inception was -21.65%, smaller than the maximum AVEM drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and AVEM.


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Drawdown Indicators


AVWC.DEAVEMDifference

Max Drawdown

Largest peak-to-trough decline

-21.65%

-36.05%

+14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-13.13%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-34.00%

Current Drawdown

Current decline from peak

-5.31%

-10.00%

+4.69%

Average Drawdown

Average peak-to-trough decline

-3.64%

-10.30%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.34%

-0.49%

Volatility

AVWC.DE vs. AVEM - Volatility Comparison

The current volatility for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) is 3.91%, while Avantis Emerging Markets Equity ETF (AVEM) has a volatility of 9.12%. This indicates that AVWC.DE experiences smaller price fluctuations and is considered to be less risky than AVEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVWC.DEAVEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

9.12%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

13.94%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

20.01%

-4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

16.17%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.24%

19.28%

-4.04%