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

Performance

AVWC.DE vs. AVGE - 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 All Equity Markets ETF (AVGE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AVWC.DE is traded in EUR, while AVGE is traded in USD. To make them comparable, the AVGE 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 14.36% return, which is significantly lower than AVGE's 17.47% return.


AVWC.DE

1D
0.15%
1M
4.37%
YTD
14.36%
6M
15.26%
1Y
28.75%
3Y*
5Y*
10Y*

AVGE

1D
0.35%
1M
4.26%
YTD
17.47%
6M
17.45%
1Y
32.45%
3Y*
18.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVWC.DE vs. AVGE - Yearly Performance Comparison


2026 (YTD)20252024
AVWC.DE
Avantis Global Equity UCITS ETF USD Acc EUR
14.36%9.08%6.46%
AVGE
Avantis All Equity Markets ETF
17.47%6.50%6.38%

Correlation

The correlation between AVWC.DE and AVGE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

0.60

The correlation between AVWC.DE and AVGE has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

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Return for Risk

AVWC.DE vs. AVGE — 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: 8585
Overall Rank
AVWC.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AVWC.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
AVWC.DE Omega Ratio Rank: 8383
Omega Ratio Rank
AVWC.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVWC.DE Martin Ratio Rank: 8989
Martin Ratio Rank

AVGE
AVGE Risk / Return Rank: 8484
Overall Rank
AVGE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AVGE Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVGE Omega Ratio Rank: 8484
Omega Ratio Rank
AVGE Calmar Ratio Rank: 8080
Calmar Ratio Rank
AVGE Martin Ratio Rank: 8585
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. AVGE - 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 All Equity Markets ETF (AVGE). 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.DEAVGEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.49

1.51

-0.02

Calmar ratioReturn relative to maximum drawdown

5.22

5.49

-0.28

Martin ratioReturn relative to average drawdown

19.94

22.15

-2.21

AVWC.DE vs. AVGE - Sharpe Ratio Comparison

The current AVWC.DE Sharpe Ratio is 2.58, which is comparable to the AVGE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of AVWC.DE and AVGE, 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


AVWC.DEAVGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.73

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

1.16

+0.08

Drawdowns

AVWC.DE vs. AVGE - Drawdown Comparison

The maximum AVWC.DE drawdown since its inception was -21.65%, roughly equal to the maximum AVGE drawdown of -20.99%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and AVGE.


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Drawdown Indicators


AVWC.DEAVGEDifference

Max Drawdown

Largest peak-to-trough decline

-21.65%

-20.99%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-5.94%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.99%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.33%

-2.99%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.47%

-0.03%

Volatility

AVWC.DE vs. AVGE - Volatility Comparison

Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) has a higher volatility of 2.89% compared to Avantis All Equity Markets ETF (AVGE) at 2.67%. This indicates that AVWC.DE's price experiences larger fluctuations and is considered to be riskier than AVGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVWC.DEAVGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

2.67%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

8.77%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

11.96%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

14.83%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

14.83%

+0.08%

AVWC.DE vs. AVGE - Expense Ratio Comparison

AVWC.DE has a 0.22% expense ratio, which is lower than AVGE's 0.23% 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

AVWC.DE vs. AVGE - Dividend Comparison

AVWC.DE has not paid dividends to shareholders, while AVGE's dividend yield for the trailing twelve months is around 1.61%.


PositionTTM2025202420232022
AVGE
Avantis All Equity Markets ETF
1.61%1.67%1.92%1.93%0.74%
AVWC.DE
Avantis Global Equity UCITS ETF USD Acc EUR
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVWC.DE and AVGE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVWC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVWC.DE is cheaper with a 0.22% expense ratio, compared with 0.23% for AVGE.

Their fees differ too: 0.22% for AVWC.DE and 0.23% for AVGE.

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