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

Performance

AVWC.DE vs. CBUG.DE - 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 iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVWC.DE achieves a 16.14% return, which is significantly lower than CBUG.DE's 18.13% return.


AVWC.DE

1D
0.00%
1M
2.24%
YTD
16.14%
6M
16.36%
1Y
31.61%
3Y*
5Y*
10Y*

CBUG.DE

1D
0.65%
1M
4.21%
YTD
18.13%
6M
18.13%
1Y
33.69%
3Y*
15.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVWC.DE vs. CBUG.DE - Yearly Performance Comparison


Correlation

The correlation between AVWC.DE and CBUG.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2024

0.88

The correlation between AVWC.DE and CBUG.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

AVWC.DE vs. CBUG.DE — 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: 9393
Overall Rank
AVWC.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AVWC.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
AVWC.DE Omega Ratio Rank: 9292
Omega Ratio Rank
AVWC.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
AVWC.DE Martin Ratio Rank: 9494
Martin Ratio Rank

CBUG.DE
CBUG.DE Risk / Return Rank: 8686
Overall Rank
CBUG.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
CBUG.DE 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. CBUG.DE - 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 iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVWC.DECBUG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.53

1.43

+0.09

Calmar ratioReturn relative to maximum drawdown

5.79

4.63

+1.16

Martin ratioReturn relative to average drawdown

22.37

17.68

+4.69

AVWC.DE vs. CBUG.DE - Sharpe Ratio Comparison

The current AVWC.DE Sharpe Ratio is 2.78, which is comparable to the CBUG.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of AVWC.DE and CBUG.DE, 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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Drawdowns

AVWC.DE vs. CBUG.DE - Drawdown Comparison

The maximum AVWC.DE drawdown since its inception was -21.65%, smaller than the maximum CBUG.DE drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and CBUG.DE.


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Drawdown Indicators


AVWC.DECBUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.65%

-24.57%

+2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-7.24%

+1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.57%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-3.30%

-7.41%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.90%

-0.48%

Volatility

AVWC.DE vs. CBUG.DE - Volatility Comparison

The current volatility for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) is 3.16%, while iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a volatility of 3.37%. This indicates that AVWC.DE experiences smaller price fluctuations and is considered to be less risky than CBUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVWC.DECBUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

3.37%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

10.00%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

13.98%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

16.66%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

16.66%

-1.69%

AVWC.DE vs. CBUG.DE - Expense Ratio Comparison

AVWC.DE has a 0.22% expense ratio, which is higher than CBUG.DE's 0.10% expense ratio. However, 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. CBUG.DE - Dividend Comparison

Neither AVWC.DE nor CBUG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AVWC.DE and CBUG.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.22% for AVWC.DE.

They also come from different issuers: Avantis and iShares. Their fees differ too: 0.22% for AVWC.DE and 0.10% for CBUG.DE.

Portfolio Optimizer

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