AVWC.DE vs. DEGC.DE

Last updated Jun 26, 2026

AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) and DEGC.DE (Dimensional Global Core Equity UCITS ETF USD (Acc)) are both Global Equities funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. AVWC.DE charges 0.22%/yr vs 0.26%/yr for DEGC.DE.

Performance

AVWC.DE vs. DEGC.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 Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVWC.DE achieves a 16.14% return, which is significantly higher than DEGC.DE's 12.83% return.

AVWC.DE

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

DEGC.DE

• 1D: 0.00%
• 1M: 2.04%
• YTD: 12.83%
• 6M: 13.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR	16.14%	4.17%
DEGC.DE Dimensional Global Core Equity UCITS ETF USD (Acc)	12.83%	2.50%

Correlation

The correlation between AVWC.DE and DEGC.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 24, 2025	0.90

Return for Risk

AVWC.DE vs. DEGC.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: 93
AVWC.DE Sharpe Ratio Rank: 92
AVWC.DE Sortino Ratio Rank: 92
AVWC.DE Omega Ratio Rank: 92
AVWC.DE Calmar Ratio Rank: 93
AVWC.DE Martin Ratio Rank: 94

DEGC.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. DEGC.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 Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.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.DE	DEGC.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.78	—	—
Sortino ratio: Return per unit of downside risk	3.84	—	—
Omega ratio: Gain probability vs. loss probability	1.53	—	—
Calmar ratio: Return relative to maximum drawdown	5.79	—	—
Martin ratio: Return relative to average drawdown	22.37	—	—

Drawdowns

AVWC.DE vs. DEGC.DE - Drawdown Comparison

The maximum AVWC.DE drawdown since its inception was -21.65%, which is greater than DEGC.DE's maximum drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and DEGC.DE.

Drawdown Indicators

	AVWC.DE	DEGC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-21.65%	-5.49%	-16.16%
Max Drawdown (1Y) Largest decline over 1 year	-5.49%	—	—
Current Drawdown Current decline from peak	-0.33%	0.00%	-0.33%
Average Drawdown Average peak-to-trough decline	-3.30%	-0.99%	-2.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.42%	—	—

Volatility

Volatility by Period

	AVWC.DE	DEGC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.30%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.44%	9.63%	+1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.97%	9.63%	+5.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.97%	9.63%	+5.34%

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

AVWC.DE has a 0.22% expense ratio, which is lower than DEGC.DE's 0.26% 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. DEGC.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AVWC.DE and DEGC.DE in my portfolio?

With a correlation of 0.90, AVWC.DE and DEGC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, AVWC.DE or DEGC.DE?

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.

Which ETF is cheaper, AVWC.DE or DEGC.DE?

AVWC.DE is cheaper with a 0.22% expense ratio, compared with 0.26% for DEGC.DE.

What is the main difference between AVWC.DE and DEGC.DE?

They also come from different issuers: Avantis and Dimensional. Their fees differ too: 0.22% for AVWC.DE and 0.26% for DEGC.DE.