AVWC.DE vs. IUSD.DE
AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) and IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds. AVWC.DE is actively managed, while IUSD.DE is passively managed. Over the past year, AVWC.DE returned 28.75% vs 34.19% for IUSD.DE. Their correlation of 0.86 suggests significant overlap in exposure. AVWC.DE charges 0.22%/yr vs 0.60%/yr for IUSD.DE.
Performance
AVWC.DE vs. IUSD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AVWC.DE achieves a 14.36% return, which is significantly lower than IUSD.DE's 20.34% return.
AVWC.DE
- 1D
- 0.15%
- 1M
- 4.37%
- YTD
- 14.36%
- 6M
- 15.26%
- 1Y
- 28.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSD.DE
- 1D
- -0.49%
- 1M
- 9.04%
- YTD
- 20.34%
- 6M
- 20.84%
- 1Y
- 34.19%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
AVWC.DE vs. IUSD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 14.36% | 9.08% | 6.46% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 3.57% |
Correlation
The correlation between AVWC.DE and IUSD.DE is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024 | 0.86 |
The correlation between AVWC.DE and IUSD.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
AVWC.DE vs. IUSD.DE — Risk / Return Rank
AVWC.DE
IUSD.DE
AVWC.DE vs. IUSD.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 MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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.
| AVWC.DE | IUSD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.49 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 5.22 | 7.08 | -1.87 |
| Martin ratioReturn relative to average drawdown | 19.94 | 22.57 | -2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVWC.DE | IUSD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 2.74 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.63 | +0.61 |
Drawdowns
AVWC.DE vs. IUSD.DE - Drawdown Comparison
The maximum AVWC.DE drawdown since its inception was -21.65%, smaller than the maximum IUSD.DE drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and IUSD.DE.
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Drawdown Indicators
| AVWC.DE | IUSD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -23.82% | +2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -4.81% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.97% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -3.61% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.51% | -0.07% |
Volatility
AVWC.DE vs. IUSD.DE - Volatility Comparison
The current volatility for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) is 2.89%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that AVWC.DE experiences smaller price fluctuations and is considered to be less risky than IUSD.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.DE | IUSD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 3.98% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 9.09% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 12.41% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 23.09% | -8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 16.93% | -2.02% |
AVWC.DE vs. IUSD.DE - Expense Ratio Comparison
AVWC.DE has a 0.22% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.
Dividends
AVWC.DE vs. IUSD.DE - Dividend Comparison
AVWC.DE has not paid dividends to shareholders, while IUSD.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
Frequently Asked Questions
AVWC.DE and IUSD.DE have a correlation of 0.82, 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 0.60% for IUSD.DE.
They also come from different issuers: Avantis and iShares. Their fees differ too: 0.22% for AVWC.DE and 0.60% for IUSD.DE.
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