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

Performance

AVWC.DE vs. IXUA.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 MSCI World ex-USA UCITS ETF USD Acc (IXUA.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 14.36% return, which is significantly higher than IXUA.DE's 9.84% return.


AVWC.DE

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

IXUA.DE

1D
0.20%
1M
3.52%
YTD
9.84%
6M
11.71%
1Y
20.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between AVWC.DE and IXUA.DE is 0.80, 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

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2025

0.80

The correlation between AVWC.DE and IXUA.DE has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.

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Return for Risk

AVWC.DE vs. IXUA.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: 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

IXUA.DE
IXUA.DE Risk / Return Rank: 5252
Overall Rank
IXUA.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IXUA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IXUA.DE Omega Ratio Rank: 5252
Omega Ratio Rank
IXUA.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
IXUA.DE Martin Ratio Rank: 5555
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. IXUA.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 ex-USA UCITS ETF USD Acc (IXUA.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.DEIXUA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.49

1.32

+0.17

Calmar ratioReturn relative to maximum drawdown

5.22

2.44

+2.77

Martin ratioReturn relative to average drawdown

19.94

9.50

+10.44

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

The current AVWC.DE Sharpe Ratio is 2.58, which is higher than the IXUA.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of AVWC.DE and IXUA.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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Sharpe Ratios by Period


AVWC.DEIXUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

1.71

+0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

1.10

+0.14

Drawdowns

AVWC.DE vs. IXUA.DE - Drawdown Comparison

The maximum AVWC.DE drawdown since its inception was -21.65%, which is greater than IXUA.DE's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and IXUA.DE.


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Drawdown Indicators


AVWC.DEIXUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.65%

-16.58%

-5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-8.53%

+3.04%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-3.33%

-2.09%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.20%

-0.76%

Volatility

AVWC.DE vs. IXUA.DE - Volatility Comparison

The current volatility for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) is 2.89%, while iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) has a volatility of 3.28%. This indicates that AVWC.DE experiences smaller price fluctuations and is considered to be less risky than IXUA.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.DEIXUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

3.28%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

9.95%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

12.21%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

14.74%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

14.74%

+0.17%

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

AVWC.DE has a 0.22% expense ratio, which is higher than IXUA.DE's 0.15% 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. IXUA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AVWC.DE and IXUA.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IXUA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXUA.DE is cheaper with a 0.15% 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 0.15% for IXUA.DE.

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