AVWC.DE vs. IXUA.DE
AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) and IXUA.DE (iShares MSCI World ex-USA UCITS ETF USD Acc) are both Global Equities funds. AVWC.DE is actively managed, while IXUA.DE is passively managed. Over the past year, AVWC.DE returned 28.75% vs 20.93% for IXUA.DE. A 0.80 correlation means they provide meaningful diversification when combined. AVWC.DE charges 0.22%/yr vs 0.15%/yr for IXUA.DE.
Performance
AVWC.DE vs. IXUA.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 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*
- —
AVWC.DE vs. IXUA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 14.36% | 4.71% |
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc | 9.84% | 11.45% |
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
AVWC.DE
IXUA.DE
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.DE | IXUA.DE | Difference | |
|---|---|---|---|
| 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 |
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 | IXUA.DE | Difference | |
|---|---|---|---|
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.DE | IXUA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -2.09% | -1.24% |
Ulcer IndexDepth 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.DE | IXUA.DE | Difference | |
|---|---|---|---|
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.
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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