AVWC.DE vs. LVLC.DE
AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) and LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) are both Global Equities funds. AVWC.DE is actively managed, while LVLC.DE is passively managed. Over the past year, AVWC.DE returned 28.75% vs 10.23% for LVLC.DE. Their correlation of 0.81 suggests significant overlap in exposure. AVWC.DE charges 0.22%/yr vs 0.25%/yr for LVLC.DE.
Performance
AVWC.DE vs. LVLC.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 LVLC.DE's 4.86% return.
AVWC.DE
- 1D
- 0.15%
- 1M
- 4.37%
- YTD
- 14.36%
- 6M
- 15.26%
- 1Y
- 28.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LVLC.DE
- 1D
- -0.11%
- 1M
- 3.58%
- YTD
- 4.86%
- 6M
- 6.05%
- 1Y
- 10.23%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
AVWC.DE vs. LVLC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 14.36% | 9.08% | 6.46% |
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 4.95% |
Correlation
The correlation between AVWC.DE and LVLC.DE is 0.76, 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 | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024 | 0.81 |
The correlation between AVWC.DE and LVLC.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
AVWC.DE vs. LVLC.DE — Risk / Return Rank
AVWC.DE
LVLC.DE
AVWC.DE vs. LVLC.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 Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.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 | LVLC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.22 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 5.22 | 1.80 | +3.42 |
| Martin ratioReturn relative to average drawdown | 19.94 | 6.55 | +13.39 |
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 | LVLC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 1.17 | +1.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.96 | +0.28 |
Drawdowns
AVWC.DE vs. LVLC.DE - Drawdown Comparison
The maximum AVWC.DE drawdown since its inception was -21.65%, which is greater than LVLC.DE's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and LVLC.DE.
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Drawdown Indicators
| AVWC.DE | LVLC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -16.03% | -5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -5.67% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.03% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.43% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -2.98% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.56% | -0.12% |
Volatility
AVWC.DE vs. LVLC.DE - Volatility Comparison
Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) has a higher volatility of 2.89% compared to Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) at 2.05%. This indicates that AVWC.DE's price experiences larger fluctuations and is considered to be riskier than LVLC.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 | LVLC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.05% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 6.07% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 8.68% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 10.57% | +4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 10.57% | +4.34% |
AVWC.DE vs. LVLC.DE - Expense Ratio Comparison
AVWC.DE has a 0.22% expense ratio, which is lower than LVLC.DE's 0.25% 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. LVLC.DE - Dividend Comparison
Neither AVWC.DE nor LVLC.DE has paid dividends to shareholders.
Frequently Asked Questions
AVWC.DE and LVLC.DE have a correlation of 0.76, 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 0.25% for LVLC.DE.
They also come from different issuers: Avantis and Invesco. Their fees differ too: 0.22% for AVWC.DE and 0.25% for LVLC.DE.
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