AVWC.DE vs. VGVE.DE
Compare and contrast key facts about Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) and Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE).
AVWC.DE and VGVE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVWC.DE is an actively managed fund by Avantis. It was launched on Sep 25, 2024. VGVE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed. It was launched on Sep 30, 2014.
Performance
AVWC.DE vs. VGVE.DE - Performance Comparison
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AVWC.DE vs. VGVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 2.79% | 9.08% | 6.46% |
VGVE.DE Vanguard FTSE Developed World UCITS ETF Distributing | -0.70% | 8.78% | 6.82% |
Returns By Period
In the year-to-date period, AVWC.DE achieves a 2.79% return, which is significantly higher than VGVE.DE's -0.70% return.
AVWC.DE
- 1D
- 2.13%
- 1M
- -3.08%
- YTD
- 2.79%
- 6M
- 7.25%
- 1Y
- 17.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGVE.DE
- 1D
- 2.18%
- 1M
- -3.42%
- YTD
- -0.70%
- 6M
- 3.07%
- 1Y
- 13.40%
- 3Y*
- 15.28%
- 5Y*
- 10.66%
- 10Y*
- —
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AVWC.DE vs. VGVE.DE - Expense Ratio Comparison
AVWC.DE has a 0.22% expense ratio, which is higher than VGVE.DE's 0.12% 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%.
Return for Risk
AVWC.DE vs. VGVE.DE — Risk / Return Rank
AVWC.DE
VGVE.DE
AVWC.DE vs. VGVE.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 Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.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 | VGVE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.84 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.20 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.57 | +0.33 |
Martin ratioReturn relative to average drawdown | 9.07 | 7.21 | +1.86 |
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 | VGVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.84 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.70 | +0.12 |
Correlation
The correlation between AVWC.DE and VGVE.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AVWC.DE vs. VGVE.DE - Dividend Comparison
AVWC.DE has not paid dividends to shareholders, while VGVE.DE's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGVE.DE Vanguard FTSE Developed World UCITS ETF Distributing | 1.20% | 1.22% | 1.36% | 1.59% | 1.93% | 1.22% | 1.40% | 1.67% | 1.95% | 0.34% |
Drawdowns
AVWC.DE vs. VGVE.DE - Drawdown Comparison
The maximum AVWC.DE drawdown since its inception was -21.65%, smaller than the maximum VGVE.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and VGVE.DE.
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Drawdown Indicators
| AVWC.DE | VGVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -33.63% | +11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -13.07% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.26% | — |
Current DrawdownCurrent decline from peak | -3.29% | -3.75% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -4.43% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.87% | +0.02% |
Volatility
AVWC.DE vs. VGVE.DE - Volatility Comparison
Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) and Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) have volatilities of 4.32% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVWC.DE | VGVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 4.49% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 8.43% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 15.89% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 14.00% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.31% | 15.71% | -0.40% |