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

Performance

AVWC.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, AVWC.DE achieves a 2.79% return, which is significantly higher than XDEB.DE's 1.52% return.


AVWC.DE

1D
2.13%
1M
-3.08%
YTD
2.79%
6M
7.25%
1Y
17.16%
3Y*
5Y*
10Y*

XDEB.DE

1D
0.25%
1M
-2.86%
YTD
1.52%
6M
1.44%
1Y
-4.08%
3Y*
7.02%
5Y*
6.49%
10Y*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

AVWC.DE has a 0.22% expense ratio, which is lower than XDEB.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%.


Return for Risk

AVWC.DE vs. XDEB.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: 6464
Overall Rank
AVWC.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AVWC.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
AVWC.DE Omega Ratio Rank: 6060
Omega Ratio Rank
AVWC.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
AVWC.DE Martin Ratio Rank: 7878
Martin Ratio Rank

XDEB.DE
XDEB.DE Risk / Return Rank: 55
Overall Rank
XDEB.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 55
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 44
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. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.DEXDEB.DEDifference

Sharpe ratio

Return per unit of total volatility

1.07

-0.36

+1.42

Sortino ratio

Return per unit of downside risk

1.47

-0.40

+1.87

Omega ratio

Gain probability vs. loss probability

1.23

0.95

+0.29

Calmar ratio

Return relative to maximum drawdown

1.90

-0.41

+2.30

Martin ratio

Return relative to average drawdown

9.07

-0.99

+10.06

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

The current AVWC.DE Sharpe Ratio is 1.07, which is higher than the XDEB.DE Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of AVWC.DE and XDEB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVWC.DEXDEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

-0.36

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.70

+0.12

Correlation

The correlation between AVWC.DE and XDEB.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AVWC.DE vs. XDEB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

AVWC.DE vs. XDEB.DE - Drawdown Comparison

The maximum AVWC.DE drawdown since its inception was -21.65%, smaller than the maximum XDEB.DE drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and XDEB.DE.


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Drawdown Indicators


AVWC.DEXDEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.65%

-28.57%

+6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-9.89%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

Current Drawdown

Current decline from peak

-3.29%

-6.73%

+3.44%

Average Drawdown

Average peak-to-trough decline

-3.64%

-5.00%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

3.42%

-1.53%

Volatility

AVWC.DE vs. XDEB.DE - Volatility Comparison

Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) has a higher volatility of 4.32% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.68%. This indicates that AVWC.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.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.DEXDEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

2.68%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

5.47%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

11.40%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

10.17%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

12.18%

+3.13%