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AVWS.DE vs. AVEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVWS.DE vs. AVEM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Avantis Global Small Cap Value UCITS ETF USD Acc (AVWS.DE) and Avantis Emerging Markets Equity ETF (AVEM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AVWS.DE is traded in EUR, while AVEM is traded in USD. To make them comparable, the AVEM values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with AVWS.DE having a 22.46% return and AVEM slightly higher at 23.10%.


AVWS.DE

1D
0.44%
1M
1.34%
6M
16.64%
YTD
22.46%
1Y
35.01%
3Y*
5Y*
10Y*

AVEM

1D
-0.93%
1M
-5.79%
6M
15.97%
YTD
23.10%
1Y
36.70%
3Y*
20.73%
5Y*
9.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVWS.DE vs. AVEM - Yearly Performance Comparison


2026 (YTD)20252024
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc
22.46%7.86%5.81%
AVEM
Avantis Emerging Markets Equity ETF
23.10%18.53%-2.99%

Correlation

The correlation between AVWS.DE and AVEM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2024

0.35

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Return for Risk

AVWS.DE vs. AVEM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVWS.DE
AVWS.DE Risk / Return Rank: 9191
Overall Rank
AVWS.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AVWS.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
AVWS.DE Omega Ratio Rank: 8888
Omega Ratio Rank
AVWS.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
AVWS.DE Martin Ratio Rank: 9494
Martin Ratio Rank

AVEM
AVEM Risk / Return Rank: 6060
Overall Rank
AVEM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AVEM Sortino Ratio Rank: 5151
Sortino Ratio Rank
AVEM Omega Ratio Rank: 6060
Omega Ratio Rank
AVEM Calmar Ratio Rank: 6767
Calmar Ratio Rank
AVEM Martin Ratio Rank: 6464
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.

AVWS.DE vs. AVEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Small Cap Value UCITS ETF USD Acc (AVWS.DE) and Avantis Emerging Markets Equity ETF (AVEM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVWS.DEAVEMDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.43

1.33

+0.10

Calmar ratioReturn relative to maximum drawdown

5.52

3.51

+2.00

Martin ratioReturn relative to average drawdown

21.50

11.11

+10.39

AVWS.DE vs. AVEM - Sharpe Ratio Comparison

The current AVWS.DE Sharpe Ratio is 2.44, which is higher than the AVEM Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of AVWS.DE and AVEM, 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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Drawdowns

AVWS.DE vs. AVEM - Drawdown Comparison

The maximum AVWS.DE drawdown since its inception was -25.20%, smaller than the maximum AVEM drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for AVWS.DE and AVEM.


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Drawdown Indicators


AVWS.DEAVEMDifference

Max Drawdown

Largest peak-to-trough decline

-25.20%

-33.91%

+8.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

-10.49%

+4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.53%

Current Drawdown

Current decline from peak

-0.16%

-8.53%

+8.37%

Average Drawdown

Average peak-to-trough decline

-4.84%

-6.54%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

3.31%

-1.67%

Volatility

AVWS.DE vs. AVEM - Volatility Comparison

The current volatility for Avantis Global Small Cap Value UCITS ETF USD Acc (AVWS.DE) is 2.72%, while Avantis Emerging Markets Equity ETF (AVEM) has a volatility of 10.03%. This indicates that AVWS.DE experiences smaller price fluctuations and is considered to be less risky than AVEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVWS.DEAVEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

10.03%

-7.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

19.31%

-9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

21.66%

-7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

17.48%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

19.83%

-1.91%

AVWS.DE vs. AVEM - Expense Ratio Comparison

AVWS.DE has a 0.39% expense ratio, which is higher than AVEM's 0.33% expense ratio.


Dividends

AVWS.DE vs. AVEM - Dividend Comparison

AVWS.DE has not paid dividends to shareholders, while AVEM's dividend yield for the trailing twelve months is around 1.91%.


PositionTTM2025202420232022202120202019
AVEM
Avantis Emerging Markets Equity ETF
1.91%2.45%3.17%3.06%2.77%2.61%1.60%0.35%
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVWS.DE and AVEM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVEM is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVEM is cheaper with a 0.33% expense ratio, compared with 0.39% for AVWS.DE.

AVWS.DE is categorized as Foreign Small & Mid Cap Equities, while AVEM is Emerging Markets Equities. Their fees differ too: 0.39% for AVWS.DE and 0.33% for AVEM.

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