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

Performance

AVWS.DE vs. AVEM.DE - 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 UCITS ETF USD Acc (AVEM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVWS.DE achieves a 22.46% return, which is significantly higher than AVEM.DE's 17.97% return.


AVWS.DE

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

AVEM.DE

1D
-1.72%
1M
-6.89%
6M
12.41%
YTD
17.97%
1Y
32.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVWS.DE vs. AVEM.DE - Yearly Performance Comparison


2026 (YTD)20252024
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc
22.46%7.86%-5.20%
AVEM.DE
Avantis Emerging Markets Equity UCITS ETF USD Acc
17.97%21.39%-2.44%

Correlation

The correlation between AVWS.DE and AVEM.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2024

0.46

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Return for Risk

AVWS.DE vs. AVEM.DE — 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.DE
AVEM.DE Risk / Return Rank: 6363
Overall Rank
AVEM.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AVEM.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
AVEM.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AVEM.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
AVEM.DE Martin Ratio Rank: 6868
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.DE - 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 UCITS ETF USD Acc (AVEM.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.

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.DEAVEM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.43

1.31

+0.12

Calmar ratioReturn relative to maximum drawdown

5.52

2.76

+2.75

Martin ratioReturn relative to average drawdown

21.50

9.84

+11.66

AVWS.DE vs. AVEM.DE - Sharpe Ratio Comparison

The current AVWS.DE Sharpe Ratio is 2.44, which is higher than the AVEM.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of AVWS.DE and AVEM.DE, 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.DE - Drawdown Comparison

The maximum AVWS.DE drawdown since its inception was -25.20%, which is greater than AVEM.DE's maximum drawdown of -18.44%. Use the drawdown chart below to compare losses from any high point for AVWS.DE and AVEM.DE.


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Drawdown Indicators


AVWS.DEAVEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.20%

-18.44%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

-12.03%

+5.66%

Current Drawdown

Current decline from peak

-0.16%

-9.73%

+9.57%

Average Drawdown

Average peak-to-trough decline

-4.84%

-2.66%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

3.39%

-1.75%

Volatility

AVWS.DE vs. AVEM.DE - 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 UCITS ETF USD Acc (AVEM.DE) has a volatility of 9.61%. This indicates that AVWS.DE experiences smaller price fluctuations and is considered to be less risky than AVEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVWS.DEAVEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

9.61%

-6.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

18.01%

-8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

20.27%

-5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

19.56%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

19.56%

-1.64%

AVWS.DE vs. AVEM.DE - Expense Ratio Comparison

AVWS.DE has a 0.39% expense ratio, which is higher than AVEM.DE's 0.35% expense ratio.


Dividends

AVWS.DE vs. AVEM.DE - Dividend Comparison

Neither AVWS.DE nor AVEM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AVWS.DE and AVEM.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVEM.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVEM.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for AVWS.DE.

AVWS.DE is categorized as Foreign Small & Mid Cap Equities, while AVEM.DE is Emerging Markets Equities. Their fees differ too: 0.39% for AVWS.DE and 0.35% for AVEM.DE.

Portfolio Optimizer

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