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AVWS.DE vs. AVSG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVWS.DE vs. AVSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) and Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L). 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 AVSG.L is traded in USD. To make them comparable, the AVSG.L 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 18.30% return and AVSG.L slightly higher at 18.94%.


AVWS.DE

1D
0.39%
1M
1.51%
YTD
18.30%
6M
18.97%
1Y
34.95%
3Y*
5Y*
10Y*

AVSG.L

1D
0.24%
1M
3.01%
YTD
18.94%
6M
18.45%
1Y
36.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVWS.DE vs. AVSG.L - Yearly Performance Comparison


Correlation

The correlation between AVWS.DE and AVSG.L is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2024

0.79

The correlation between AVWS.DE and AVSG.L has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

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Return for Risk

AVWS.DE vs. AVSG.L — 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: 8080
Overall Rank
AVWS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AVWS.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVWS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
AVWS.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
AVWS.DE Martin Ratio Rank: 9090
Martin Ratio Rank

AVSG.L
AVSG.L Risk / Return Rank: 8989
Overall Rank
AVSG.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AVSG.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
AVSG.L Omega Ratio Rank: 8888
Omega Ratio Rank
AVSG.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
AVSG.L Martin Ratio Rank: 9191
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. AVSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) and Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L). 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.


AVWS.DEAVSG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.42

1.43

-0.02

Calmar ratioReturn relative to maximum drawdown

5.44

6.56

-1.12

Martin ratioReturn relative to average drawdown

20.29

20.36

-0.07

AVWS.DE vs. AVSG.L - Sharpe Ratio Comparison

The current AVWS.DE Sharpe Ratio is 2.40, which is comparable to the AVSG.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of AVWS.DE and AVSG.L, 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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Sharpe Ratios by Period


AVWS.DEAVSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.49

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.50

+0.58

Drawdowns

AVWS.DE vs. AVSG.L - Drawdown Comparison

The maximum AVWS.DE drawdown since its inception was -25.21%, smaller than the maximum AVSG.L drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for AVWS.DE and AVSG.L.


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Drawdown Indicators


AVWS.DEAVSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.21%

-27.37%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-5.50%

-0.89%

Current Drawdown

Current decline from peak

-0.39%

-0.42%

+0.03%

Average Drawdown

Average peak-to-trough decline

-5.13%

-8.63%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.78%

-0.06%

Volatility

AVWS.DE vs. AVSG.L - Volatility Comparison

Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) and Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) have volatilities of 3.27% and 3.17%, 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


AVWS.DEAVSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.17%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

10.00%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

14.48%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

18.38%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

18.38%

-0.26%

AVWS.DE vs. AVSG.L - Expense Ratio Comparison

Both AVWS.DE and AVSG.L have an expense ratio of 0.39%.


Dividends

AVWS.DE vs. AVSG.L - Dividend Comparison

Neither AVWS.DE nor AVSG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AVWS.DE and AVSG.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AVWS.DE and AVSG.L have the same expense ratio: 0.39% per year.

AVWS.DE is categorized as Foreign Small & Mid Cap Equities, while AVSG.L is Small Cap Value Equities.

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