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

Performance

AVWS.DE vs. VBR - 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 Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

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AVWS.DE vs. VBR - Yearly Performance Comparison


2026 (YTD)20252024
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc EUR
9.76%7.87%5.65%
VBR
Vanguard Small-Cap Value ETF
5.19%-3.86%7.09%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, AVWS.DE achieves a 9.76% return, which is significantly higher than VBR's 5.19% return.


AVWS.DE

1D
1.61%
1M
-1.62%
YTD
9.76%
6M
15.30%
1Y
25.03%
3Y*
5Y*
10Y*

VBR

1D
0.31%
1M
-3.79%
YTD
5.19%
6M
6.74%
1Y
11.15%
3Y*
11.15%
5Y*
8.03%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVWS.DE vs. VBR - Expense Ratio Comparison

AVWS.DE has a 0.39% expense ratio, which is higher than VBR's 0.07% expense ratio.


Return for Risk

AVWS.DE vs. VBR — 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: 7676
Overall Rank
AVWS.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AVWS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AVWS.DE Omega Ratio Rank: 6767
Omega Ratio Rank
AVWS.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
AVWS.DE Martin Ratio Rank: 8989
Martin Ratio Rank

VBR
VBR Risk / Return Rank: 5151
Overall Rank
VBR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VBR Sortino Ratio Rank: 5252
Sortino Ratio Rank
VBR Omega Ratio Rank: 4949
Omega Ratio Rank
VBR Calmar Ratio Rank: 5151
Calmar Ratio Rank
VBR Martin Ratio Rank: 5555
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. VBR - 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 Vanguard Small-Cap Value ETF (VBR). 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.DEVBRDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.49

+0.81

Sortino ratio

Return per unit of downside risk

1.71

0.82

+0.90

Omega ratio

Gain probability vs. loss probability

1.26

1.12

+0.14

Calmar ratio

Return relative to maximum drawdown

2.79

0.74

+2.05

Martin ratio

Return relative to average drawdown

11.79

2.71

+9.08

AVWS.DE vs. VBR - Sharpe Ratio Comparison

The current AVWS.DE Sharpe Ratio is 1.30, which is higher than the VBR Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of AVWS.DE and VBR, 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


AVWS.DEVBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.49

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.38

+0.48

Correlation

The correlation between AVWS.DE and VBR 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

AVWS.DE vs. VBR - Dividend Comparison

AVWS.DE has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 1.90%.


TTM20252024202320222021202020192018201720162015
AVWS.DE
Avantis Global Small Cap Value 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%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF
1.90%1.95%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%

Drawdowns

AVWS.DE vs. VBR - Drawdown Comparison

The maximum AVWS.DE drawdown since its inception was -25.21%, smaller than the maximum VBR drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for AVWS.DE and VBR.


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Drawdown Indicators


AVWS.DEVBRDifference

Max Drawdown

Largest peak-to-trough decline

-25.21%

-61.98%

+36.77%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-14.18%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.19%

Max Drawdown (10Y)

Largest decline over 10 years

-45.28%

Current Drawdown

Current decline from peak

-2.07%

-5.75%

+3.68%

Average Drawdown

Average peak-to-trough decline

-5.67%

-8.32%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.46%

-1.33%

Volatility

AVWS.DE vs. VBR - Volatility Comparison

Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) has a higher volatility of 5.25% compared to Vanguard Small-Cap Value ETF (VBR) at 4.62%. This indicates that AVWS.DE's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVWS.DEVBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

4.62%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

11.65%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

19.19%

22.80%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

19.43%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

22.05%

-3.27%