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

Performance

AVWS.DE vs. WELU.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 EUR (AVWS.DE) and Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.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 18.30% return, which is significantly lower than WELU.DE's 21.54% return.


AVWS.DE

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

WELU.DE

1D
-1.73%
1M
12.92%
YTD
21.54%
6M
20.01%
1Y
44.17%
3Y*
27.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between AVWS.DE and WELU.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

0.45

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Return for Risk

AVWS.DE vs. WELU.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: 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

WELU.DE
WELU.DE Risk / Return Rank: 5757
Overall Rank
WELU.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WELU.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
WELU.DE Omega Ratio Rank: 5959
Omega Ratio Rank
WELU.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
WELU.DE Martin Ratio Rank: 4444
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. WELU.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 EUR (AVWS.DE) and Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.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.


AVWS.DEWELU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

5.44

2.70

+2.74

Martin ratioReturn relative to average drawdown

20.29

6.94

+13.35

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

The current AVWS.DE Sharpe Ratio is 2.40, which is comparable to the WELU.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of AVWS.DE and WELU.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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Sharpe Ratios by Period


AVWS.DEWELU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.15

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.52

-0.44

Drawdowns

AVWS.DE vs. WELU.DE - Drawdown Comparison

The maximum AVWS.DE drawdown since its inception was -25.21%, smaller than the maximum WELU.DE drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for AVWS.DE and WELU.DE.


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Drawdown Indicators


AVWS.DEWELU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.21%

-28.67%

+3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-16.26%

+9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-28.67%

Current Drawdown

Current decline from peak

-0.39%

-2.65%

+2.26%

Average Drawdown

Average peak-to-trough decline

-5.13%

-4.74%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

6.35%

-4.63%

Volatility

AVWS.DE vs. WELU.DE - Volatility Comparison

The current volatility for Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) is 3.27%, while Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE) has a volatility of 6.70%. This indicates that AVWS.DE experiences smaller price fluctuations and is considered to be less risky than WELU.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.DEWELU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

6.70%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

14.75%

-5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

20.41%

-5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

22.28%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

22.28%

-4.16%

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

AVWS.DE has a 0.39% expense ratio, which is higher than WELU.DE's 0.18% expense ratio.


Dividends

AVWS.DE vs. WELU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AVWS.DE and WELU.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WELU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELU.DE is cheaper with a 0.18% expense ratio, compared with 0.39% for AVWS.DE.

AVWS.DE is categorized as Foreign Small & Mid Cap Equities, while WELU.DE is Technology Equities. They also come from different issuers: Avantis and Amundi. Their fees differ too: 0.39% for AVWS.DE and 0.18% for WELU.DE.

Portfolio Optimizer

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