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AVXC vs. IEAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVXC vs. IEAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets ex-China Equity ETF (AVXC) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AVXC is traded in USD, while IEAA.L is traded in EUR. To make them comparable, the IEAA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVXC achieves a 26.81% return, which is significantly higher than IEAA.L's -1.46% return.


AVXC

1D
1.86%
1M
-2.00%
YTD
26.81%
6M
30.76%
1Y
50.65%
3Y*
5Y*
10Y*

IEAA.L

1D
0.08%
1M
-1.97%
YTD
-1.46%
6M
-0.16%
1Y
3.33%
3Y*
7.01%
5Y*
-1.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVXC vs. IEAA.L - Yearly Performance Comparison


2026 (YTD)20252024
AVXC
Avantis Emerging Markets ex-China Equity ETF
26.81%31.45%-0.80%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
-1.46%16.92%-0.24%

Correlation

The correlation between AVXC and IEAA.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2024

0.40

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Return for Risk

AVXC vs. IEAA.L — Risk / Return Rank

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

AVXC
AVXC Risk / Return Rank: 8080
Overall Rank
AVXC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AVXC Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVXC Omega Ratio Rank: 8282
Omega Ratio Rank
AVXC Calmar Ratio Rank: 7878
Calmar Ratio Rank
AVXC Martin Ratio Rank: 8181
Martin Ratio Rank

IEAA.L
IEAA.L Risk / Return Rank: 2121
Overall Rank
IEAA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 2222
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2424
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.

AVXC vs. IEAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets ex-China Equity ETF (AVXC) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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.


AVXCIEAA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.44

1.08

+0.36

Calmar ratioReturn relative to maximum drawdown

3.63

0.51

+3.12

Martin ratioReturn relative to average drawdown

14.38

1.38

+13.00

AVXC vs. IEAA.L - Sharpe Ratio Comparison

The current AVXC Sharpe Ratio is 2.39, which is higher than the IEAA.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of AVXC and IEAA.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


AVXCIEAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.43

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.05

+1.30

Drawdowns

AVXC vs. IEAA.L - Drawdown Comparison

The maximum AVXC drawdown since its inception was -20.44%, smaller than the maximum IEAA.L drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for AVXC and IEAA.L.


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Drawdown Indicators


AVXCIEAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.44%

-34.71%

+14.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-6.58%

-7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-33.42%

Current Drawdown

Current decline from peak

-6.77%

-6.91%

+0.14%

Average Drawdown

Average peak-to-trough decline

-3.80%

-11.52%

+7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.42%

+1.11%

Volatility

AVXC vs. IEAA.L - Volatility Comparison

Avantis Emerging Markets ex-China Equity ETF (AVXC) has a higher volatility of 11.07% compared to iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) at 2.35%. This indicates that AVXC's price experiences larger fluctuations and is considered to be riskier than IEAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVXCIEAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

2.35%

+8.72%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

5.91%

+13.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.33%

7.71%

+13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

9.36%

+9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

8.80%

+10.23%

AVXC vs. IEAA.L - Expense Ratio Comparison

AVXC has a 0.33% expense ratio, which is higher than IEAA.L's 0.20% expense ratio.


Dividends

AVXC vs. IEAA.L - Dividend Comparison

AVXC's dividend yield for the trailing twelve months is around 1.58%, while IEAA.L has not paid dividends to shareholders.


Frequently Asked Questions


AVXC and IEAA.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEAA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEAA.L is cheaper with a 0.20% expense ratio, compared with 0.33% for AVXC.

AVXC is categorized as Emerging Markets Diversified, while IEAA.L is European Corporate Bonds. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.33% for AVXC and 0.20% for IEAA.L.

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