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

Performance

CSCA.L vs. AVWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CSCA.L achieves a 9.66% return, which is significantly lower than AVWS.DE's 17.37% return.


CSCA.L

1D
0.52%
1M
3.48%
YTD
9.66%
6M
12.09%
1Y
34.16%
3Y*
19.18%
5Y*
12.56%
10Y*
11.72%

AVWS.DE

1D
0.52%
1M
1.74%
YTD
17.37%
6M
17.82%
1Y
38.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CSCA.L and AVWS.DE is 0.57, 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

0.57

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

0.61

The correlation between CSCA.L and AVWS.DE has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

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Return for Risk

CSCA.L vs. AVWS.DE — Risk / Return Rank

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

CSCA.L
CSCA.L Risk / Return Rank: 9090
Overall Rank
CSCA.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CSCA.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
CSCA.L Omega Ratio Rank: 9191
Omega Ratio Rank
CSCA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSCA.L Martin Ratio Rank: 8989
Martin Ratio Rank

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
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.

CSCA.L vs. AVWS.DE - Risk-Adjusted Trends Comparison

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


CSCA.LAVWS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.59

1.48

+0.11

Calmar ratioReturn relative to maximum drawdown

4.85

5.45

-0.60

Martin ratioReturn relative to average drawdown

19.98

21.29

-1.31

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

The current CSCA.L Sharpe Ratio is 3.12, which is comparable to the AVWS.DE Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of CSCA.L and AVWS.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


CSCA.LAVWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

2.75

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.30

-0.70

Drawdowns

CSCA.L vs. AVWS.DE - Drawdown Comparison

The maximum CSCA.L drawdown since its inception was -33.80%, which is greater than AVWS.DE's maximum drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for CSCA.L and AVWS.DE.


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Drawdown Indicators


CSCA.LAVWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-23.55%

-10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-7.05%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-14.18%

Max Drawdown (5Y)

Largest decline over 5 years

-14.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

Current Drawdown

Current decline from peak

0.00%

-0.44%

+0.44%

Average Drawdown

Average peak-to-trough decline

-6.07%

-4.24%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.81%

-0.10%

Volatility

CSCA.L vs. AVWS.DE - Volatility Comparison

The current volatility for iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) is 1.69%, while Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) has a volatility of 3.32%. This indicates that CSCA.L experiences smaller price fluctuations and is considered to be less risky than AVWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSCA.LAVWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

3.32%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

9.53%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

13.99%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

17.16%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

17.16%

-0.16%

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

CSCA.L has a 0.48% expense ratio, which is higher than AVWS.DE's 0.39% expense ratio.


Dividends

CSCA.L vs. AVWS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CSCA.L and AVWS.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVWS.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVWS.DE is cheaper with a 0.39% expense ratio, compared with 0.48% for CSCA.L.

CSCA.L is categorized as Canada Equities, while AVWS.DE is Foreign Small & Mid Cap Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.48% for CSCA.L and 0.39% for AVWS.DE.

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