EUNI.DE vs. AVEE
Compare and contrast key facts about iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.DE) and Avantis Emerging Markets Small Cap Equity ETF (AVEE).
EUNI.DE and AVEE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNI.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap. It was launched on Mar 6, 2009. AVEE is an actively managed fund by Avantis. It was launched on Nov 7, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUNI.DE or AVEE.
Key characteristics
| EUNI.DE | AVEE | |
|---|---|---|
| YTD Return | 6.20% | 4.48% |
| 1Y Return | 11.21% | 11.69% |
| Sharpe Ratio | 0.87 | 0.77 |
| Sortino Ratio | 1.18 | 1.13 |
| Omega Ratio | 1.17 | 1.14 |
| Calmar Ratio | 0.98 | 1.22 |
| Martin Ratio | 4.04 | 3.75 |
| Ulcer Index | 2.80% | 3.14% |
| Daily Std Dev | 13.01% | 15.35% |
| Max Drawdown | -41.89% | -9.69% |
| Current Drawdown | -3.73% | -7.78% |
Correlation
The correlation between EUNI.DE and AVEE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EUNI.DE vs. AVEE - Performance Comparison
In the year-to-date period, EUNI.DE achieves a 6.20% return, which is significantly higher than AVEE's 4.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EUNI.DE vs. AVEE - Expense Ratio Comparison
EUNI.DE has a 0.74% expense ratio, which is higher than AVEE's 0.42% expense ratio.
Risk-Adjusted Performance
EUNI.DE vs. AVEE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.DE) and Avantis Emerging Markets Small Cap Equity ETF (AVEE). 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.
Dividends
EUNI.DE vs. AVEE - Dividend Comparison
EUNI.DE has not paid dividends to shareholders, while AVEE's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNI.DE iShares MSCI Emerging Markets Small Cap UCITS ETF | 0.00% | 1.21% | 2.47% | 1.23% | 1.77% | 2.02% | 2.14% | 1.45% | 2.00% | 0.85% |
AVEE Avantis Emerging Markets Small Cap Equity ETF | 1.18% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EUNI.DE vs. AVEE - Drawdown Comparison
The maximum EUNI.DE drawdown since its inception was -41.89%, which is greater than AVEE's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for EUNI.DE and AVEE. For additional features, visit the drawdowns tool.
Volatility
EUNI.DE vs. AVEE - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.DE) is 4.06%, while Avantis Emerging Markets Small Cap Equity ETF (AVEE) has a volatility of 5.24%. This indicates that EUNI.DE experiences smaller price fluctuations and is considered to be less risky than AVEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.