F50A.DE vs. AVWC.DE
Compare and contrast key facts about Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE).
F50A.DE and AVWC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. F50A.DE is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Developed Markets Large & Mid Cap Index. It was launched on Nov 22, 2024. AVWC.DE is an actively managed fund by Avantis. It was launched on Sep 25, 2024.
Performance
F50A.DE vs. AVWC.DE - Performance Comparison
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F50A.DE vs. AVWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
F50A.DE Amundi Prime Global UCITS ETF Accumulating | -1.38% | 8.58% | 7.82% |
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 2.79% | 9.08% | 6.46% |
Returns By Period
In the year-to-date period, F50A.DE achieves a -1.38% return, which is significantly lower than AVWC.DE's 2.79% return.
F50A.DE
- 1D
- 2.07%
- 1M
- -3.15%
- YTD
- -1.38%
- 6M
- 2.06%
- 1Y
- 12.61%
- 3Y*
- 15.19%
- 5Y*
- 10.89%
- 10Y*
- —
AVWC.DE
- 1D
- 2.13%
- 1M
- -3.08%
- YTD
- 2.79%
- 6M
- 7.25%
- 1Y
- 17.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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F50A.DE vs. AVWC.DE - Expense Ratio Comparison
F50A.DE has a 0.05% expense ratio, which is lower than AVWC.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
F50A.DE vs. AVWC.DE — Risk / Return Rank
F50A.DE
AVWC.DE
F50A.DE vs. AVWC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.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.
| F50A.DE | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.07 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.47 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.90 | -0.42 |
Martin ratioReturn relative to average drawdown | 6.39 | 9.07 | -2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| F50A.DE | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.07 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.82 | -0.18 |
Correlation
The correlation between F50A.DE and AVWC.DE is 0.86, 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.
Dividends
F50A.DE vs. AVWC.DE - Dividend Comparison
Neither F50A.DE nor AVWC.DE has paid dividends to shareholders.
Drawdowns
F50A.DE vs. AVWC.DE - Drawdown Comparison
The maximum F50A.DE drawdown since its inception was -33.56%, which is greater than AVWC.DE's maximum drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for F50A.DE and AVWC.DE.
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Drawdown Indicators
| F50A.DE | AVWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -21.65% | -11.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -13.82% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | — | — |
Current DrawdownCurrent decline from peak | -3.98% | -3.29% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -3.64% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.89% | +0.10% |
Volatility
F50A.DE vs. AVWC.DE - Volatility Comparison
Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a higher volatility of 4.55% compared to Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) at 4.32%. This indicates that F50A.DE's price experiences larger fluctuations and is considered to be riskier than AVWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F50A.DE | AVWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 4.32% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 8.35% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 16.05% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 15.31% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 15.31% | +2.36% |