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

Performance

IEAA.L vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEAA.L achieves a 0.75% return, which is significantly lower than AVDV's 16.76% return.


IEAA.L

1D
0.37%
1M
0.93%
YTD
0.75%
6M
1.12%
1Y
2.08%
3Y*
4.66%
5Y*
0.06%
10Y*

AVDV

1D
0.97%
1M
-0.70%
YTD
16.76%
6M
18.92%
1Y
41.17%
3Y*
23.81%
5Y*
14.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEAA.L vs. AVDV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.75%3.08%4.42%7.48%-13.40%-1.11%2.70%-0.34%
AVDV
Avantis International Small Cap Value ETF
16.76%31.65%15.84%13.35%-5.98%24.46%-3.65%8.84%

Correlation

The correlation between IEAA.L and AVDV is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.27

The correlation between IEAA.L and AVDV shifts across timeframes, from 0.26 (5 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEAA.L vs. AVDV — Risk / Return Rank

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

IEAA.L
IEAA.L Risk / Return Rank: 2121
Overall Rank
IEAA.L Sharpe Ratio Rank: 2121
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: 2121
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2424
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Avantis International Small Cap Value ETF (AVDV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEAA.LAVDVDifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.13

1.54

-0.41

Calmar ratioReturn relative to maximum drawdown

0.80

3.63

-2.83

Martin ratioReturn relative to average drawdown

2.83

15.89

-13.06

IEAA.L vs. AVDV - Sharpe Ratio Comparison

The current IEAA.L Sharpe Ratio is 0.62, which is lower than the AVDV Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of IEAA.L and AVDV, 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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Drawdowns

IEAA.L vs. AVDV - Drawdown Comparison

The maximum IEAA.L drawdown since its inception was -17.29%, smaller than the maximum AVDV drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for IEAA.L and AVDV.


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Drawdown Indicators


IEAA.LAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-41.37%

+24.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-11.41%

+8.83%

Max Drawdown (3Y)

Largest decline over 3 years

-2.58%

-14.76%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.29%

-15.18%

-2.11%

Current Drawdown

Current decline from peak

-0.83%

-1.72%

+0.89%

Average Drawdown

Average peak-to-trough decline

-4.54%

-4.79%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.60%

-1.87%

Volatility

IEAA.L vs. AVDV - Volatility Comparison

The current volatility for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) is 1.32%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 5.27%. This indicates that IEAA.L experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEAA.LAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

5.27%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

11.94%

-8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

14.05%

-10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

14.81%

-10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

17.90%

-13.17%

IEAA.L vs. AVDV - Expense Ratio Comparison

IEAA.L has a 0.20% expense ratio, which is lower than AVDV's 0.36% expense ratio.


Dividends

IEAA.L vs. AVDV - Dividend Comparison

IEAA.L has not paid dividends to shareholders, while AVDV's dividend yield for the trailing twelve months is around 4.11%.


PositionTTM2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
4.11%3.05%4.31%3.29%3.17%2.39%1.67%0.36%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEAA.L and AVDV have a correlation of 0.43, 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 0.36% for AVDV.

IEAA.L is categorized as European Corporate Bonds, while AVDV is Foreign Small & Mid Cap Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.20% for IEAA.L and 0.36% for AVDV.

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