PortfoliosLab logoPortfoliosLab logo
IEAA.L vs. AVLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEAA.L vs. AVLV - 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 U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IEAA.L is traded in EUR, while AVLV is traded in USD. To make them comparable, the AVLV 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 0.37% return, which is significantly lower than AVLV's 21.52% return.


IEAA.L

1D
0.00%
1M
0.19%
YTD
0.37%
6M
0.75%
1Y
2.09%
3Y*
4.53%
5Y*
0.02%
10Y*

AVLV

1D
0.27%
1M
4.90%
YTD
21.52%
6M
21.83%
1Y
34.68%
3Y*
19.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEAA.L vs. AVLV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.37%3.08%4.42%7.48%-13.40%-0.64%
AVLV
Avantis U.S. Large Cap Value ETF
21.52%1.46%25.24%13.90%0.32%9.38%

Correlation

The correlation between IEAA.L and AVLV is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IEAA.L vs. AVLV — 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: 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

AVLV
AVLV Risk / Return Rank: 9292
Overall Rank
AVLV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AVLV Sortino Ratio Rank: 9292
Sortino Ratio Rank
AVLV Omega Ratio Rank: 9090
Omega Ratio Rank
AVLV Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVLV Martin Ratio Rank: 9393
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. AVLV - 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 U.S. Large Cap Value ETF (AVLV). 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.


IEAA.LAVLVDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

1.14

1.49

-0.36

Calmar ratioReturn relative to maximum drawdown

0.80

9.20

-8.40

Martin ratioReturn relative to average drawdown

2.86

28.04

-25.18

IEAA.L vs. AVLV - Sharpe Ratio Comparison

The current IEAA.L Sharpe Ratio is 0.62, which is lower than the AVLV Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of IEAA.L and AVLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IEAA.LAVLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.78

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.87

-0.69

Drawdowns

IEAA.L vs. AVLV - Drawdown Comparison

The maximum IEAA.L drawdown since its inception was -17.29%, smaller than the maximum AVLV drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for IEAA.L and AVLV.


Loading charts...

Drawdown Indicators


IEAA.LAVLVDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-23.74%

+6.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-3.79%

+1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-2.58%

-23.74%

+21.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.29%

Current Drawdown

Current decline from peak

-1.19%

-0.68%

-0.51%

Average Drawdown

Average peak-to-trough decline

-4.55%

-4.49%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.24%

-0.51%

Volatility

IEAA.L vs. AVLV - Volatility Comparison

The current volatility for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) is 1.33%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 2.33%. This indicates that IEAA.L experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IEAA.LAVLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

2.33%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

8.93%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

12.54%

-9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

17.28%

-12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

17.28%

-12.55%

IEAA.L vs. AVLV - Expense Ratio Comparison

IEAA.L has a 0.20% expense ratio, which is higher than AVLV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IEAA.L vs. AVLV - Dividend Comparison

IEAA.L has not paid dividends to shareholders, while AVLV's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM20252024202320222021
AVLV
Avantis U.S. Large Cap Value ETF
1.08%1.33%1.58%1.85%2.00%0.29%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEAA.L and AVLV have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVLV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVLV is cheaper with a 0.15% expense ratio, compared with 0.20% for IEAA.L.

IEAA.L is categorized as European Corporate Bonds, while AVLV is Large Cap Value Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.20% for IEAA.L and 0.15% for AVLV.

Portfolio Optimizer

Find the right allocation for IEAA.L and AVLV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer