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IS3S.DE vs. AVLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3S.DE vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3S.DE 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, IS3S.DE achieves a 35.27% return, which is significantly higher than AVLV's 22.34% return.


IS3S.DE

1D
-0.83%
1M
12.66%
YTD
35.27%
6M
38.56%
1Y
63.43%
3Y*
26.82%
5Y*
17.35%
10Y*
12.60%

AVLV

1D
0.12%
1M
5.29%
YTD
22.34%
6M
22.56%
1Y
37.44%
3Y*
20.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3S.DE vs. AVLV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
35.27%25.13%11.36%15.62%-4.81%6.67%
AVLV
Avantis U.S. Large Cap Value ETF
22.34%1.46%25.24%13.90%0.32%9.38%

Correlation

The correlation between IS3S.DE and AVLV is 0.60, 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

0.60

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

0.53

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

0.53

The correlation between IS3S.DE and AVLV has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

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Return for Risk

IS3S.DE vs. AVLV — Risk / Return Rank

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

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9696
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: 9191
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.

IS3S.DE vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) 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.


IS3S.DEAVLVDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.23

Omega ratioGain probability vs. loss probability

1.83

1.53

+0.30

Calmar ratioReturn relative to maximum drawdown

10.36

9.93

+0.42

Martin ratioReturn relative to average drawdown

39.01

30.32

+8.69

IS3S.DE vs. AVLV - Sharpe Ratio Comparison

The current IS3S.DE Sharpe Ratio is 4.53, which is higher than the AVLV Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of IS3S.DE 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.


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Sharpe Ratios by Period


IS3S.DEAVLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.53

2.99

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.88

-0.20

Drawdowns

IS3S.DE vs. AVLV - Drawdown Comparison

The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than AVLV's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and AVLV.


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Drawdown Indicators


IS3S.DEAVLVDifference

Max Drawdown

Largest peak-to-trough decline

-35.18%

-23.74%

-11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-3.79%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.80%

-23.74%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

Current Drawdown

Current decline from peak

-0.83%

0.00%

-0.83%

Average Drawdown

Average peak-to-trough decline

-5.82%

-4.50%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.24%

+0.38%

Volatility

IS3S.DE vs. AVLV - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to Avantis U.S. Large Cap Value ETF (AVLV) at 2.49%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3S.DEAVLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

2.49%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

8.87%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

12.61%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

17.29%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

17.29%

-1.53%

IS3S.DE vs. AVLV - Expense Ratio Comparison

IS3S.DE has a 0.30% expense ratio, which is higher than AVLV's 0.15% expense ratio.


Dividends

IS3S.DE vs. AVLV - Dividend Comparison

IS3S.DE has not paid dividends to shareholders, while AVLV's dividend yield for the trailing twelve months is around 1.06%.


PositionTTM20252024202320222021
AVLV
Avantis U.S. Large Cap Value ETF
1.06%1.33%1.58%1.85%2.00%0.29%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS3S.DE and AVLV have a correlation of 0.60, 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 0.30% for IS3S.DE.

IS3S.DE is categorized as Global Equities, while AVLV is Large Cap Value Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.30% for IS3S.DE and 0.15% for AVLV.

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