IS3S.DE vs. AVLV
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and AVLV (Avantis U.S. Large Cap Value ETF) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while AVLV is a Large Cap Value Equities fund actively managed by Avantis. IS3S.DE is passively managed, while AVLV is actively managed. Over the past 3 years, IS3S.DE returned 26.82%/yr vs 20.27%/yr for AVLV. A 0.53 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.15%/yr for AVLV.
Performance
IS3S.DE vs. AVLV - Performance Comparison
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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*
- —
IS3S.DE vs. AVLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
IS3S.DE
AVLV
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.DE | AVLV | Difference | |
|---|---|---|---|
| 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 |
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
| IS3S.DE | AVLV | Difference | |
|---|---|---|---|
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.DE | AVLV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.83% | 0.00% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -4.50% | -1.32% |
Ulcer IndexDepth 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.DE | AVLV | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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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