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IWVL.L vs. AVWS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWVL.L vs. AVWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IWVL.L achieves a 35.18% return, which is significantly higher than AVWS.DE's 16.41% return.


IWVL.L

1D
-0.26%
1M
14.91%
YTD
35.18%
6M
39.74%
1Y
67.93%
3Y*
30.59%
5Y*
16.43%
10Y*
13.06%

AVWS.DE

1D
-0.59%
1M
1.73%
YTD
16.41%
6M
18.56%
1Y
37.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWVL.L vs. AVWS.DE - Yearly Performance Comparison


Correlation

The correlation between IWVL.L and AVWS.DE is 0.66, 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

0.66

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

0.70

The correlation between IWVL.L and AVWS.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.

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Return for Risk

IWVL.L vs. AVWS.DE — Risk / Return Rank

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

IWVL.L
IWVL.L Risk / Return Rank: 9595
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
Martin Ratio Rank

AVWS.DE
AVWS.DE Risk / Return Rank: 7777
Overall Rank
AVWS.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AVWS.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
AVWS.DE Omega Ratio Rank: 6767
Omega Ratio Rank
AVWS.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVWS.DE Martin Ratio Rank: 8888
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.

IWVL.L vs. AVWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.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.


IWVL.LAVWS.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.78

1.41

+0.38

Calmar ratioReturn relative to maximum drawdown

7.73

4.56

+3.18

Martin ratioReturn relative to average drawdown

29.28

15.78

+13.49

IWVL.L vs. AVWS.DE - Sharpe Ratio Comparison

The current IWVL.L Sharpe Ratio is 4.35, which is higher than the AVWS.DE Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of IWVL.L and AVWS.DE, 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


IWVL.LAVWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.35

2.42

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.27

-0.64

Drawdowns

IWVL.L vs. AVWS.DE - Drawdown Comparison

The maximum IWVL.L drawdown since its inception was -39.30%, which is greater than AVWS.DE's maximum drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for IWVL.L and AVWS.DE.


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Drawdown Indicators


IWVL.LAVWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-22.00%

-17.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-8.08%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-0.26%

-1.05%

+0.79%

Average Drawdown

Average peak-to-trough decline

-7.51%

-3.21%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.34%

-0.03%

Volatility

IWVL.L vs. AVWS.DE - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a higher volatility of 6.53% compared to Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) at 3.86%. This indicates that IWVL.L's price experiences larger fluctuations and is considered to be riskier than AVWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWVL.LAVWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

3.86%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

10.37%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

15.22%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

17.97%

-1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

17.97%

-0.95%

IWVL.L vs. AVWS.DE - Expense Ratio Comparison

IWVL.L has a 0.25% expense ratio, which is lower than AVWS.DE's 0.39% expense ratio.


Dividends

IWVL.L vs. AVWS.DE - Dividend Comparison

Neither IWVL.L nor AVWS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWVL.L and AVWS.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWVL.L is cheaper with a 0.25% expense ratio, compared with 0.39% for AVWS.DE.

IWVL.L is categorized as Global Equities, while AVWS.DE is Foreign Small & Mid Cap Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.25% for IWVL.L and 0.39% for AVWS.DE.

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