LVLC.DE vs. AVWC.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) are both Global Equities funds. LVLC.DE is passively managed, while AVWC.DE is actively managed. Over the past year, LVLC.DE returned 10.23% vs 28.75% for AVWC.DE. Their correlation of 0.81 suggests significant overlap in exposure. LVLC.DE charges 0.25%/yr vs 0.22%/yr for AVWC.DE.
Performance
LVLC.DE vs. AVWC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than AVWC.DE's 14.36% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 3.58%
- YTD
- 4.86%
- 6M
- 6.05%
- 1Y
- 10.23%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
AVWC.DE
- 1D
- 0.15%
- 1M
- 4.37%
- YTD
- 14.36%
- 6M
- 15.26%
- 1Y
- 28.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LVLC.DE vs. AVWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 4.95% |
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 14.36% | 9.08% | 6.46% |
Correlation
The correlation between LVLC.DE and AVWC.DE is 0.76, 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 | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024 | 0.81 |
The correlation between LVLC.DE and AVWC.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
LVLC.DE vs. AVWC.DE — Risk / Return Rank
LVLC.DE
AVWC.DE
LVLC.DE vs. AVWC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.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.
| LVLC.DE | AVWC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.49 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 5.22 | -3.42 |
| Martin ratioReturn relative to average drawdown | 6.55 | 19.94 | -13.39 |
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
| LVLC.DE | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.58 | -1.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 1.24 | -0.28 |
Drawdowns
LVLC.DE vs. AVWC.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum AVWC.DE drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and AVWC.DE.
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Drawdown Indicators
| LVLC.DE | AVWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -21.65% | +5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -5.49% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | — | — |
Current DrawdownCurrent decline from peak | -0.43% | 0.00% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -3.33% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.44% | +0.12% |
Volatility
LVLC.DE vs. AVWC.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) has a volatility of 2.89%. This indicates that LVLC.DE experiences smaller price fluctuations and is considered to be less risky than AVWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVLC.DE | AVWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.89% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 7.84% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 11.09% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 14.91% | -4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 14.91% | -4.34% |
LVLC.DE vs. AVWC.DE - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is higher than AVWC.DE's 0.22% 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
LVLC.DE vs. AVWC.DE - Dividend Comparison
Neither LVLC.DE nor AVWC.DE has paid dividends to shareholders.
Frequently Asked Questions
LVLC.DE and AVWC.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVWC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVWC.DE is cheaper with a 0.22% expense ratio, compared with 0.25% for LVLC.DE.
They also come from different issuers: Invesco and Avantis. Their fees differ too: 0.25% for LVLC.DE and 0.22% for AVWC.DE.
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