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LVLC.DE vs. AVWC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LVLC.DE vs. AVWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LVLC.DE vs. AVWC.DE - Yearly Performance Comparison


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

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

LVLC.DE
LVLC.DE Risk / Return Rank: 3535
Overall Rank
LVLC.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
LVLC.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
LVLC.DE Omega Ratio Rank: 3333
Omega Ratio Rank
LVLC.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
LVLC.DE Martin Ratio Rank: 4141
Martin Ratio Rank

AVWC.DE
AVWC.DE Risk / Return Rank: 8585
Overall Rank
AVWC.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AVWC.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
AVWC.DE Omega Ratio Rank: 8383
Omega Ratio Rank
AVWC.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVWC.DE Martin Ratio Rank: 8989
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.

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.DEAVWC.DEDifference
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

LVLC.DE vs. AVWC.DE - Sharpe Ratio Comparison

The current LVLC.DE Sharpe Ratio is 1.17, which is lower than the AVWC.DE Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of LVLC.DE and AVWC.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


LVLC.DEAVWC.DEDifference

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.DEAVWC.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-2.98%

-3.33%

+0.35%

Ulcer Index

Depth 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.DEAVWC.DEDifference

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.


Tickers have no history of dividend payments

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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