UEEH.DE vs. AVWC.DE
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE).
UEEH.DE and AVWC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UEEH.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Aug 19, 2020. AVWC.DE is an actively managed fund by Avantis. It was launched on Sep 25, 2024.
Performance
UEEH.DE vs. AVWC.DE - Performance Comparison
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UEEH.DE vs. AVWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.53% | -1.55% | 2.07% |
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 2.79% | 9.08% | 6.46% |
Returns By Period
In the year-to-date period, UEEH.DE achieves a 1.53% return, which is significantly lower than AVWC.DE's 2.79% return.
UEEH.DE
- 1D
- 0.36%
- 1M
- -2.96%
- YTD
- 1.53%
- 6M
- 1.23%
- 1Y
- -4.32%
- 3Y*
- 6.79%
- 5Y*
- 6.28%
- 10Y*
- —
AVWC.DE
- 1D
- 2.13%
- 1M
- -3.08%
- YTD
- 2.79%
- 6M
- 7.25%
- 1Y
- 17.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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UEEH.DE vs. AVWC.DE - Expense Ratio Comparison
UEEH.DE has a 0.30% expense ratio, which is higher than AVWC.DE's 0.22% expense ratio.
Return for Risk
UEEH.DE vs. AVWC.DE — Risk / Return Rank
UEEH.DE
AVWC.DE
UEEH.DE vs. AVWC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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.
| UEEH.DE | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.38 | 1.07 | -1.45 |
Sortino ratioReturn per unit of downside risk | -0.44 | 1.47 | -1.90 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.90 | -2.36 |
Martin ratioReturn relative to average drawdown | -1.07 | 9.07 | -10.14 |
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
| UEEH.DE | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 1.07 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.82 | -0.15 |
Correlation
The correlation between UEEH.DE and AVWC.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
UEEH.DE vs. AVWC.DE - Dividend Comparison
UEEH.DE's dividend yield for the trailing twelve months is around 1.47%, while AVWC.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.47% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% |
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UEEH.DE vs. AVWC.DE - Drawdown Comparison
The maximum UEEH.DE drawdown since its inception was -12.82%, smaller than the maximum AVWC.DE drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for UEEH.DE and AVWC.DE.
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Drawdown Indicators
| UEEH.DE | AVWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.82% | -21.65% | +8.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -13.82% | +3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | — | — |
Current DrawdownCurrent decline from peak | -6.94% | -3.29% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -3.64% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 1.89% | +1.63% |
Volatility
UEEH.DE vs. AVWC.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) is 2.67%, while Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) has a volatility of 4.32%. This indicates that UEEH.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
| UEEH.DE | AVWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 4.32% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 5.59% | 8.35% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 16.05% | -4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.13% | 15.31% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 15.31% | -4.99% |