URTH vs. AVGV

Last updated Jun 24, 2026

URTH (iShares MSCI World ETF) and AVGV (Avantis All Equity Markets Value ETF) are both Global Equities funds. URTH is passively managed, while AVGV is actively managed. Over the past year, URTH returned 23.04% vs 35.25% for AVGV. Their correlation of 0.87 suggests significant overlap in exposure. URTH charges 0.24%/yr vs 0.26%/yr for AVGV.

Performance

URTH vs. AVGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ETF (URTH) and Avantis All Equity Markets Value ETF (AVGV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, URTH achieves a 8.07% return, which is significantly lower than AVGV's 16.61% return.

URTH

• 1D: -1.45%
• 1M: -0.88%
• YTD: 8.07%
• 6M: 7.24%
• 1Y: 23.04%
• 3Y*: 19.67%
• 5Y*: 11.29%
• 10Y*: 13.44%

AVGV

• 1D: -1.36%
• 1M: 0.85%
• YTD: 16.61%
• 6M: 15.61%
• 1Y: 35.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

URTH vs. AVGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
URTH iShares MSCI World ETF	8.07%	21.36%	18.66%	9.20%
AVGV Avantis All Equity Markets Value ETF	16.61%	22.57%	11.26%	11.88%

Correlation

The correlation between URTH and AVGV is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.87

The correlation between URTH and AVGV has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

URTH vs. AVGV - Sectors Allocation Comparison

Sectors	URTH	AVGV
Technology	32.8%	12.1%
Financial Services	15.8%	21.3%
Industrials	10.0%	16.2%
Communication Services	8.6%	5.0%
Healthcare	8.6%	4.5%
Consumer Cyclical	8.5%	14.7%
Consumer Defensive	4.7%	5.2%
Energy	3.7%	12.4%
Basic Materials	2.8%	7.2%
Utilities	2.6%	0.7%
Real Estate	1.2%	0.7%

Return for Risk

URTH vs. AVGV — Risk / Return Rank

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

URTH

URTH Risk / Return Rank: 57
URTH Sharpe Ratio Rank: 56
URTH Sortino Ratio Rank: 55
URTH Omega Ratio Rank: 54
URTH Calmar Ratio Rank: 53
URTH Martin Ratio Rank: 65

AVGV

AVGV Risk / Return Rank: 84
AVGV Sharpe Ratio Rank: 85
AVGV Sortino Ratio Rank: 85
AVGV Omega Ratio Rank: 82
AVGV Calmar Ratio Rank: 84
AVGV Martin Ratio Rank: 85

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.

URTH vs. AVGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and Avantis All Equity Markets Value ETF (AVGV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	URTH	AVGV	Difference
Sharpe ratio: Return per unit of total volatility	1.83	2.64	-0.81
Sortino ratio: Return per unit of downside risk	2.53	3.64	-1.11
Omega ratio: Gain probability vs. loss probability	1.33	1.47	-0.14
Calmar ratio: Return relative to maximum drawdown	2.55	4.36	-1.81
Martin ratio: Return relative to average drawdown	11.29	16.95	-5.66

URTH vs. AVGV - Sharpe Ratio Comparison

The current URTH Sharpe Ratio is 1.83, which is lower than the AVGV Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of URTH and AVGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

URTH vs. AVGV - Drawdown Comparison

The maximum URTH drawdown since its inception was -34.01%, which is greater than AVGV's maximum drawdown of -17.03%. Use the drawdown chart below to compare losses from any high point for URTH and AVGV.

Drawdown Indicators

	URTH	AVGV	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-17.03%	-16.98%
Max Drawdown (1Y) Largest decline over 1 year	-9.06%	-8.12%	-0.94%
Max Drawdown (3Y) Largest decline over 3 years	-16.94%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.01%	—	—
Current Drawdown Current decline from peak	-2.63%	-1.88%	-0.75%
Average Drawdown Average peak-to-trough decline	-4.36%	-2.27%	-2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.09%	-0.04%

Volatility

URTH vs. AVGV - Volatility Comparison

iShares MSCI World ETF (URTH) and Avantis All Equity Markets Value ETF (AVGV) have volatilities of 4.71% and 4.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URTH	AVGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	4.56%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	10.26%	10.46%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	12.66%	13.41%	-0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	15.03%	+1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.20%	15.03%	+2.17%

URTH vs. AVGV - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is lower than AVGV's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

URTH vs. AVGV - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.42%, less than AVGV's 2.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVGV Avantis All Equity Markets Value ETF	2.49%	1.98%	2.32%	1.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URTH iShares MSCI World ETF	1.42%	1.48%	1.47%	1.70%	1.68%	1.50%	1.52%	2.16%	2.30%	1.88%	2.15%	2.35%

Frequently Asked Questions

Can I hold both URTH and AVGV in my portfolio?

URTH and AVGV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, URTH or AVGV?

URTH has higher volatility (4.71%) compared to AVGV (4.56%). In terms of maximum drawdown, URTH dropped -34.01% vs AVGV's -17.03%.

Which ETF is better, URTH or AVGV?

On 1-year performance, AVGV leads with 35.25% vs 23.04% for URTH. On fees, URTH is cheaper at 0.24% per year. On volatility, AVGV has been the lower-risk option at 4.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, URTH or AVGV?

Over the 1-year period, AVGV has performed better with a 35.25% return vs 23.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, URTH or AVGV?

URTH is cheaper with a 0.24% expense ratio, compared with 0.26% for AVGV.

Which ETF pays a higher dividend yield, URTH or AVGV?

AVGV has the higher dividend yield at 2.49%, compared with 1.42% for URTH.

What is the main difference between URTH and AVGV?

They also come from different issuers: iShares and Avantis. Their fees differ too: 0.24% for URTH and 0.26% for AVGV.

Which has better risk-adjusted returns?

AVGV currently has the higher Sharpe Ratio (2.64 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.