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VEUR.MI vs. AVWS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEUR.MI vs. AVWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI) 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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Returns By Period

In the year-to-date period, VEUR.MI achieves a 7.10% return, which is significantly lower than AVWS.DE's 18.30% return.


VEUR.MI

1D
0.40%
1M
3.04%
YTD
7.10%
6M
9.73%
1Y
16.16%
3Y*
14.02%
5Y*
9.89%
10Y*

AVWS.DE

1D
0.39%
1M
1.51%
YTD
18.30%
6M
18.97%
1Y
34.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEUR.MI vs. AVWS.DE - Yearly Performance Comparison


2026 (YTD)20252024
VEUR.MI
Vanguard FTSE Developed Europe UCITS ETF
7.10%20.77%-2.49%
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc EUR
18.30%7.87%5.65%

Correlation

The correlation between VEUR.MI and AVWS.DE is 0.64, 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

0.64

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

0.62

The correlation between VEUR.MI and AVWS.DE has been stable across timeframes, ranging from 0.62 to 0.64 - a consistent structural relationship.

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Return for Risk

VEUR.MI vs. AVWS.DE — Risk / Return Rank

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

VEUR.MI
VEUR.MI Risk / Return Rank: 3636
Overall Rank
VEUR.MI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VEUR.MI Sortino Ratio Rank: 3535
Sortino Ratio Rank
VEUR.MI Omega Ratio Rank: 3737
Omega Ratio Rank
VEUR.MI Calmar Ratio Rank: 3535
Calmar Ratio Rank
VEUR.MI Martin Ratio Rank: 4040
Martin Ratio Rank

AVWS.DE
AVWS.DE Risk / Return Rank: 8080
Overall Rank
AVWS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AVWS.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVWS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
AVWS.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
AVWS.DE Martin Ratio Rank: 9090
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.

VEUR.MI vs. AVWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI) 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.


VEUR.MIAVWS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.24

1.42

-0.18

Calmar ratioReturn relative to maximum drawdown

1.69

5.44

-3.75

Martin ratioReturn relative to average drawdown

6.24

20.29

-14.05

VEUR.MI vs. AVWS.DE - Sharpe Ratio Comparison

The current VEUR.MI Sharpe Ratio is 1.26, which is lower than the AVWS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VEUR.MI 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


VEUR.MIAVWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.40

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.08

-0.40

Drawdowns

VEUR.MI vs. AVWS.DE - Drawdown Comparison

The maximum VEUR.MI drawdown since its inception was -35.22%, which is greater than AVWS.DE's maximum drawdown of -25.21%. Use the drawdown chart below to compare losses from any high point for VEUR.MI and AVWS.DE.


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Drawdown Indicators


VEUR.MIAVWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.22%

-25.21%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-6.39%

-3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-16.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.32%

Current Drawdown

Current decline from peak

-1.73%

-0.39%

-1.34%

Average Drawdown

Average peak-to-trough decline

-4.80%

-5.13%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.72%

+0.87%

Volatility

VEUR.MI vs. AVWS.DE - Volatility Comparison

Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI) has a higher volatility of 4.40% compared to Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) at 3.27%. This indicates that VEUR.MI'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


VEUR.MIAVWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.27%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

9.60%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.79%

14.48%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

18.12%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.46%

18.12%

-1.66%

VEUR.MI vs. AVWS.DE - Expense Ratio Comparison

VEUR.MI has a 0.10% expense ratio, which is lower than AVWS.DE's 0.39% expense ratio.


Dividends

VEUR.MI vs. AVWS.DE - Dividend Comparison

VEUR.MI's dividend yield for the trailing twelve months is around 2.61%, while AVWS.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEUR.MI
Vanguard FTSE Developed Europe UCITS ETF
2.61%2.79%3.07%3.00%3.32%2.66%2.23%3.24%

Frequently Asked Questions


VEUR.MI and AVWS.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEUR.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEUR.MI is cheaper with a 0.10% expense ratio, compared with 0.39% for AVWS.DE.

VEUR.MI is categorized as Europe Equities, while AVWS.DE is Foreign Small & Mid Cap Equities. They also come from different issuers: Vanguard and Avantis. Their fees differ too: 0.10% for VEUR.MI and 0.39% for AVWS.DE.

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