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VWCE.DE vs. AVDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWCE.DE vs. AVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Avantis International Small Cap Equity ETF (AVDS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWCE.DE is traded in EUR, while AVDS is traded in USD. To make them comparable, the AVDS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWCE.DE achieves a 11.26% return, which is significantly lower than AVDS's 12.00% return.


VWCE.DE

1D
0.15%
1M
2.31%
YTD
11.26%
6M
11.96%
1Y
24.29%
3Y*
17.30%
5Y*
11.93%
10Y*

AVDS

1D
0.46%
1M
-0.89%
YTD
12.00%
6M
14.09%
1Y
27.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCE.DE vs. AVDS - Yearly Performance Comparison


2026 (YTD)202520242023
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.26%9.16%24.41%5.68%
AVDS
Avantis International Small Cap Equity ETF
12.00%21.79%10.02%4.49%

Correlation

The correlation between VWCE.DE and AVDS is 0.61, 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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2023

0.54

The correlation between VWCE.DE and AVDS has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

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Return for Risk

VWCE.DE vs. AVDS — Risk / Return Rank

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

VWCE.DE
VWCE.DE Risk / Return Rank: 7777
Overall Rank
VWCE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 7474
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8484
Martin Ratio Rank

AVDS
AVDS Risk / Return Rank: 6161
Overall Rank
AVDS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AVDS Sortino Ratio Rank: 6464
Sortino Ratio Rank
AVDS Omega Ratio Rank: 6464
Omega Ratio Rank
AVDS Calmar Ratio Rank: 5353
Calmar Ratio Rank
AVDS Martin Ratio Rank: 5757
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.

VWCE.DE vs. AVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Avantis International Small Cap Equity ETF (AVDS). 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.


VWCE.DEAVDSDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

3.68

2.65

+1.03

Martin ratioReturn relative to average drawdown

15.26

11.43

+3.84

VWCE.DE vs. AVDS - Sharpe Ratio Comparison

The current VWCE.DE Sharpe Ratio is 2.11, which is comparable to the AVDS Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VWCE.DE and AVDS, 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


VWCE.DEAVDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.17

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.24

-0.48

Drawdowns

VWCE.DE vs. AVDS - Drawdown Comparison

The maximum VWCE.DE drawdown since its inception was -33.43%, which is greater than AVDS's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and AVDS.


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Drawdown Indicators


VWCE.DEAVDSDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-15.03%

-18.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-10.52%

+3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

Current Drawdown

Current decline from peak

-1.87%

-2.63%

+0.76%

Average Drawdown

Average peak-to-trough decline

-4.69%

-1.90%

-2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

2.44%

-0.86%

Volatility

VWCE.DE vs. AVDS - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.29%, while Avantis International Small Cap Equity ETF (AVDS) has a volatility of 3.87%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than AVDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWCE.DEAVDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

3.87%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

10.79%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

12.91%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

13.67%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

13.67%

+2.48%

VWCE.DE vs. AVDS - Expense Ratio Comparison

VWCE.DE has a 0.19% expense ratio, which is lower than AVDS's 0.30% expense ratio.


Dividends

VWCE.DE vs. AVDS - Dividend Comparison

VWCE.DE has not paid dividends to shareholders, while AVDS's dividend yield for the trailing twelve months is around 2.20%.


PositionTTM202520242023
AVDS
Avantis International Small Cap Equity ETF
2.20%2.37%3.07%0.72%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


VWCE.DE and AVDS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for AVDS.

VWCE.DE is categorized as Global Equities, while AVDS is Foreign Small & Mid Cap Equities. They also come from different issuers: Vanguard and Avantis. Their fees differ too: 0.19% for VWCE.DE and 0.30% for AVDS.

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