iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE)
5MVL.DE is a passive ETF by iShares tracking the investment results of the MSCI Emerging Markets Select Value Factor Focus. 5MVL.DE launched on Dec 6, 2018 and has a 0.40% expense ratio.
ETF Info
| ISIN | IE00BG0SKF03 |
|---|---|
| WKN | A2JJAQ |
| Issuer | iShares |
| Inception Date | Dec 6, 2018 |
| Category | Emerging Markets Equities |
| Leveraged | 1x |
| Index Tracked | MSCI Emerging Markets Select Value Factor Focus |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
5MVL.DE features an expense ratio of 0.40%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: 5MVL.DE vs. EMIM.L, 5MVL.DE vs. ZPDX.DE, 5MVL.DE vs. AVES, 5MVL.DE vs. AVEM, 5MVL.DE vs. IS3N.DE, 5MVL.DE vs. ISAC.L
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) had a return of 18.70% year-to-date (YTD) and 25.06% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 18.70% | 25.45% |
| 1 month | -2.23% | 2.91% |
| 6 months | 3.07% | 14.05% |
| 1 year | 25.06% | 35.64% |
| 5 years (annualized) | 7.52% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of 5MVL.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.13% | 4.45% | 2.91% | 3.60% | 2.73% | 4.58% | -2.40% | -1.32% | 3.90% | -1.67% | 18.70% | ||
| 2023 | 6.33% | -2.31% | 0.03% | -0.25% | -0.43% | 3.37% | 4.61% | -3.68% | 2.57% | -4.92% | 5.50% | 3.63% | 14.58% |
| 2022 | 2.06% | -1.23% | -0.44% | -0.55% | -0.83% | -8.45% | 3.13% | -0.30% | -8.53% | -1.87% | 11.57% | -4.11% | -10.54% |
| 2021 | 4.48% | 4.58% | 5.36% | 1.03% | -0.21% | 1.07% | -5.05% | 1.39% | -1.32% | -0.80% | -1.44% | 3.79% | 13.07% |
| 2020 | -7.96% | -5.14% | -12.27% | 7.59% | -2.74% | 4.42% | 1.86% | 0.15% | 1.46% | 0.84% | 8.67% | 2.81% | -2.40% |
| 2019 | 10.61% | -0.65% | 0.85% | 1.24% | -5.92% | 4.20% | 0.63% | -5.33% | 4.56% | 0.27% | 1.93% | 7.51% | 20.39% |
| 2018 | -2.61% | -2.61% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 5MVL.DE is 45, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) was 32.25%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
The current iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) drawdown is 5.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.25% | Jan 21, 2020 | 45 | Mar 23, 2020 | 201 | Jan 8, 2021 | 246 |
| -20.6% | Feb 14, 2022 | 184 | Oct 31, 2022 | 324 | Feb 6, 2024 | 508 |
| -12.52% | Apr 8, 2019 | 89 | Aug 14, 2019 | 58 | Nov 5, 2019 | 147 |
| -11.27% | Jul 15, 2024 | 16 | Aug 5, 2024 | 38 | Sep 26, 2024 | 54 |
| -9.15% | May 10, 2021 | 95 | Sep 20, 2021 | 100 | Feb 9, 2022 | 195 |
Volatility
Volatility Chart
The current iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) volatility is 5.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.