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iShares Edge MSCI EM Value Factor UCITS ETF USD(Ac...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BG0SKF03
WKNA2JJAQ
IssueriShares
Inception DateDec 6, 2018
CategoryEmerging Markets Equities
Leveraged1x
Index TrackedMSCI Emerging Markets Select Value Factor Focus
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

5MVL.DE features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for 5MVL.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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

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.


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
11.44%
7.24%
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc))
Benchmark (^GSPC)

Returns By Period

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) had a return of 20.10% year-to-date (YTD) and 24.91% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date20.10%19.68%
1 month4.37%1.07%
6 months11.00%9.66%
1 year24.91%33.12%
5 years (annualized)8.80%14.47%
10 years (annualized)N/A11.27%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.13%4.45%2.91%3.60%2.73%4.58%-2.40%-1.32%3.90%20.10%
20236.33%-2.31%0.03%-0.25%-0.43%3.37%4.61%-3.68%2.57%-4.92%5.50%3.63%14.58%
20222.06%-1.23%-0.44%-0.55%-0.83%-8.45%3.13%-0.30%-8.53%-1.87%11.57%-4.11%-10.54%
20214.48%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%
201910.61%-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 61, 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.


The Risk-Adjusted Performance Rank of 5MVL.DE is 6161
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc))
The Sharpe Ratio Rank of 5MVL.DE is 5858Sharpe Ratio Rank
The Sortino Ratio Rank of 5MVL.DE is 5555Sortino Ratio Rank
The Omega Ratio Rank of 5MVL.DE is 5858Omega Ratio Rank
The Calmar Ratio Rank of 5MVL.DE is 7979Calmar Ratio Rank
The Martin Ratio Rank of 5MVL.DE is 5454Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


5MVL.DE
Sharpe ratio
The chart of Sharpe ratio for 5MVL.DE, currently valued at 1.94, compared to the broader market0.002.004.006.001.94
Sortino ratio
The chart of Sortino ratio for 5MVL.DE, currently valued at 2.62, compared to the broader market0.005.0010.002.62
Omega ratio
The chart of Omega ratio for 5MVL.DE, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for 5MVL.DE, currently valued at 2.55, compared to the broader market0.005.0010.0015.002.55
Martin ratio
The chart of Martin ratio for 5MVL.DE, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.15, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.15

Sharpe Ratio

The current iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) Sharpe ratio is 1.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.94
2.21
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) doesn't pay dividends

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.11%
-0.86%
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc))
Benchmark (^GSPC)

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 1.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.25%Jan 21, 202045Mar 23, 2020201Jan 8, 2021246
-20.6%Feb 14, 2022184Oct 31, 2022324Feb 6, 2024508
-12.52%Apr 8, 201989Aug 14, 201958Nov 5, 2019147
-11.27%Jul 15, 202416Aug 5, 202438Sep 26, 202454
-9.15%May 10, 202195Sep 20, 2021100Feb 9, 2022195

Volatility

Volatility Chart

The current iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) volatility is 5.48%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
5.48%
3.97%
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc))
Benchmark (^GSPC)