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 |
| Index Tracked | MSCI Emerging Markets Select Value Factor Focus |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
5MVL.DE has a high expense ratio of 0.40%, indicating higher-than-average management fees.
Share Price Chart
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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 11.29% year-to-date (YTD) and 23.04% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.29% | 7.26% |
| 1 month | 3.67% | -2.63% |
| 6 months | 20.85% | 22.78% |
| 1 year | 23.04% | 22.71% |
| 5 years (annualized) | N/A | 11.87% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.13% | 4.45% | 2.91% | |||||||||
| 2023 | -4.92% | 5.50% | 3.63% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 5MVL.DE is 80, placing it in the top 20% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)(5MVL.DE)
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.
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 12.75%, occurring on Oct 31, 2022. Recovery took 59 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.75% | Aug 26, 2022 | 47 | Oct 31, 2022 | 59 | Jan 23, 2023 | 106 |
| -6.95% | Jul 31, 2023 | 16 | Aug 21, 2023 | 83 | Dec 14, 2023 | 99 |
| -6.41% | Jan 30, 2023 | 37 | Mar 21, 2023 | 55 | Jun 9, 2023 | 92 |
| -5.51% | Jan 3, 2024 | 14 | Jan 22, 2024 | 9 | Feb 2, 2024 | 23 |
| -4.37% | Jun 15, 2023 | 19 | Jul 11, 2023 | 10 | Jul 25, 2023 | 29 |
Volatility
Volatility Chart
The current iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) volatility is 3.89%, 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.