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5MVL.DE vs. ARKQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVL.DE vs. ARKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) and ARK Autonomous Technology & Robotics ETF (ARKQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5MVL.DE is traded in EUR, while ARKQ is traded in USD. To make them comparable, the ARKQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5MVL.DE achieves a 43.44% return, which is significantly higher than ARKQ's 14.60% return.


5MVL.DE

1D
3.39%
1M
4.58%
YTD
43.44%
6M
48.91%
1Y
74.54%
3Y*
32.41%
5Y*
16.95%
10Y*

ARKQ

1D
-0.56%
1M
-4.07%
YTD
14.60%
6M
14.93%
1Y
55.50%
3Y*
29.52%
5Y*
10.90%
10Y*
21.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. ARKQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
43.44%27.25%21.00%14.59%-10.56%13.09%-2.40%20.36%-14.02%
ARKQ
ARK Autonomous Technology & Robotics ETF
14.60%31.15%42.72%36.48%-43.45%9.36%90.12%28.79%-8.07%

Correlation

The correlation between 5MVL.DE and ARKQ is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.46

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Return for Risk

5MVL.DE vs. ARKQ — Risk / Return Rank

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

5MVL.DE
5MVL.DE Risk / Return Rank: 9595
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9494
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9494
Martin Ratio Rank

ARKQ
ARKQ Risk / Return Rank: 5454
Overall Rank
ARKQ Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ARKQ Sortino Ratio Rank: 5050
Sortino Ratio Rank
ARKQ Omega Ratio Rank: 4848
Omega Ratio Rank
ARKQ Calmar Ratio Rank: 6262
Calmar Ratio Rank
ARKQ Martin Ratio Rank: 5353
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.

5MVL.DE vs. ARKQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) and ARK Autonomous Technology & Robotics ETF (ARKQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


5MVL.DEARKQDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.63

1.28

+0.35

Calmar ratioReturn relative to maximum drawdown

7.62

2.84

+4.78

Martin ratioReturn relative to average drawdown

23.86

7.68

+16.18

5MVL.DE vs. ARKQ - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 3.70, which is higher than the ARKQ Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of 5MVL.DE and ARKQ, 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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Drawdowns

5MVL.DE vs. ARKQ - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum ARKQ drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and ARKQ.


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Drawdown Indicators


5MVL.DEARKQDifference

Max Drawdown

Largest peak-to-trough decline

-32.22%

-54.27%

+22.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-19.63%

+9.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-34.19%

+15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-52.01%

+31.41%

Max Drawdown (10Y)

Largest decline over 10 years

-54.27%

Current Drawdown

Current decline from peak

-5.46%

-9.38%

+3.92%

Average Drawdown

Average peak-to-trough decline

-6.63%

-15.06%

+8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

7.25%

-4.14%

Volatility

5MVL.DE vs. ARKQ - Volatility Comparison

The current volatility for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) is 9.05%, while ARK Autonomous Technology & Robotics ETF (ARKQ) has a volatility of 11.77%. This indicates that 5MVL.DE experiences smaller price fluctuations and is considered to be less risky than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5MVL.DEARKQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

11.77%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

24.81%

-7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

32.84%

-12.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

31.58%

-14.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

29.73%

-10.39%

5MVL.DE vs. ARKQ - Expense Ratio Comparison

5MVL.DE has a 0.40% expense ratio, which is lower than ARKQ's 0.75% expense ratio.


Dividends

5MVL.DE vs. ARKQ - Dividend Comparison

5MVL.DE has not paid dividends to shareholders, while ARKQ's dividend yield for the trailing twelve months is around 0.24%.


PositionTTM20252024202320222021202020192018201720162015
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKQ
ARK Autonomous Technology & Robotics ETF
0.24%0.27%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.98%

Frequently Asked Questions


5MVL.DE and ARKQ have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.75% for ARKQ.

5MVL.DE is categorized as Emerging Markets Equities, while ARKQ is Robotics. They also come from different issuers: iShares and ARK. Their fees differ too: 0.40% for 5MVL.DE and 0.75% for ARKQ.

Portfolio Optimizer

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