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

Performance

5MVL.DE vs. AVES - 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 Avantis Emerging Markets Value ETF (AVES). 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 AVES is traded in USD. To make them comparable, the AVES 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 49.54% return, which is significantly higher than AVES's 18.19% return.


5MVL.DE

1D
-1.44%
1M
16.86%
YTD
49.54%
6M
52.67%
1Y
89.40%
3Y*
35.04%
5Y*
17.86%
10Y*

AVES

1D
-1.01%
1M
5.73%
YTD
18.19%
6M
19.80%
1Y
34.76%
3Y*
17.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. AVES - Yearly Performance Comparison


2026 (YTD)20252024202320222021
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
49.54%27.25%21.00%14.58%-10.54%1.47%
AVES
Avantis Emerging Markets Value ETF
18.19%15.01%11.40%13.29%-10.84%3.17%

Correlation

The correlation between 5MVL.DE and AVES is 0.68, 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

0.68

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

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

0.73

The correlation between 5MVL.DE and AVES has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

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Return for Risk

5MVL.DE vs. AVES — 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: 9696
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9696
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9595
Martin Ratio Rank

AVES
AVES Risk / Return Rank: 6161
Overall Rank
AVES Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 6060
Sortino Ratio Rank
AVES Omega Ratio Rank: 6565
Omega Ratio Rank
AVES Calmar Ratio Rank: 5858
Calmar Ratio Rank
AVES Martin Ratio Rank: 6060
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. AVES - 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 Avantis Emerging Markets Value ETF (AVES). 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.


5MVL.DEAVESDifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+2.63

Omega ratioGain probability vs. loss probability

1.79

1.41

+0.39

Calmar ratioReturn relative to maximum drawdown

9.56

3.41

+6.15

Martin ratioReturn relative to average drawdown

31.21

12.36

+18.84

5MVL.DE vs. AVES - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 4.70, which is higher than the AVES Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of 5MVL.DE and AVES, 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


5MVL.DEAVESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.70

2.19

+2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.67

+0.18

Drawdowns

5MVL.DE vs. AVES - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.25%, which is greater than AVES's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and AVES.


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Drawdown Indicators


5MVL.DEAVESDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

-18.36%

-13.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-10.26%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-18.36%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

Current Drawdown

Current decline from peak

-1.44%

-1.04%

-0.40%

Average Drawdown

Average peak-to-trough decline

-6.27%

-5.01%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.82%

+0.04%

Volatility

5MVL.DE vs. AVES - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.23% compared to Avantis Emerging Markets Value ETF (AVES) at 6.30%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than AVES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5MVL.DEAVESDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

6.30%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

12.94%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

15.96%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

15.33%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

15.33%

+3.49%

5MVL.DE vs. AVES - Expense Ratio Comparison

5MVL.DE has a 0.40% expense ratio, which is higher than AVES's 0.36% expense ratio.


Dividends

5MVL.DE vs. AVES - Dividend Comparison

5MVL.DE has not paid dividends to shareholders, while AVES's dividend yield for the trailing twelve months is around 2.81%.


PositionTTM20252024202320222021
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
AVES
Avantis Emerging Markets Value ETF
2.81%3.17%4.09%3.96%3.70%0.62%

Frequently Asked Questions


5MVL.DE and AVES have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVES is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVES is cheaper with a 0.36% expense ratio, compared with 0.40% for 5MVL.DE.

They also come from different issuers: iShares and Avantis. Their fees differ too: 0.40% for 5MVL.DE and 0.36% for AVES.

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