5MVL.DE vs. AW12.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and AW12.DE (UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc) are both Emerging Markets Equities funds - 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus while AW12.DE tracks the MSCI Emerging Markets Climate Paris Aligned. Both are passively managed. Over the past 3 years, 5MVL.DE returned 33.99%/yr vs 18.73%/yr for AW12.DE. Their correlation of 0.83 suggests significant overlap in exposure. 5MVL.DE charges 0.40%/yr vs 0.16%/yr for AW12.DE.
Performance
5MVL.DE vs. AW12.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVL.DE achieves a 45.83% return, which is significantly higher than AW12.DE's 24.98% return.
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
AW12.DE
- 1D
- -1.17%
- 1M
- 4.69%
- YTD
- 24.98%
- 6M
- 27.25%
- 1Y
- 46.00%
- 3Y*
- 18.73%
- 5Y*
- —
- 10Y*
- —
5MVL.DE vs. AW12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | -0.35% |
AW12.DE UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc | 24.98% | 18.87% | 12.31% | 3.30% | -15.75% | -1.31% |
Correlation
The correlation between 5MVL.DE and AW12.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2021 | 0.83 |
The correlation between 5MVL.DE and AW12.DE has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
5MVL.DE vs. AW12.DE — Risk / Return Rank
5MVL.DE
AW12.DE
5MVL.DE vs. AW12.DE - 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 UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE). 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.DE | AW12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.46 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 4.61 | +4.26 |
| Martin ratioReturn relative to average drawdown | 28.83 | 16.28 | +12.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 5MVL.DE | AW12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 2.52 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.43 | +0.40 |
Drawdowns
5MVL.DE vs. AW12.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, which is greater than AW12.DE's maximum drawdown of -24.09%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and AW12.DE.
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Drawdown Indicators
| 5MVL.DE | AW12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -24.09% | -8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -9.94% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -18.93% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | — | — |
Current DrawdownCurrent decline from peak | -3.88% | -2.26% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -9.89% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.82% | +0.05% |
Volatility
5MVL.DE vs. AW12.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE) at 7.44%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than AW12.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5MVL.DE | AW12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 7.44% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 14.88% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 18.18% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 17.92% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 17.92% | +0.92% |
5MVL.DE vs. AW12.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than AW12.DE's 0.16% expense ratio.
Dividends
5MVL.DE vs. AW12.DE - Dividend Comparison
Neither 5MVL.DE nor AW12.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and AW12.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW12.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW12.DE is cheaper with a 0.16% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while AW12.DE tracks MSCI Emerging Markets Climate Paris Aligned. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for 5MVL.DE and 0.16% for AW12.DE.
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