5MVL.DE vs. DBXP.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and DBXP.DE (Xtrackers Eurozone Government Bond 1-3 UCITS ETF) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while DBXP.DE is a European Government Bonds fund tracking the iBoxx® EUR Eurozone 1-3. Both are passively managed. Over the past 5 years, 5MVL.DE returned 16.95%/yr vs 0.70%/yr for DBXP.DE. At a 0.06 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.15%/yr for DBXP.DE.
Performance
5MVL.DE vs. DBXP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVL.DE achieves a 43.44% return, which is significantly higher than DBXP.DE's 0.24% 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*
- —
DBXP.DE
- 1D
- 0.16%
- 1M
- 0.43%
- YTD
- 0.24%
- 6M
- 0.42%
- 1Y
- 0.98%
- 3Y*
- 2.70%
- 5Y*
- 0.70%
- 10Y*
- 0.25%
5MVL.DE vs. DBXP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
DBXP.DE Xtrackers Eurozone Government Bond 1-3 UCITS ETF | 0.24% | 2.21% | 2.99% | 3.41% | -4.65% | -0.79% | -0.18% | 0.17% | 0.16% |
Correlation
The correlation between 5MVL.DE and DBXP.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.06 |
The correlation between 5MVL.DE and DBXP.DE shifts across timeframes, from 0.06 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
5MVL.DE vs. DBXP.DE — Risk / Return Rank
5MVL.DE
DBXP.DE
5MVL.DE vs. DBXP.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 Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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.
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.DE | DBXP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.95 | ||
| Sortino ratioReturn per unit of downside risk | +3.36 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.15 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 7.62 | 0.79 | +6.83 |
| Martin ratioReturn relative to average drawdown | 23.86 | 2.48 | +21.38 |
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Drawdowns
5MVL.DE vs. DBXP.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, which is greater than DBXP.DE's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and DBXP.DE.
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Drawdown Indicators
| 5MVL.DE | DBXP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -6.77% | -25.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -1.24% | -8.49% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -1.24% | -17.90% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -5.67% | -14.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.77% | — |
Current DrawdownCurrent decline from peak | -5.46% | -0.35% | -5.11% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -0.99% | -5.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 0.39% | +2.72% |
Volatility
5MVL.DE vs. DBXP.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 9.05% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) at 0.45%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than DBXP.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 | DBXP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 0.45% | +8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 16.96% | 1.20% | +15.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 1.30% | +18.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 1.66% | +15.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 1.80% | +17.54% |
5MVL.DE vs. DBXP.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than DBXP.DE's 0.15% expense ratio.
Dividends
5MVL.DE vs. DBXP.DE - Dividend Comparison
Neither 5MVL.DE nor DBXP.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and DBXP.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXP.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while DBXP.DE is European Government Bonds. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while DBXP.DE tracks iBoxx® EUR Eurozone 1-3. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for 5MVL.DE and 0.15% for DBXP.DE.
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