5MVL.DE vs. EDM2.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and EDM2.DE (iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)) are both Emerging Markets Equities funds from iShares - 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus while EDM2.DE tracks the MSCI Emerging Markets ESG Enhanced Focus. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs 7.59%/yr for EDM2.DE. Their correlation of 0.90 suggests significant overlap in exposure. 5MVL.DE charges 0.40%/yr vs 0.18%/yr for EDM2.DE.
Performance
5MVL.DE vs. EDM2.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 EDM2.DE's 26.35% 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*
- —
EDM2.DE
- 1D
- -1.45%
- 1M
- 3.82%
- YTD
- 26.35%
- 6M
- 26.81%
- 1Y
- 46.28%
- 3Y*
- 20.29%
- 5Y*
- 7.59%
- 10Y*
- —
5MVL.DE vs. EDM2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 9.29% |
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 26.35% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 7.76% | 7.05% |
Correlation
The correlation between 5MVL.DE and EDM2.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2019 | 0.90 |
The correlation between 5MVL.DE and EDM2.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
5MVL.DE vs. EDM2.DE — Risk / Return Rank
5MVL.DE
EDM2.DE
5MVL.DE vs. EDM2.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 iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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 | EDM2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.48 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 4.32 | +4.55 |
| Martin ratioReturn relative to average drawdown | 28.83 | 15.65 | +13.18 |
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 | EDM2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 2.63 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.45 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.49 | +0.34 |
Drawdowns
5MVL.DE vs. EDM2.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, roughly equal to the maximum EDM2.DE drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and EDM2.DE.
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Drawdown Indicators
| 5MVL.DE | EDM2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -32.32% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -10.88% | +1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -19.52% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -25.43% | +4.83% |
Current DrawdownCurrent decline from peak | -3.88% | -2.66% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -11.10% | +4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.01% | -0.14% |
Volatility
5MVL.DE vs. EDM2.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) at 7.43%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than EDM2.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 | EDM2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 7.43% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 15.11% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 17.92% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 16.83% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 19.13% | -0.29% |
5MVL.DE vs. EDM2.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than EDM2.DE's 0.18% expense ratio.
Dividends
5MVL.DE vs. EDM2.DE - Dividend Comparison
Neither 5MVL.DE nor EDM2.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, 5MVL.DE and EDM2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EDM2.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM2.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus. Their fees differ too: 0.40% for 5MVL.DE and 0.18% for EDM2.DE.
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