5MVL.DE vs. EMXC.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc) are both Emerging Markets Equities funds - 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus while EMXC.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs 13.66%/yr for EMXC.DE. Their correlation of 0.85 suggests significant overlap in exposure. 5MVL.DE charges 0.40%/yr vs 0.15%/yr for EMXC.DE.
Performance
5MVL.DE vs. EMXC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5MVL.DE achieves a 45.83% return, which is significantly higher than EMXC.DE's 40.23% 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*
- —
EMXC.DE
- 1D
- -1.80%
- 1M
- 5.62%
- YTD
- 40.23%
- 6M
- 42.71%
- 1Y
- 66.91%
- 3Y*
- 25.05%
- 5Y*
- 13.66%
- 10Y*
- —
5MVL.DE vs. EMXC.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% | 7.64% |
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 40.23% | 19.92% | 9.13% | 14.33% | -13.60% | 17.56% | 2.27% | 6.14% |
Correlation
The correlation between 5MVL.DE and EMXC.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2019 | 0.85 |
The correlation between 5MVL.DE and EMXC.DE has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
5MVL.DE vs. EMXC.DE — Risk / Return Rank
5MVL.DE
EMXC.DE
5MVL.DE vs. EMXC.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 Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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 | EMXC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.62 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 5.78 | +3.08 |
| Martin ratioReturn relative to average drawdown | 28.83 | 21.97 | +6.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 5MVL.DE | EMXC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 3.46 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.85 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.69 | +0.14 |
Drawdowns
5MVL.DE vs. EMXC.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, smaller than the maximum EMXC.DE drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and EMXC.DE.
Loading charts...
Drawdown Indicators
| 5MVL.DE | EMXC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -38.77% | +6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -11.87% | +2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -20.48% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -20.48% | -0.12% |
Current DrawdownCurrent decline from peak | -3.88% | -2.53% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -6.73% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.13% | -0.26% |
Volatility
5MVL.DE vs. EMXC.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) and Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) have volatilities of 8.71% and 8.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5MVL.DE | EMXC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 8.44% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 17.23% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 19.85% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 15.83% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 18.50% | +0.34% |
5MVL.DE vs. EMXC.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than EMXC.DE's 0.15% expense ratio.
Dividends
5MVL.DE vs. EMXC.DE - Dividend Comparison
Neither 5MVL.DE nor EMXC.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and EMXC.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMXC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMXC.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while EMXC.DE tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for 5MVL.DE and 0.15% for EMXC.DE.
Find the right allocation for 5MVL.DE and EMXC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer