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

Performance

5MVL.DE vs. FGQD.L - 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 Fidelity Global Quality Income ETF (FGQD.L). 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 FGQD.L is traded in GBp. To make them comparable, the FGQD.L 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 46.85% return, which is significantly higher than FGQD.L's 11.85% return.


5MVL.DE

1D
2.38%
1M
8.72%
YTD
46.85%
6M
51.96%
1Y
81.19%
3Y*
33.48%
5Y*
17.75%
10Y*

FGQD.L

1D
0.84%
1M
3.73%
YTD
11.85%
6M
12.72%
1Y
25.62%
3Y*
14.61%
5Y*
11.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. FGQD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
46.85%27.25%21.00%14.59%-10.56%13.09%-2.40%20.36%-14.02%
FGQD.L
Fidelity Global Quality Income ETF
11.85%6.30%18.68%13.87%-5.39%31.83%0.64%31.71%-6.95%

Correlation

The correlation between 5MVL.DE and FGQD.L is 0.56, 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

0.56

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

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.56

The correlation between 5MVL.DE and FGQD.L has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.

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Return for Risk

5MVL.DE vs. FGQD.L — 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: 9595
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9595
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9595
Martin Ratio Rank

FGQD.L
FGQD.L Risk / Return Rank: 8888
Overall Rank
FGQD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FGQD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FGQD.L Omega Ratio Rank: 9090
Omega Ratio Rank
FGQD.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FGQD.L Martin Ratio Rank: 8787
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. FGQD.L - 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 Fidelity Global Quality Income ETF (FGQD.L). 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.DEFGQD.LDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.68

1.45

+0.23

Calmar ratioReturn relative to maximum drawdown

8.30

3.84

+4.46

Martin ratioReturn relative to average drawdown

25.93

17.82

+8.11

5MVL.DE vs. FGQD.L - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 4.02, which is higher than the FGQD.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of 5MVL.DE and FGQD.L, 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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Drawdowns

5MVL.DE vs. FGQD.L - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.22%, roughly equal to the maximum FGQD.L drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and FGQD.L.


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Drawdown Indicators


5MVL.DEFGQD.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.22%

-33.91%

+1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-6.65%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-19.10%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-19.10%

-1.50%

Current Drawdown

Current decline from peak

-3.21%

0.00%

-3.21%

Average Drawdown

Average peak-to-trough decline

-6.63%

-7.31%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

1.43%

+1.69%

Volatility

5MVL.DE vs. FGQD.L - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.80% compared to Fidelity Global Quality Income ETF (FGQD.L) at 2.99%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than FGQD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5MVL.DEFGQD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

2.99%

+5.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

7.69%

+9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

20.14%

10.50%

+9.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

13.08%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.36%

16.24%

+3.12%

5MVL.DE vs. FGQD.L - Expense Ratio Comparison

Both 5MVL.DE and FGQD.L have an expense ratio of 0.40%.


Dividends

5MVL.DE vs. FGQD.L - Dividend Comparison

5MVL.DE has not paid dividends to shareholders, while FGQD.L's dividend yield for the trailing twelve months is around 1.80%.


PositionTTM202520242023202220212020201920182017
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FGQD.L
Fidelity Global Quality Income ETF
1.80%1.86%2.31%2.78%2.70%2.46%2.60%2.44%2.70%1.10%

Frequently Asked Questions


5MVL.DE and FGQD.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

5MVL.DE and FGQD.L have the same expense ratio: 0.40% per year.

5MVL.DE is categorized as Emerging Markets Equities, while FGQD.L is Global Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while FGQD.L tracks Fidelity Global Quality Income index. They also come from different issuers: iShares and Fidelity.

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