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5MVL.DE vs. H410.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVL.DE vs. H410.DE - 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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5MVL.DE achieves a 35.43% return, which is significantly higher than H410.DE's 23.59% return.


5MVL.DE

1D
-1.06%
1M
-7.78%
6M
25.79%
YTD
35.43%
1Y
58.07%
3Y*
31.16%
5Y*
15.97%
10Y*

H410.DE

1D
-0.41%
1M
-4.81%
6M
16.27%
YTD
23.59%
1Y
40.06%
3Y*
19.24%
5Y*
7.58%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. H410.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
35.43%27.25%21.00%14.59%-10.56%13.09%-2.40%20.36%-14.02%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
23.59%18.65%13.95%4.67%-13.87%4.04%6.95%21.14%-4.27%

Correlation

The correlation between 5MVL.DE and H410.DE is 0.93, 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

0.93

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

0.91

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

0.91

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

0.92

The correlation between 5MVL.DE and H410.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

5MVL.DE vs. H410.DE — 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: 9090
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 8989
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 8989
Martin Ratio Rank

H410.DE
H410.DE Risk / Return Rank: 7878
Overall Rank
H410.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
H410.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
H410.DE Omega Ratio Rank: 7676
Omega Ratio Rank
H410.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
H410.DE Martin Ratio Rank: 7878
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. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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.DEH410.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.44

1.36

+0.08

Calmar ratioReturn relative to maximum drawdown

5.24

3.81

+1.44

Martin ratioReturn relative to average drawdown

15.14

11.69

+3.45

5MVL.DE vs. H410.DE - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 2.60, which is higher than the H410.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of 5MVL.DE and H410.DE, 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. H410.DE - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum H410.DE drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and H410.DE.


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Drawdown Indicators


5MVL.DEH410.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.22%

-41.02%

+8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-10.47%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-19.01%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-22.77%

+2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-31.62%

Current Drawdown

Current decline from peak

-11.02%

-7.87%

-3.15%

Average Drawdown

Average peak-to-trough decline

-6.63%

-13.30%

+6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.42%

+0.40%

Volatility

5MVL.DE vs. H410.DE - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 10.14% compared to HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) at 8.52%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than H410.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.DEH410.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

8.52%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

19.32%

17.56%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.21%

20.06%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

17.16%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

18.30%

+1.28%

5MVL.DE vs. H410.DE - Expense Ratio Comparison

5MVL.DE has a 0.40% expense ratio, which is higher than H410.DE's 0.15% expense ratio.


Dividends

5MVL.DE vs. H410.DE - Dividend Comparison

5MVL.DE has not paid dividends to shareholders, while H410.DE's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
1.65%2.00%2.40%2.59%3.11%2.00%1.69%2.03%2.20%1.62%1.71%2.28%

Frequently Asked Questions


With a correlation of 0.93, 5MVL.DE and H410.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, H410.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H410.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 H410.DE tracks MSCI Emerging Markets. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.40% for 5MVL.DE and 0.15% for H410.DE.

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