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5MVL.DE vs. H4Z3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVL.DE vs. H4Z3.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 (Acc) (H4Z3.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 45.83% return, which is significantly higher than H4Z3.DE's 27.75% 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*

H4Z3.DE

1D
-1.67%
1M
3.67%
YTD
27.75%
6M
28.22%
1Y
49.05%
3Y*
20.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. H4Z3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
45.83%27.25%21.00%14.58%-3.05%
H4Z3.DE
HSBC MSCI Emerging Markets UCITS ETF USD (Acc)
27.75%18.60%13.73%4.66%-6.26%

Correlation

The correlation between 5MVL.DE and H4Z3.DE is 0.92, 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

0.92

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2022

0.90

The correlation between 5MVL.DE and H4Z3.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

5MVL.DE vs. H4Z3.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: 9595
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9696
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

H4Z3.DE
H4Z3.DE Risk / Return Rank: 8686
Overall Rank
H4Z3.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
H4Z3.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
H4Z3.DE Omega Ratio Rank: 8686
Omega Ratio Rank
H4Z3.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
H4Z3.DE Martin Ratio Rank: 8585
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. H4Z3.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 (Acc) (H4Z3.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.DEH4Z3.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.73

1.52

+0.21

Calmar ratioReturn relative to maximum drawdown

8.86

4.77

+4.10

Martin ratioReturn relative to average drawdown

28.83

17.12

+11.71

5MVL.DE vs. H4Z3.DE - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 4.31, which is higher than the H4Z3.DE Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of 5MVL.DE and H4Z3.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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Sharpe Ratios by Period


5MVL.DEH4Z3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.31

2.85

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.91

-0.08

Drawdowns

5MVL.DE vs. H4Z3.DE - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.25%, which is greater than H4Z3.DE's maximum drawdown of -18.86%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and H4Z3.DE.


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Drawdown Indicators


5MVL.DEH4Z3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

-18.86%

-13.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-10.47%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-18.86%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

Current Drawdown

Current decline from peak

-3.88%

-2.73%

-1.15%

Average Drawdown

Average peak-to-trough decline

-6.27%

-4.95%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.92%

-0.05%

Volatility

5MVL.DE vs. H4Z3.DE - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) at 7.35%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than H4Z3.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.DEH4Z3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

7.35%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

14.91%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

17.54%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

15.77%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

15.77%

+3.07%

5MVL.DE vs. H4Z3.DE - Expense Ratio Comparison

5MVL.DE has a 0.40% expense ratio, which is higher than H4Z3.DE's 0.15% expense ratio.


Dividends

5MVL.DE vs. H4Z3.DE - Dividend Comparison

Neither 5MVL.DE nor H4Z3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, 5MVL.DE and H4Z3.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, H4Z3.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4Z3.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 H4Z3.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 H4Z3.DE.

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