5MVL.DE vs. I500.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while I500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 5MVL.DE returned 16.95%/yr vs 15.00%/yr for I500.DE. A 0.52 correlation means they provide meaningful diversification when combined. 5MVL.DE charges 0.40%/yr vs 0.07%/yr for I500.DE.
Performance
5MVL.DE vs. I500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVL.DE achieves a 43.44% return, which is significantly higher than I500.DE's 11.45% return.
5MVL.DE
- 1D
- 3.39%
- 1M
- 4.58%
- YTD
- 43.44%
- 6M
- 48.91%
- 1Y
- 74.54%
- 3Y*
- 32.41%
- 5Y*
- 16.95%
- 10Y*
- —
I500.DE
- 1D
- -0.12%
- 1M
- 2.96%
- YTD
- 11.45%
- 6M
- 12.73%
- 1Y
- 26.34%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
5MVL.DE vs. I500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 43.44% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | 13.19% |
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 6.32% |
Correlation
The correlation between 5MVL.DE and I500.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2020 | 0.52 |
The correlation between 5MVL.DE and I500.DE has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
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Return for Risk
5MVL.DE vs. I500.DE — Risk / Return Rank
5MVL.DE
I500.DE
5MVL.DE vs. I500.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 S&P 500 Swap UCITS ETF USD (Acc) (I500.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.DE | I500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.41 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 7.62 | 3.60 | +4.01 |
| Martin ratioReturn relative to average drawdown | 23.86 | 12.82 | +11.04 |
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Drawdowns
5MVL.DE vs. I500.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, which is greater than I500.DE's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and I500.DE.
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Drawdown Indicators
| 5MVL.DE | I500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -23.24% | -8.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -7.12% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -23.24% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -23.24% | +2.64% |
Current DrawdownCurrent decline from peak | -5.46% | -0.46% | -5.00% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -4.06% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.01% | +1.10% |
Volatility
5MVL.DE vs. I500.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 9.05% compared to iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) at 2.65%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than I500.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 | I500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 2.65% | +6.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.96% | 7.60% | +9.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 11.65% | +8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 15.19% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 15.13% | +4.21% |
5MVL.DE vs. I500.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than I500.DE's 0.07% expense ratio.
Dividends
5MVL.DE vs. I500.DE - Dividend Comparison
Neither 5MVL.DE nor I500.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and I500.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while I500.DE is S&P 500. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while I500.DE tracks S&P 500 Index. Their fees differ too: 0.40% for 5MVL.DE and 0.07% for I500.DE.
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