5MVL.DE vs. IBIT
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, 5MVL.DE returned 74.54% vs -40.52% for IBIT. At a 0.24 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.25%/yr for IBIT.
Performance
5MVL.DE vs. IBIT - Performance Comparison
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Different Trading Currencies
5MVL.DE is traded in EUR, while IBIT is traded in USD. To make them comparable, the IBIT 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 43.44% return, which is significantly higher than IBIT's -26.29% 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*
- —
IBIT
- 1D
- 0.05%
- 1M
- -19.11%
- YTD
- -26.29%
- 6M
- -28.57%
- 1Y
- -40.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5MVL.DE vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 43.44% | 27.25% | 24.13% |
IBIT iShares Bitcoin Trust ETF | -26.29% | -17.52% | 101.23% |
Correlation
The correlation between 5MVL.DE and IBIT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.24 |
The correlation between 5MVL.DE and IBIT shifts across timeframes, from 0.24 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
5MVL.DE vs. IBIT — Risk / Return Rank
5MVL.DE
IBIT
5MVL.DE vs. IBIT - 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 Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.63 | ||
| Sortino ratioReturn per unit of downside risk | +5.81 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 0.85 | +0.78 |
| Calmar ratioReturn relative to maximum drawdown | 7.62 | -0.79 | +8.41 |
| Martin ratioReturn relative to average drawdown | 23.86 | -1.38 | +25.24 |
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Drawdowns
5MVL.DE vs. IBIT - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum IBIT drawdown of -51.31%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and IBIT.
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Drawdown Indicators
| 5MVL.DE | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -51.31% | +19.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -51.31% | +41.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | — | — |
Current DrawdownCurrent decline from peak | -5.46% | -48.81% | +43.35% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -16.94% | +10.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 29.48% | -26.37% |
Volatility
5MVL.DE vs. IBIT - Volatility Comparison
The current volatility for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) is 9.05%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.65%. This indicates that 5MVL.DE experiences smaller price fluctuations and is considered to be less risky than IBIT 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 | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 11.65% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 16.96% | 34.15% | -17.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 43.62% | -23.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 50.20% | -33.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 50.20% | -30.86% |
5MVL.DE vs. IBIT - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than IBIT's 0.25% expense ratio.
Dividends
5MVL.DE vs. IBIT - Dividend Comparison
Neither 5MVL.DE nor IBIT has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and IBIT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBIT is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBIT is cheaper with a 0.25% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while IBIT is Cryptocurrency. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.40% for 5MVL.DE and 0.25% for IBIT.
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