5MVL.DE vs. IGM
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and IGM (iShares Expanded Tech Sector ETF) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.75%/yr vs 21.78%/yr for IGM. At a 0.42 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.39%/yr for IGM.
Performance
5MVL.DE vs. IGM - Performance Comparison
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Different Trading Currencies
5MVL.DE is traded in EUR, while IGM is traded in USD. To make them comparable, the IGM 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 IGM's 29.60% 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*
- —
IGM
- 1D
- 3.41%
- 1M
- 7.41%
- YTD
- 29.60%
- 6M
- 31.07%
- 1Y
- 55.58%
- 3Y*
- 33.85%
- 5Y*
- 21.78%
- 10Y*
- 24.77%
5MVL.DE vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
IGM iShares Expanded Tech Sector ETF | 29.60% | 11.72% | 46.04% | 55.86% | -31.86% | 35.13% | 33.15% | 45.01% | -7.26% |
Correlation
The correlation between 5MVL.DE and IGM 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 | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.42 |
The correlation between 5MVL.DE and IGM shifts across timeframes, from 0.40 (5 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
5MVL.DE vs. IGM — Risk / Return Rank
5MVL.DE
IGM
5MVL.DE vs. IGM - 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 Expanded Tech Sector ETF (IGM). 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 | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.43 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 8.30 | 3.62 | +4.67 |
| Martin ratioReturn relative to average drawdown | 25.93 | 10.86 | +15.07 |
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Drawdowns
5MVL.DE vs. IGM - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum IGM drawdown of -47.57%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and IGM.
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Drawdown Indicators
| 5MVL.DE | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -47.57% | +15.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -15.41% | +5.68% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -30.63% | +11.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -35.24% | +14.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.24% | — |
Current DrawdownCurrent decline from peak | -3.21% | -3.11% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -8.50% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 5.13% | -2.01% |
Volatility
5MVL.DE vs. IGM - Volatility Comparison
The current volatility for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) is 8.80%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 9.68%. This indicates that 5MVL.DE experiences smaller price fluctuations and is considered to be less risky than IGM 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 | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 9.68% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 17.08% | 17.34% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 21.85% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 25.49% | -8.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 24.89% | -5.53% |
5MVL.DE vs. IGM - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than IGM's 0.39% expense ratio.
Dividends
5MVL.DE vs. IGM - Dividend Comparison
5MVL.DE has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGM iShares Expanded Tech Sector ETF | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
Frequently Asked Questions
5MVL.DE and IGM 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.
On fees, IGM is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGM is cheaper with a 0.39% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while IGM is Technology Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while IGM tracks S&P North American Expanded Technology Sector Index. Their fees differ too: 0.40% for 5MVL.DE and 0.39% for IGM.
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