PortfoliosLab logoPortfoliosLab logo
5MVL.DE vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVL.DE vs. IS3S.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 iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 5MVL.DE achieves a 46.85% return, which is significantly higher than IS3S.DE's 36.34% 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*

IS3S.DE

1D
1.23%
1M
8.96%
YTD
36.34%
6M
38.27%
1Y
65.13%
3Y*
26.01%
5Y*
17.56%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
36.34%25.13%11.36%15.62%-4.81%30.35%-12.53%22.01%-7.21%

Correlation

The correlation between 5MVL.DE and IS3S.DE is 0.70, 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

0.70

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

0.63

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

0.62

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

0.66

The correlation between 5MVL.DE and IS3S.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

5MVL.DE vs. IS3S.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: 9696
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9797
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

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9797
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9797
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. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.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.DEIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.68

1.80

-0.12

Calmar ratioReturn relative to maximum drawdown

8.30

10.63

-2.34

Martin ratioReturn relative to average drawdown

25.93

38.66

-12.73

5MVL.DE vs. IS3S.DE - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 4.02, which is comparable to the IS3S.DE Sharpe Ratio of 4.47. The chart below compares the historical Sharpe Ratios of 5MVL.DE and IS3S.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.


Loading charts...

Drawdowns

5MVL.DE vs. IS3S.DE - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum IS3S.DE drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and IS3S.DE.


Loading charts...

Drawdown Indicators


5MVL.DEIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.22%

-35.19%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-6.09%

-3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-17.78%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-17.78%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

Current Drawdown

Current decline from peak

-3.21%

-0.04%

-3.17%

Average Drawdown

Average peak-to-trough decline

-6.63%

-6.95%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

1.68%

+1.44%

Volatility

5MVL.DE vs. IS3S.DE - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.80% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 5.47%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


5MVL.DEIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

5.47%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

12.08%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.14%

14.53%

+5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

13.98%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.36%

16.67%

+2.69%

5MVL.DE vs. IS3S.DE - Expense Ratio Comparison

5MVL.DE has a 0.40% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.


Dividends

5MVL.DE vs. IS3S.DE - Dividend Comparison

Neither 5MVL.DE nor IS3S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5MVL.DE and IS3S.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for 5MVL.DE.

5MVL.DE is categorized as Emerging Markets Equities, while IS3S.DE is Global Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.40% for 5MVL.DE and 0.30% for IS3S.DE.

Portfolio Optimizer

Find the right allocation for 5MVL.DE and IS3S.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer