5MVL.DE vs. ISPA.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs 11.00%/yr for ISPA.DE. A 0.65 correlation means they provide meaningful diversification when combined. 5MVL.DE charges 0.40%/yr vs 0.46%/yr for ISPA.DE.
Performance
5MVL.DE vs. ISPA.DE - Performance Comparison
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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 ISPA.DE's 13.48% 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*
- —
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
5MVL.DE vs. ISPA.DE - 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) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -4.22% |
Correlation
The correlation between 5MVL.DE and ISPA.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.65 |
The correlation between 5MVL.DE and ISPA.DE shifts across timeframes, from 0.53 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5MVL.DE vs. ISPA.DE — Risk / Return Rank
5MVL.DE
ISPA.DE
5MVL.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.62 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 8.10 | +0.77 |
| Martin ratioReturn relative to average drawdown | 28.83 | 28.73 | +0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 5MVL.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 3.35 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.91 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.68 | +0.16 |
Drawdowns
5MVL.DE vs. ISPA.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and ISPA.DE.
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Drawdown Indicators
| 5MVL.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -38.91% | +6.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -3.63% | -5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -15.10% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -15.10% | -5.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.91% | — |
Current DrawdownCurrent decline from peak | -3.88% | -1.09% | -2.79% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -4.46% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 1.03% | +1.84% |
Volatility
5MVL.DE vs. ISPA.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 2.62% | +6.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 6.51% | +9.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 8.77% | +10.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 12.00% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 14.79% | +4.05% |
5MVL.DE vs. ISPA.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
5MVL.DE vs. ISPA.DE - Dividend Comparison
5MVL.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| 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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
Frequently Asked Questions
5MVL.DE and ISPA.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.46% for ISPA.DE.
5MVL.DE is categorized as Emerging Markets Equities, while ISPA.DE is Global Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.40% for 5MVL.DE and 0.46% for ISPA.DE.
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