5MVL.DE vs. MIVU.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while MIVU.DE is a Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.75%/yr vs 8.00%/yr for MIVU.DE. At a 0.35 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.18%/yr for MIVU.DE.
Performance
5MVL.DE vs. MIVU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVL.DE achieves a 46.85% return, which is significantly higher than MIVU.DE's 3.30% 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*
- —
MIVU.DE
- 1D
- 0.49%
- 1M
- 1.92%
- YTD
- 3.30%
- 6M
- 4.32%
- 1Y
- 4.43%
- 3Y*
- 8.39%
- 5Y*
- 8.00%
- 10Y*
- —
5MVL.DE vs. MIVU.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) | 46.85% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 3.30% | -3.87% | 22.89% | 5.36% | -4.28% | 31.88% | -5.36% | 30.00% | -7.18% |
Correlation
The correlation between 5MVL.DE and MIVU.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.35 |
Over the past year, the correlation between 5MVL.DE and MIVU.DE has dropped to 0.08 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
5MVL.DE vs. MIVU.DE — Risk / Return Rank
5MVL.DE
MIVU.DE
5MVL.DE vs. MIVU.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 Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.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 | MIVU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.52 | ||
| Sortino ratioReturn per unit of downside risk | +4.06 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.09 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 8.30 | 0.91 | +7.38 |
| Martin ratioReturn relative to average drawdown | 25.93 | 2.24 | +23.69 |
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Drawdowns
5MVL.DE vs. MIVU.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, roughly equal to the maximum MIVU.DE drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and MIVU.DE.
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Drawdown Indicators
| 5MVL.DE | MIVU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -32.68% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -4.83% | -4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -14.89% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -14.89% | -5.71% |
Current DrawdownCurrent decline from peak | -3.21% | -6.30% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -6.16% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.97% | +1.15% |
Volatility
5MVL.DE vs. MIVU.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.80% compared to Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) at 2.63%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than MIVU.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 | MIVU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 2.63% | +6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 17.08% | 6.10% | +10.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 8.98% | +11.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 11.90% | +5.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 13.95% | +5.41% |
5MVL.DE vs. MIVU.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than MIVU.DE's 0.18% expense ratio.
Dividends
5MVL.DE vs. MIVU.DE - Dividend Comparison
Neither 5MVL.DE nor MIVU.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and MIVU.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIVU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVU.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while MIVU.DE is Large Cap Blend Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while MIVU.DE tracks MSCI USA Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for 5MVL.DE and 0.18% for MIVU.DE.
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