5MVL.DE vs. PRAM.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds - 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus while PRAM.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, 5MVL.DE returned 33.99%/yr vs 20.14%/yr for PRAM.DE. Their correlation of 0.88 suggests significant overlap in exposure. 5MVL.DE charges 0.40%/yr vs 0.10%/yr for PRAM.DE.
Performance
5MVL.DE vs. PRAM.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 PRAM.DE's 26.47% 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*
- —
PRAM.DE
- 1D
- -1.40%
- 1M
- 3.32%
- YTD
- 26.47%
- 6M
- 26.44%
- 1Y
- 46.39%
- 3Y*
- 20.14%
- 5Y*
- —
- 10Y*
- —
5MVL.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 3.48% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 26.47% | 17.03% | 13.52% | 7.05% | -12.45% | 1.12% |
Correlation
The correlation between 5MVL.DE and PRAM.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021 | 0.88 |
The correlation between 5MVL.DE and PRAM.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
5MVL.DE vs. PRAM.DE — Risk / Return Rank
5MVL.DE
PRAM.DE
5MVL.DE vs. PRAM.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 Prime Emerging Markets UCITS ETF DR (C) (PRAM.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 | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.48 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 4.52 | +4.34 |
| Martin ratioReturn relative to average drawdown | 28.83 | 15.90 | +12.93 |
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 | PRAM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 2.68 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.61 | +0.22 |
Drawdowns
5MVL.DE vs. PRAM.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, which is greater than PRAM.DE's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and PRAM.DE.
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Drawdown Indicators
| 5MVL.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -20.90% | -11.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -10.54% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -19.02% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | — | — |
Current DrawdownCurrent decline from peak | -3.88% | -2.59% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -7.74% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.00% | -0.13% |
Volatility
5MVL.DE vs. PRAM.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) at 7.09%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than PRAM.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 | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 7.09% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 14.98% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 17.80% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 16.84% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 16.84% | +2.00% |
5MVL.DE vs. PRAM.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.
Dividends
5MVL.DE vs. PRAM.DE - Dividend Comparison
Neither 5MVL.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and PRAM.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while PRAM.DE tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for 5MVL.DE and 0.10% for PRAM.DE.
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