5MVL.DE vs. QDVX.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while QDVX.DE is a Europe Equities fund tracking the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.75%/yr vs 10.22%/yr for QDVX.DE. A 0.55 correlation means they provide meaningful diversification when combined. 5MVL.DE charges 0.40%/yr vs 0.28%/yr for QDVX.DE.
Performance
5MVL.DE vs. QDVX.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5MVL.DE achieves a 46.85% return, which is significantly higher than QDVX.DE's 7.36% 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*
- —
QDVX.DE
- 1D
- 0.15%
- 1M
- 4.24%
- YTD
- 7.36%
- 6M
- 8.69%
- 1Y
- 11.58%
- 3Y*
- 11.70%
- 5Y*
- 10.22%
- 10Y*
- —
5MVL.DE vs. QDVX.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% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 7.36% | 11.29% | 10.80% | 15.21% | 0.82% | 18.84% | -10.01% | 26.71% | -3.72% |
Correlation
The correlation between 5MVL.DE and QDVX.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.55 |
The correlation between 5MVL.DE and QDVX.DE shifts across timeframes, from 0.41 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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. QDVX.DE — Risk / Return Rank
5MVL.DE
QDVX.DE
5MVL.DE vs. QDVX.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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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 | QDVX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.19 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 8.30 | 1.40 | +6.89 |
| Martin ratioReturn relative to average drawdown | 25.93 | 4.60 | +21.34 |
Loading charts...
Drawdowns
5MVL.DE vs. QDVX.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum QDVX.DE drawdown of -38.42%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and QDVX.DE.
Loading charts...
Drawdown Indicators
| 5MVL.DE | QDVX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -38.42% | +6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -8.23% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -14.02% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -14.62% | -5.98% |
Current DrawdownCurrent decline from peak | -3.21% | 0.00% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -4.68% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.48% | +0.64% |
Volatility
5MVL.DE vs. QDVX.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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) at 3.21%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than QDVX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5MVL.DE | QDVX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 3.21% | +5.59% |
Volatility (6M)Calculated over the trailing 6-month period | 17.08% | 8.76% | +8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 11.28% | +8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 12.89% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 15.32% | +4.04% |
5MVL.DE vs. QDVX.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than QDVX.DE's 0.28% expense ratio.
Dividends
5MVL.DE vs. QDVX.DE - Dividend Comparison
5MVL.DE has not paid dividends to shareholders, while QDVX.DE's dividend yield for the trailing twelve months is around 3.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.13% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.20% | 0.74% |
Frequently Asked Questions
5MVL.DE and QDVX.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVX.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVX.DE is cheaper with a 0.28% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while QDVX.DE is Europe Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. Their fees differ too: 0.40% for 5MVL.DE and 0.28% for QDVX.DE.
Find the right allocation for 5MVL.DE and QDVX.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