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5MVL.DE vs. QDVX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVL.DE vs. QDVX.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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE). The values are adjusted to include any dividend payments, if applicable.

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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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. QDVX.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%
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.

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Return for Risk

5MVL.DE vs. QDVX.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

QDVX.DE
QDVX.DE Risk / Return Rank: 3030
Overall Rank
QDVX.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2929
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3333
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. 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.DEQDVX.DEDifference
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

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

The current 5MVL.DE Sharpe Ratio is 4.02, which is higher than the QDVX.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of 5MVL.DE and QDVX.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.


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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.


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Drawdown Indicators


5MVL.DEQDVX.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.21%

0.00%

-3.21%

Average Drawdown

Average peak-to-trough decline

-6.63%

-4.68%

-1.95%

Ulcer Index

Depth 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.


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Volatility by Period


5MVL.DEQDVX.DEDifference

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%.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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