5MVL.DE vs. QQQ
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.75%/yr vs 17.71%/yr for QQQ. At a 0.41 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.18%/yr for QQQ.
Performance
5MVL.DE vs. QQQ - Performance Comparison
Loading charts...
Different Trading Currencies
5MVL.DE is traded in EUR, while QQQ is traded in USD. To make them comparable, the QQQ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 5MVL.DE achieves a 46.85% return, which is significantly higher than QQQ's 19.38% 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*
- —
QQQ
- 1D
- 0.00%
- 1M
- 2.27%
- YTD
- 19.38%
- 6M
- 20.34%
- 1Y
- 37.34%
- 3Y*
- 23.56%
- 5Y*
- 17.71%
- 10Y*
- 21.61%
5MVL.DE vs. QQQ - 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% |
QQQ Invesco QQQ ETF | 22.86% | 6.44% | 33.87% | 50.21% | -28.40% | 36.95% | 36.37% | 42.10% | -7.66% |
Correlation
The correlation between 5MVL.DE and QQQ is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.41 |
The correlation between 5MVL.DE and QQQ shifts across timeframes, from 0.38 (5 years) to 0.56 (1 year), 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. QQQ — Risk / Return Rank
5MVL.DE
QQQ
5MVL.DE vs. QQQ - 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 Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.39 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 8.30 | 3.41 | +4.89 |
| Martin ratioReturn relative to average drawdown | 25.93 | 10.51 | +15.42 |
Loading charts...
Drawdowns
5MVL.DE vs. QQQ - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum QQQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and QQQ.
Loading charts...
Drawdown Indicators
| 5MVL.DE | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -46.01% | +13.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -11.01% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -27.21% | +8.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -30.99% | +10.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.99% | — |
Current DrawdownCurrent decline from peak | -3.21% | -2.83% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -7.79% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.56% | -0.44% |
Volatility
5MVL.DE vs. QQQ - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.80% compared to Invesco QQQ ETF (QQQ) at 6.63%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5MVL.DE | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 6.63% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 17.08% | 12.88% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 17.03% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 22.17% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 22.67% | -3.31% |
5MVL.DE vs. QQQ - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Dividends
5MVL.DE vs. QQQ - Dividend Comparison
5MVL.DE has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.38%.
| 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% |
QQQ Invesco QQQ ETF | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
5MVL.DE and QQQ have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQQ is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while QQQ is Nasdaq-100. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for 5MVL.DE and 0.18% for QQQ.
Find the right allocation for 5MVL.DE and QQQ
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