5MVL.DE vs. SEML.L
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and SEML.L (iShares J.P. Morgan EM Local Government Bond 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 SEML.L is a Emerging Markets Bonds fund tracking the JPM GBI-EM Global Diversified TR USD. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs 1.84%/yr for SEML.L. At a 0.40 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.50%/yr for SEML.L.
Performance
5MVL.DE vs. SEML.L - Performance Comparison
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Different Trading Currencies
5MVL.DE is traded in EUR, while SEML.L is traded in GBP. To make them comparable, the SEML.L 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 45.83% return, which is significantly higher than SEML.L's 1.31% return.
5MVL.DE
- 1D
- -2.48%
- 1M
- 8.30%
- YTD
- 45.83%
- 6M
- 47.62%
- 1Y
- 80.78%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
SEML.L
- 1D
- -0.15%
- 1M
- 0.41%
- YTD
- 1.31%
- 6M
- 1.75%
- 1Y
- 6.39%
- 3Y*
- 3.73%
- 5Y*
- 1.84%
- 10Y*
- 2.07%
5MVL.DE vs. SEML.L - 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) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
SEML.L iShares J.P. Morgan EM Local Government Bond UCITS ETF | 1.31% | 4.56% | 3.57% | 7.65% | -5.38% | -3.59% | -6.90% | 15.09% | -0.16% |
Correlation
The correlation between 5MVL.DE and SEML.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.40 |
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Return for Risk
5MVL.DE vs. SEML.L — Risk / Return Rank
5MVL.DE
SEML.L
5MVL.DE vs. SEML.L - 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 J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L). 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 | SEML.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.18 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.20 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 1.63 | +7.24 |
| Martin ratioReturn relative to average drawdown | 28.83 | 5.43 | +23.41 |
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 | SEML.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 1.13 | +3.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.26 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.24 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | -0.06 | +0.89 |
Drawdowns
5MVL.DE vs. SEML.L - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, smaller than the maximum SEML.L drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and SEML.L.
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Drawdown Indicators
| 5MVL.DE | SEML.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -41.37% | +9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -3.92% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -7.68% | -11.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -10.13% | -10.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.93% | — |
Current DrawdownCurrent decline from peak | -3.88% | -11.24% | +7.36% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -23.78% | +17.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 1.17% | +1.70% |
Volatility
5MVL.DE vs. SEML.L - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) at 1.68%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than SEML.L 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 | SEML.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 1.68% | +7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 4.38% | +11.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 5.62% | +13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 7.19% | +9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 8.72% | +10.12% |
5MVL.DE vs. SEML.L - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is lower than SEML.L's 0.50% expense ratio.
Dividends
5MVL.DE vs. SEML.L - Dividend Comparison
5MVL.DE has not paid dividends to shareholders, while SEML.L's dividend yield for the trailing twelve months is around 6.89%.
| 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% |
SEML.L iShares J.P. Morgan EM Local Government Bond UCITS ETF | 6.89% | 5.44% | 5.56% | 5.05% | 5.25% | 4.58% | 5.13% | 5.44% | 7.30% | 6.75% | 6.78% | 5.18% |
Frequently Asked Questions
5MVL.DE and SEML.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for SEML.L.
5MVL.DE is categorized as Emerging Markets Equities, while SEML.L is Emerging Markets Bonds. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while SEML.L tracks JPM GBI-EM Global Diversified TR USD. Their fees differ too: 0.40% for 5MVL.DE and 0.50% for SEML.L.
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