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5MVL.DE vs. SXR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVL.DE vs. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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 43.44% return, which is significantly higher than SXR1.DE's 9.38% return.


5MVL.DE

1D
3.39%
1M
4.58%
YTD
43.44%
6M
48.91%
1Y
74.54%
3Y*
32.41%
5Y*
16.95%
10Y*

SXR1.DE

1D
2.06%
1M
-0.41%
YTD
9.38%
6M
11.69%
1Y
15.20%
3Y*
9.97%
5Y*
5.88%
10Y*
7.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. SXR1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
43.44%27.25%21.00%14.59%-10.56%13.09%-2.40%20.36%-14.02%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
9.38%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-3.21%

Correlation

The correlation between 5MVL.DE and SXR1.DE is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.73

The correlation between 5MVL.DE and SXR1.DE shifts across timeframes, from 0.61 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

5MVL.DE vs. SXR1.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: 9595
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9494
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9494
Martin Ratio Rank

SXR1.DE
SXR1.DE Risk / Return Rank: 4545
Overall Rank
SXR1.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4848
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. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.DESXR1.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.63

1.23

+0.40

Calmar ratioReturn relative to maximum drawdown

7.62

2.44

+5.18

Martin ratioReturn relative to average drawdown

23.86

7.10

+16.76

5MVL.DE vs. SXR1.DE - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 3.70, which is higher than the SXR1.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of 5MVL.DE and SXR1.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. SXR1.DE - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and SXR1.DE.


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Drawdown Indicators


5MVL.DESXR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.22%

-38.62%

+6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-6.21%

-3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-20.28%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-20.28%

-0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-5.46%

-1.74%

-3.72%

Average Drawdown

Average peak-to-trough decline

-6.63%

-9.86%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.13%

+0.98%

Volatility

5MVL.DE vs. SXR1.DE - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 9.05% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 4.02%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.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.DESXR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

4.02%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

9.46%

+7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

12.05%

+8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

14.78%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

16.58%

+2.76%

5MVL.DE vs. SXR1.DE - Expense Ratio Comparison

5MVL.DE has a 0.40% expense ratio, which is higher than SXR1.DE's 0.20% expense ratio.


Dividends

5MVL.DE vs. SXR1.DE - Dividend Comparison

Neither 5MVL.DE nor SXR1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5MVL.DE and SXR1.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for 5MVL.DE.

5MVL.DE is categorized as Emerging Markets Equities, while SXR1.DE is Asia Pacific Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while SXR1.DE tracks MSCI Pacific ex Japan. Their fees differ too: 0.40% for 5MVL.DE and 0.20% for SXR1.DE.

Portfolio Optimizer

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