5MVL.DE vs. SXRS.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and SXRS.DE (iShares Diversified Commodity Swap 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 SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs 12.06%/yr for SXRS.DE. At a 0.27 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.19%/yr for SXRS.DE.
Performance
5MVL.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVL.DE achieves a 45.83% return, which is significantly higher than SXRS.DE's 23.84% return.
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
5MVL.DE vs. SXRS.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) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.08% |
Correlation
The correlation between 5MVL.DE and SXRS.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.27 |
Over the past year, the correlation between 5MVL.DE and SXRS.DE has dropped to 0.01 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
5MVL.DE vs. SXRS.DE — Risk / Return Rank
5MVL.DE
SXRS.DE
5MVL.DE vs. SXRS.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 Diversified Commodity Swap UCITS ETF (SXRS.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.
| 5MVL.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.45 | ||
| Sortino ratioReturn per unit of downside risk | +2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.34 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 4.00 | +4.86 |
| Martin ratioReturn relative to average drawdown | 28.83 | 8.95 | +19.89 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 1.87 | +2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.70 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.53 | +0.30 |
Drawdowns
5MVL.DE vs. SXRS.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and SXRS.DE.
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Drawdown Indicators
| 5MVL.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -27.64% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -8.75% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -16.03% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -27.56% | +6.96% |
Current DrawdownCurrent decline from peak | -3.88% | -4.99% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -13.12% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.92% | -1.05% |
Volatility
5MVL.DE vs. SXRS.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 5.76%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than SXRS.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.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 5.76% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 16.67% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 18.76% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 17.13% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 15.85% | +2.99% |
5MVL.DE vs. SXRS.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
5MVL.DE vs. SXRS.DE - Dividend Comparison
Neither 5MVL.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and SXRS.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while SXRS.DE is Commodities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.40% for 5MVL.DE and 0.19% for SXRS.DE.
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