5MVL.DE vs. SXRV.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs 18.67%/yr for SXRV.DE. A 0.57 correlation means they provide meaningful diversification when combined. 5MVL.DE charges 0.40%/yr vs 0.36%/yr for SXRV.DE.
Performance
5MVL.DE vs. SXRV.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 SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
5MVL.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | -6.84% |
Correlation
The correlation between 5MVL.DE and SXRV.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.57 |
The correlation between 5MVL.DE and SXRV.DE shifts across timeframes, from 0.52 (5 years) to 0.64 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
5MVL.DE vs. SXRV.DE — Risk / Return Rank
5MVL.DE
SXRV.DE
5MVL.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.42 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 3.75 | +5.11 |
| Martin ratioReturn relative to average drawdown | 28.83 | 11.16 | +17.67 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 2.40 | +1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.93 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.91 | -0.08 |
Drawdowns
5MVL.DE vs. SXRV.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and SXRV.DE.
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Drawdown Indicators
| 5MVL.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -32.80% | +0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -10.03% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -26.69% | +7.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -31.33% | +10.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -3.88% | -0.83% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -6.56% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.38% | -0.51% |
Volatility
5MVL.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 4.26% | +4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 10.98% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 15.67% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 19.84% | -3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 19.65% | -0.81% |
5MVL.DE vs. SXRV.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
5MVL.DE vs. SXRV.DE - Dividend Comparison
Neither 5MVL.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and SXRV.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while SXRV.DE is Nasdaq-100. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.40% for 5MVL.DE and 0.36% for SXRV.DE.
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