5MVL.DE vs. UBUS.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.75%/yr vs 9.53%/yr for UBUS.DE. At a 0.39 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.25%/yr for UBUS.DE.
Performance
5MVL.DE vs. UBUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVL.DE achieves a 46.85% return, which is significantly higher than UBUS.DE's 9.37% 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*
- —
UBUS.DE
- 1D
- 0.89%
- 1M
- 4.21%
- YTD
- 9.37%
- 6M
- 9.60%
- 1Y
- 20.03%
- 3Y*
- 10.48%
- 5Y*
- 9.53%
- 10Y*
- 11.70%
5MVL.DE vs. UBUS.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) | 46.85% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 9.37% | 0.40% | 13.97% | 12.38% | -2.90% | 41.54% | -3.81% | 33.57% | -11.36% |
Correlation
The correlation between 5MVL.DE and UBUS.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.39 |
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Return for Risk
5MVL.DE vs. UBUS.DE — Risk / Return Rank
5MVL.DE
UBUS.DE
5MVL.DE vs. UBUS.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 UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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.DE | UBUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.29 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 8.30 | 3.26 | +5.04 |
| Martin ratioReturn relative to average drawdown | 25.93 | 10.48 | +15.45 |
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Drawdowns
5MVL.DE vs. UBUS.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, which is greater than UBUS.DE's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and UBUS.DE.
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Drawdown Indicators
| 5MVL.DE | UBUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -30.27% | -1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -6.12% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -21.83% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -21.83% | +1.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.27% | — |
Current DrawdownCurrent decline from peak | -3.21% | 0.00% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -5.09% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.91% | +1.21% |
Volatility
5MVL.DE vs. UBUS.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.80% compared to UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) at 2.65%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than UBUS.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 | UBUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 2.65% | +6.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.08% | 8.00% | +9.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 11.81% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 14.73% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 15.84% | +3.52% |
5MVL.DE vs. UBUS.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than UBUS.DE's 0.25% expense ratio.
Dividends
5MVL.DE vs. UBUS.DE - Dividend Comparison
5MVL.DE has not paid dividends to shareholders, while UBUS.DE's dividend yield for the trailing twelve months is around 1.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 1.13% | 1.24% | 0.67% | 1.52% | 1.62% | 1.56% | 1.89% | 1.30% | 1.93% | 1.60% | 1.41% |
Frequently Asked Questions
5MVL.DE and UBUS.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUS.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while UBUS.DE is Large Cap Value Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while UBUS.DE tracks MSCI USA Prime Value. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for 5MVL.DE and 0.25% for UBUS.DE.
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