5MVL.DE vs. UEF5.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus while UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs 10.12%/yr for UEF5.DE. Their correlation of 0.85 suggests significant overlap in exposure. 5MVL.DE charges 0.40%/yr vs 0.24%/yr for UEF5.DE.
Performance
5MVL.DE vs. UEF5.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 UEF5.DE's 34.15% 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*
- —
UEF5.DE
- 1D
- -1.52%
- 1M
- 8.51%
- YTD
- 34.15%
- 6M
- 36.47%
- 1Y
- 60.24%
- 3Y*
- 24.16%
- 5Y*
- 10.12%
- 10Y*
- 9.52%
5MVL.DE vs. UEF5.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% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 34.15% | 21.04% | 15.43% | 3.76% | -15.31% | 7.01% | 5.32% | 14.48% | -1.09% |
Correlation
The correlation between 5MVL.DE and UEF5.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.85 |
The correlation between 5MVL.DE and UEF5.DE has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
5MVL.DE vs. UEF5.DE — Risk / Return Rank
5MVL.DE
UEF5.DE
5MVL.DE vs. UEF5.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 (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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 | UEF5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.55 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 6.29 | +2.57 |
| Martin ratioReturn relative to average drawdown | 28.83 | 21.83 | +7.00 |
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 | UEF5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 3.14 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.57 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.41 | +0.42 |
Drawdowns
5MVL.DE vs. UEF5.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, smaller than the maximum UEF5.DE drawdown of -36.71%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and UEF5.DE.
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Drawdown Indicators
| 5MVL.DE | UEF5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -36.71% | +4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -9.52% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -20.41% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -24.34% | +3.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.71% | — |
Current DrawdownCurrent decline from peak | -3.88% | -2.55% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -9.99% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.75% | +0.12% |
Volatility
5MVL.DE vs. UEF5.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) have volatilities of 8.71% and 8.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5MVL.DE | UEF5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 8.72% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 15.86% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 19.10% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 17.66% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 18.88% | -0.04% |
5MVL.DE vs. UEF5.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than UEF5.DE's 0.24% expense ratio.
Dividends
5MVL.DE vs. UEF5.DE - Dividend Comparison
5MVL.DE has not paid dividends to shareholders, while UEF5.DE's dividend yield for the trailing twelve months is around 1.58%.
| 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% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 1.58% | 2.19% | 1.73% | 2.36% | 2.19% | 1.32% | 1.89% | 2.00% | 2.16% | 2.00% | 2.30% | 1.65% |
Frequently Asked Questions
5MVL.DE and UEF5.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UEF5.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEF5.DE is cheaper with a 0.24% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for 5MVL.DE and 0.24% for UEF5.DE.
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