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5MVL.DE vs. V3PA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVL.DE vs. V3PA.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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.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 45.83% return, which is significantly higher than V3PA.DE's 31.55% 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*

V3PA.DE

1D
-1.34%
1M
7.31%
YTD
31.55%
6M
33.90%
1Y
51.00%
3Y*
19.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. V3PA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
45.83%27.25%21.00%14.58%3.75%
V3PA.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating
31.55%16.47%7.66%10.91%3.89%

Correlation

The correlation between 5MVL.DE and V3PA.DE is 0.74, 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

0.74

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

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2022

0.67

The correlation between 5MVL.DE and V3PA.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

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Return for Risk

5MVL.DE vs. V3PA.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: 9595
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9595
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9595
Martin Ratio Rank

V3PA.DE
V3PA.DE Risk / Return Rank: 8585
Overall Rank
V3PA.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
V3PA.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
V3PA.DE Omega Ratio Rank: 8686
Omega Ratio Rank
V3PA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
V3PA.DE Martin Ratio Rank: 8383
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. V3PA.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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.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.DEV3PA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.73

1.52

+0.21

Calmar ratioReturn relative to maximum drawdown

8.86

4.43

+4.43

Martin ratioReturn relative to average drawdown

28.83

16.46

+12.37

5MVL.DE vs. V3PA.DE - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 4.31, which is higher than the V3PA.DE Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of 5MVL.DE and V3PA.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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Sharpe Ratios by Period


5MVL.DEV3PA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.31

2.80

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.25

-0.42

Drawdowns

5MVL.DE vs. V3PA.DE - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.25%, which is greater than V3PA.DE's maximum drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and V3PA.DE.


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Drawdown Indicators


5MVL.DEV3PA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

-17.58%

-14.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-11.44%

+2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-17.58%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

Current Drawdown

Current decline from peak

-3.88%

-1.83%

-2.05%

Average Drawdown

Average peak-to-trough decline

-6.27%

-2.80%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.08%

-0.21%

Volatility

5MVL.DE vs. V3PA.DE - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.DE) at 6.33%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than V3PA.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.DEV3PA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

6.33%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

15.56%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

18.10%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

15.34%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

15.34%

+3.50%

5MVL.DE vs. V3PA.DE - Expense Ratio Comparison

5MVL.DE has a 0.40% expense ratio, which is higher than V3PA.DE's 0.17% expense ratio.


Dividends

5MVL.DE vs. V3PA.DE - Dividend Comparison

Neither 5MVL.DE nor V3PA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5MVL.DE and V3PA.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3PA.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3PA.DE is cheaper with a 0.17% expense ratio, compared with 0.40% for 5MVL.DE.

5MVL.DE is categorized as Emerging Markets Equities, while V3PA.DE is Asia Pacific Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while V3PA.DE tracks FTSE Developed Asia Pacific All Cap Choice. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for 5MVL.DE and 0.17% for V3PA.DE.

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