5MVL.DE vs. VOO
Compare and contrast key facts about iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) and Vanguard S&P 500 ETF (VOO).
5MVL.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5MVL.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Select Value Factor Focus. It was launched on Dec 6, 2018. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both 5MVL.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 5MVL.DE or VOO.
Correlation
The correlation between 5MVL.DE and VOO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
5MVL.DE vs. VOO - Performance Comparison
Key characteristics
5MVL.DE:
0.22
VOO:
0.56
5MVL.DE:
0.41
VOO:
0.92
5MVL.DE:
1.06
VOO:
1.13
5MVL.DE:
0.21
VOO:
0.58
5MVL.DE:
0.76
VOO:
2.25
5MVL.DE:
5.30%
VOO:
4.83%
5MVL.DE:
18.39%
VOO:
19.11%
5MVL.DE:
-32.25%
VOO:
-33.99%
5MVL.DE:
-8.55%
VOO:
-7.55%
Returns By Period
In the year-to-date period, 5MVL.DE achieves a -2.65% return, which is significantly higher than VOO's -3.28% return.
5MVL.DE
-2.65%
8.22%
-3.71%
4.07%
9.97%
N/A
VOO
-3.28%
13.71%
-4.52%
10.70%
15.89%
12.40%
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5MVL.DE vs. VOO - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
5MVL.DE vs. VOO — Risk-Adjusted Performance Rank
5MVL.DE
VOO
5MVL.DE vs. VOO - Risk-Adjusted Performance 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 S&P 500 ETF (VOO). 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.
Dividends
5MVL.DE vs. VOO - Dividend Comparison
5MVL.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
5MVL.DE vs. VOO - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
5MVL.DE vs. VOO - Volatility Comparison
The current volatility for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) is 8.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that 5MVL.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.