5MVL.DE vs. WRNA.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and WRNA.DE (WisdomTree BioRevolution 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 WRNA.DE is a Health & Biotech Equities fund tracking the WisdomTree BioRevolution ESG Screened. Both are passively managed. Over the past 3 years, 5MVL.DE returned 33.99%/yr vs 0.92%/yr for WRNA.DE. At a 0.41 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.45%/yr for WRNA.DE.
Performance
5MVL.DE vs. WRNA.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 WRNA.DE's 10.48% 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*
- —
WRNA.DE
- 1D
- 4.08%
- 1M
- 4.35%
- YTD
- 10.48%
- 6M
- 11.73%
- 1Y
- 49.24%
- 3Y*
- 0.92%
- 5Y*
- —
- 10Y*
- —
5MVL.DE vs. WRNA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | -0.40% |
WRNA.DE WisdomTree BioRevolution UCITS ETF USD Acc | 10.48% | 9.13% | -10.92% | -3.37% | -22.01% | -0.98% |
Correlation
The correlation between 5MVL.DE and WRNA.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2021 | 0.41 |
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Return for Risk
5MVL.DE vs. WRNA.DE — Risk / Return Rank
5MVL.DE
WRNA.DE
5MVL.DE vs. WRNA.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 WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.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 | WRNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.30 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 3.61 | +5.25 |
| Martin ratioReturn relative to average drawdown | 28.83 | 9.63 | +19.20 |
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 | WRNA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 1.75 | +2.56 |
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 | -0.20 | +1.03 |
Drawdowns
5MVL.DE vs. WRNA.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, smaller than the maximum WRNA.DE drawdown of -52.35%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and WRNA.DE.
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Drawdown Indicators
| 5MVL.DE | WRNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -52.35% | +20.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -13.42% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -40.06% | +20.91% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | — | — |
Current DrawdownCurrent decline from peak | -3.88% | -20.73% | +16.85% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -27.26% | +20.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 5.04% | -2.17% |
Volatility
5MVL.DE vs. WRNA.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.DE) at 6.73%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than WRNA.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 | WRNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 6.73% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 17.21% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 27.70% | -8.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 24.22% | -7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 24.22% | -5.38% |
5MVL.DE vs. WRNA.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is lower than WRNA.DE's 0.45% expense ratio.
Dividends
5MVL.DE vs. WRNA.DE - Dividend Comparison
Neither 5MVL.DE nor WRNA.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and WRNA.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for WRNA.DE.
5MVL.DE is categorized as Emerging Markets Equities, while WRNA.DE is Health & Biotech Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while WRNA.DE tracks WisdomTree BioRevolution ESG Screened. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for 5MVL.DE and 0.45% for WRNA.DE.
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