5MVL.DE vs. WTEJ.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and WTEJ.DE (WisdomTree Cloud Computing 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 WTEJ.DE is a Technology Equities fund tracking the BVP Nasdaq Emerging Cloud. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs -6.47%/yr for WTEJ.DE. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
5MVL.DE vs. WTEJ.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 WTEJ.DE's -3.77% 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*
- —
WTEJ.DE
- 1D
- 1.76%
- 1M
- 18.51%
- YTD
- -3.77%
- 6M
- -4.08%
- 1Y
- -10.28%
- 3Y*
- 0.54%
- 5Y*
- -6.47%
- 10Y*
- —
5MVL.DE vs. WTEJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 5.68% |
WTEJ.DE WisdomTree Cloud Computing UCITS ETF USD Acc | -3.77% | -16.66% | 12.94% | 39.67% | -50.17% | 4.71% | 90.46% | 4.50% |
Correlation
The correlation between 5MVL.DE and WTEJ.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2019 | 0.36 |
The correlation between 5MVL.DE and WTEJ.DE shifts across timeframes, from 0.18 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
5MVL.DE vs. WTEJ.DE — Risk / Return Rank
5MVL.DE
WTEJ.DE
5MVL.DE vs. WTEJ.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 Cloud Computing UCITS ETF USD Acc (WTEJ.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 | WTEJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.56 | ||
| Sortino ratioReturn per unit of downside risk | +5.28 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 0.99 | +0.75 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | -0.25 | +9.11 |
| Martin ratioReturn relative to average drawdown | 28.83 | -0.55 | +29.39 |
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 | WTEJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | -0.25 | +4.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | -0.18 | +1.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.11 | +0.72 |
Drawdowns
5MVL.DE vs. WTEJ.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, smaller than the maximum WTEJ.DE drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and WTEJ.DE.
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Drawdown Indicators
| 5MVL.DE | WTEJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -63.60% | +31.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -36.22% | +26.92% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -48.59% | +29.44% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -63.60% | +43.00% |
Current DrawdownCurrent decline from peak | -3.88% | -48.45% | +44.57% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -35.70% | +29.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 16.00% | -13.13% |
Volatility
5MVL.DE vs. WTEJ.DE - Volatility Comparison
The current volatility for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) is 8.71%, while WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) has a volatility of 15.88%. This indicates that 5MVL.DE experiences smaller price fluctuations and is considered to be less risky than WTEJ.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 | WTEJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 15.88% | -7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 32.38% | -16.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 36.29% | -17.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 35.57% | -18.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 38.61% | -19.77% |
5MVL.DE vs. WTEJ.DE - Expense Ratio Comparison
Both 5MVL.DE and WTEJ.DE have an expense ratio of 0.40%.
Dividends
5MVL.DE vs. WTEJ.DE - Dividend Comparison
Neither 5MVL.DE nor WTEJ.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and WTEJ.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE and WTEJ.DE have the same expense ratio: 0.40% per year.
5MVL.DE is categorized as Emerging Markets Equities, while WTEJ.DE is Technology Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while WTEJ.DE tracks BVP Nasdaq Emerging Cloud. They also come from different issuers: iShares and WisdomTree.
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