5MVL.DE vs. XAIX.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, 5MVL.DE returned 16.95%/yr vs 20.87%/yr for XAIX.DE. A 0.64 correlation means they provide meaningful diversification when combined. 5MVL.DE charges 0.40%/yr vs 0.35%/yr for XAIX.DE.
Performance
5MVL.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVL.DE achieves a 43.44% return, which is significantly higher than XAIX.DE's 32.20% return.
5MVL.DE
- 1D
- 3.39%
- 1M
- 4.58%
- YTD
- 43.44%
- 6M
- 48.91%
- 1Y
- 74.54%
- 3Y*
- 32.41%
- 5Y*
- 16.95%
- 10Y*
- —
XAIX.DE
- 1D
- 3.39%
- 1M
- 7.41%
- YTD
- 32.20%
- 6M
- 35.31%
- 1Y
- 54.48%
- 3Y*
- 33.45%
- 5Y*
- 20.87%
- 10Y*
- —
5MVL.DE vs. XAIX.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) | 43.44% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 12.22% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 32.20% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 6.39% |
Correlation
The correlation between 5MVL.DE and XAIX.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2019 | 0.64 |
The correlation between 5MVL.DE and XAIX.DE shifts across timeframes, from 0.58 (3 years) to 0.70 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
5MVL.DE vs. XAIX.DE — Risk / Return Rank
5MVL.DE
XAIX.DE
5MVL.DE vs. XAIX.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 Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 5MVL.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.44 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 7.62 | 4.48 | +3.14 |
| Martin ratioReturn relative to average drawdown | 23.86 | 12.35 | +11.51 |
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Drawdowns
5MVL.DE vs. XAIX.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, roughly equal to the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and XAIX.DE.
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Drawdown Indicators
| 5MVL.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -33.08% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -12.10% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -27.61% | +8.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -33.08% | +12.48% |
Current DrawdownCurrent decline from peak | -5.46% | -6.65% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -7.63% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 4.40% | -1.29% |
Volatility
5MVL.DE vs. XAIX.DE - Volatility Comparison
The current volatility for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) is 9.05%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 9.60%. This indicates that 5MVL.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 9.60% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.96% | 17.26% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 21.31% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 20.90% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 21.77% | -2.43% |
5MVL.DE vs. XAIX.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than XAIX.DE's 0.35% expense ratio.
Dividends
5MVL.DE vs. XAIX.DE - Dividend Comparison
Neither 5MVL.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and XAIX.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAIX.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAIX.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while XAIX.DE is Technology Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for 5MVL.DE and 0.35% for XAIX.DE.
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