5MVL.DE vs. XDWH.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 5 years, 5MVL.DE returned 15.26%/yr vs 5.45%/yr for XDWH.DE. At a 0.35 correlation, their price movements are largely independent. 5MVL.DE charges 0.40%/yr vs 0.25%/yr for XDWH.DE.
Performance
5MVL.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVL.DE achieves a 31.38% return, which is significantly higher than XDWH.DE's 5.55% return.
5MVL.DE
- 1D
- -1.68%
- 1M
- -10.88%
- 6M
- 21.28%
- YTD
- 31.38%
- 1Y
- 52.96%
- 3Y*
- 29.98%
- 5Y*
- 15.26%
- 10Y*
- —
XDWH.DE
- 1D
- 0.44%
- 1M
- 6.83%
- 6M
- 3.32%
- YTD
- 5.55%
- 1Y
- 20.71%
- 3Y*
- 6.56%
- 5Y*
- 5.45%
- 10Y*
- 7.92%
5MVL.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 31.38% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 5.55% | 2.20% | 7.45% | 0.04% | 0.11% | 30.30% | 2.70% | 27.21% | -7.98% |
Correlation
The correlation between 5MVL.DE and XDWH.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.35 |
Over the past year, the correlation between 5MVL.DE and XDWH.DE has dropped to 0.03 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
5MVL.DE vs. XDWH.DE — Risk / Return Rank
5MVL.DE
XDWH.DE
5MVL.DE vs. XDWH.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 MSCI World Health Care UCITS ETF 1C (XDWH.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 | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 2.10 | +1.75 |
| Martin ratioReturn relative to average drawdown | 13.22 | 5.39 | +7.83 |
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Drawdowns
5MVL.DE vs. XDWH.DE - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.22%, smaller than the maximum XDWH.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and XDWH.DE.
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Drawdown Indicators
| 5MVL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -40.65% | +8.43% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -9.82% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -21.11% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -21.11% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.06% | — |
Current DrawdownCurrent decline from peak | -13.68% | -1.89% | -11.79% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -7.33% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 3.83% | +0.16% |
Volatility
5MVL.DE vs. XDWH.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 9.72% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 4.99%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than XDWH.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 | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 4.99% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.39% | 10.40% | +8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 14.26% | +8.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 13.58% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 15.65% | +3.94% |
5MVL.DE vs. XDWH.DE - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is higher than XDWH.DE's 0.25% expense ratio.
Dividends
5MVL.DE vs. XDWH.DE - Dividend Comparison
Neither 5MVL.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and XDWH.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWH.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWH.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for 5MVL.DE.
5MVL.DE is categorized as Emerging Markets Equities, while XDWH.DE is Health & Biotech Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while XDWH.DE tracks MSCI World/Health Care NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for 5MVL.DE and 0.25% for XDWH.DE.
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