5MVL.DE vs. XMEM.L
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and XMEM.L (Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C) are both Emerging Markets Equities funds - 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus while XMEM.L tracks the MSCI EM NR USD. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.27%/yr vs 8.17%/yr for XMEM.L. Their correlation of 0.82 suggests significant overlap in exposure. 5MVL.DE charges 0.40%/yr vs 0.49%/yr for XMEM.L.
Performance
5MVL.DE vs. XMEM.L - Performance Comparison
Loading charts...
Different Trading Currencies
5MVL.DE is traded in EUR, while XMEM.L is traded in GBp. To make them comparable, the XMEM.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 5MVL.DE achieves a 45.83% return, which is significantly higher than XMEM.L's 27.12% 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*
- —
XMEM.L
- 1D
- -1.63%
- 1M
- 5.99%
- YTD
- 27.12%
- 6M
- 29.28%
- 1Y
- 49.67%
- 3Y*
- 20.40%
- 5Y*
- 8.17%
- 10Y*
- 9.68%
5MVL.DE vs. XMEM.L - 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) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
XMEM.L Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C | 27.14% | 18.24% | 14.24% | 5.16% | -15.30% | 4.31% | 7.54% | 20.62% | -1.77% |
Correlation
The correlation between 5MVL.DE and XMEM.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.82 |
The correlation between 5MVL.DE and XMEM.L has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
5MVL.DE vs. XMEM.L — Risk / Return Rank
5MVL.DE
XMEM.L
5MVL.DE vs. XMEM.L - 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 Emerging Markets Swap UCITS ETF 1C (XMEM.L). 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 | XMEM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.50 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 4.60 | +4.27 |
| Martin ratioReturn relative to average drawdown | 28.83 | 16.59 | +12.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 5MVL.DE | XMEM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | 2.77 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.51 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.24 | +0.60 |
Drawdowns
5MVL.DE vs. XMEM.L - Drawdown Comparison
The maximum 5MVL.DE drawdown since its inception was -32.25%, smaller than the maximum XMEM.L drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and XMEM.L.
Loading charts...
Drawdown Indicators
| 5MVL.DE | XMEM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -60.05% | +27.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -10.75% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -17.93% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -24.05% | +3.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.75% | — |
Current DrawdownCurrent decline from peak | -3.88% | -2.61% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -13.63% | +7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.99% | -0.12% |
Volatility
5MVL.DE vs. XMEM.L - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 8.71% compared to Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.L) at 7.47%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than XMEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5MVL.DE | XMEM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 7.47% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 14.96% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 17.84% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 17.49% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 18.79% | +0.05% |
5MVL.DE vs. XMEM.L - Expense Ratio Comparison
5MVL.DE has a 0.40% expense ratio, which is lower than XMEM.L's 0.49% expense ratio.
Dividends
5MVL.DE vs. XMEM.L - Dividend Comparison
Neither 5MVL.DE nor XMEM.L has paid dividends to shareholders.
Frequently Asked Questions
5MVL.DE and XMEM.L have a correlation of 0.88, 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 0.49% for XMEM.L.
5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while XMEM.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for 5MVL.DE and 0.49% for XMEM.L.
Find the right allocation for 5MVL.DE and XMEM.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer