5MVW.DE vs. 5MVL.DE
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, 5MVW.DE returned 20.31%/yr vs 17.27%/yr for 5MVL.DE. At a 0.35 correlation, their price movements are largely independent. 5MVW.DE charges 0.18%/yr vs 0.40%/yr for 5MVL.DE.
Performance
5MVW.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVW.DE achieves a 32.79% return, which is significantly lower than 5MVL.DE's 45.83% return.
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
5MVW.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
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% | 9.09% |
Correlation
The correlation between 5MVW.DE and 5MVL.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.35 |
The correlation between 5MVW.DE and 5MVL.DE shifts across timeframes, from -0.01 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5MVW.DE vs. 5MVL.DE — Risk / Return Rank
5MVW.DE
5MVL.DE
5MVW.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| 5MVW.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.73 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 8.86 | -5.90 |
| Martin ratioReturn relative to average drawdown | 9.81 | 28.83 | -19.02 |
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
| 5MVW.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 4.31 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.02 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.83 | -0.38 |
Drawdowns
5MVW.DE vs. 5MVL.DE - Drawdown Comparison
The maximum 5MVW.DE drawdown since its inception was -56.87%, which is greater than 5MVL.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for 5MVW.DE and 5MVL.DE.
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Drawdown Indicators
| 5MVW.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.87% | -32.25% | -24.62% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -9.30% | -5.75% |
Max Drawdown (3Y)Largest decline over 3 years | -23.76% | -19.15% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -20.60% | -3.16% |
Current DrawdownCurrent decline from peak | -7.49% | -3.88% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -6.27% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 2.87% | +1.69% |
Volatility
5MVW.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) is 6.76%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that 5MVW.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5MVW.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 8.71% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 15.83% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 19.13% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 16.78% | +7.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.20% | 18.84% | +10.36% |
5MVW.DE vs. 5MVL.DE - Expense Ratio Comparison
5MVW.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
5MVW.DE vs. 5MVL.DE - Dividend Comparison
5MVW.DE's dividend yield for the trailing twelve months is around 2.48%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
Frequently Asked Questions
5MVW.DE and 5MVL.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
5MVW.DE is categorized as Energy Equities, while 5MVL.DE is Emerging Markets Equities. 5MVW.DE tracks MSCI World Energy, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.18% for 5MVW.DE and 0.40% for 5MVL.DE.
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