5MVW.DE vs. VFV.TO

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and Vanguard S&P 500 Index ETF (VFV.TO).

5MVW.DE and VFV.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5MVW.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Energy. It was launched on Oct 17, 2019. VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012. Both 5MVW.DE and VFV.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

5MVW.DE vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

5MVW.DE vs. VFV.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist)	35.78%	2.17%	7.57%	0.01%	54.20%	52.29%	-36.78%	4.54%
VFV.TO Vanguard S&P 500 Index ETF	-1.87%	3.61%	32.77%	22.26%	-13.38%	38.06%	8.21%	7.24%

Different Trading Currencies

5MVW.DE is traded in EUR, while VFV.TO is traded in CAD. To make them comparable, the VFV.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5MVW.DE achieves a 35.78% return, which is significantly higher than VFV.TO's -1.87% return.

5MVW.DE

• 1D: 1.03%
• 1M: 7.26%
• YTD: 35.78%
• 6M: 38.37%
• 1Y: 29.04%
• 3Y*: 14.49%
• 5Y*: 22.51%
• 10Y*: —

VFV.TO

• 1D: 0.46%
• 1M: -2.75%
• YTD: -1.87%
• 6M: 0.08%
• 1Y: 9.64%
• 3Y*: 15.97%
• 5Y*: 12.10%
• 10Y*: 13.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVW.DE vs. VFV.TO - Expense Ratio Comparison

5MVW.DE has a 0.18% expense ratio, which is higher than VFV.TO's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

5MVW.DE

iShares MSCI World Energy Sector UCITS ETF USD (Dist)

VFV.TO

Vanguard S&P 500 Index ETF

Return for Risk

5MVW.DE vs. VFV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5MVW.DE

5MVW.DE Risk / Return Rank: 76
5MVW.DE Sharpe Ratio Rank: 69
5MVW.DE Sortino Ratio Rank: 62
5MVW.DE Omega Ratio Rank: 64
5MVW.DE Calmar Ratio Rank: 96
5MVW.DE Martin Ratio Rank: 90

VFV.TO

VFV.TO Risk / Return Rank: 38
VFV.TO Sharpe Ratio Rank: 37
VFV.TO Sortino Ratio Rank: 37
VFV.TO Omega Ratio Rank: 42
VFV.TO Calmar Ratio Rank: 37
VFV.TO Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5MVW.DE vs. VFV.TO - 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 Vanguard S&P 500 Index ETF (VFV.TO). 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	VFV.TO	Difference
Sharpe ratio Return per unit of total volatility	1.29	0.47	+0.82
Sortino ratio Return per unit of downside risk	1.67	0.78	+0.89
Omega ratio Gain probability vs. loss probability	1.25	1.12	+0.13
Calmar ratio Return relative to maximum drawdown	4.92	0.70	+4.21
Martin ratio Return relative to average drawdown	13.49	2.95	+10.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

5MVW.DE vs. VFV.TO - Sharpe Ratio Comparison

The current 5MVW.DE Sharpe Ratio is 1.29, which is higher than the VFV.TO Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of 5MVW.DE and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	5MVW.DE	VFV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	0.47	+0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.73	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.81	-0.34

Correlation

The correlation between 5MVW.DE and VFV.TO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

5MVW.DE vs. VFV.TO - Dividend Comparison

5MVW.DE's dividend yield for the trailing twelve months is around 2.43%, more than VFV.TO's 0.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist)	2.43%	3.29%	3.54%	3.64%	3.41%	3.49%	5.08%	0.63%	0.00%	0.00%	0.00%	0.00%
VFV.TO Vanguard S&P 500 Index ETF	0.96%	0.92%	0.99%	1.20%	1.31%	1.06%	1.33%	1.55%	1.68%	1.50%	1.66%	1.63%

Drawdowns

5MVW.DE vs. VFV.TO - Drawdown Comparison

The maximum 5MVW.DE drawdown since its inception was -56.87%, which is greater than VFV.TO's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for 5MVW.DE and VFV.TO.

Drawdown Indicators

	5MVW.DE	VFV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-56.87%	-27.43%	-29.44%
Max Drawdown (1Y) Largest decline over 1 year	-15.20%	-8.62%	-6.58%
Max Drawdown (5Y) Largest decline over 5 years	-23.76%	-22.19%	-1.57%
Max Drawdown (10Y) Largest decline over 10 years	—	-27.43%	—
Current Drawdown Current decline from peak	-5.40%	-5.27%	-0.13%
Average Drawdown Average peak-to-trough decline	-13.64%	-3.39%	-10.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	3.33%	-0.56%

Volatility

5MVW.DE vs. VFV.TO - Volatility Comparison

iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a higher volatility of 8.36% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 4.34%. This indicates that 5MVW.DE's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	5MVW.DE	VFV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.36%	4.34%	+4.02%
Volatility (6M) Calculated over the trailing 6-month period	14.54%	9.51%	+5.03%
Volatility (1Y) Calculated over the trailing 1-year period	22.47%	20.70%	+1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.76%	16.76%	+7.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.17%	18.86%	+10.31%