84X0.DE vs. 5MVL.DE
84X0.DE (iShares MSCI EM ex-China UCITS ETF USD Acc) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds from iShares - 84X0.DE tracks the MSCI Emerging Markets ex China Index (Net) while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past year, 84X0.DE returned 68.88% vs 82.90% for 5MVL.DE. Their correlation of 0.83 suggests significant overlap in exposure. 84X0.DE charges 0.18%/yr vs 0.40%/yr for 5MVL.DE.
Performance
84X0.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 84X0.DE achieves a 40.37% return, which is significantly lower than 5MVL.DE's 45.83% return.
84X0.DE
- 1D
- -1.73%
- 1M
- 8.33%
- YTD
- 40.37%
- 6M
- 44.02%
- 1Y
- 68.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 11.27%
- YTD
- 45.83%
- 6M
- 48.36%
- 1Y
- 82.90%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
84X0.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
84X0.DE iShares MSCI EM ex-China UCITS ETF USD Acc | 40.37% | 19.85% | 9.62% | 7.38% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 5.76% |
Correlation
The correlation between 84X0.DE and 5MVL.DE is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023 | 0.83 |
The correlation between 84X0.DE and 5MVL.DE has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
84X0.DE vs. 5MVL.DE — Risk / Return Rank
84X0.DE
5MVL.DE
84X0.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.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.
| 84X0.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.73 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.88 | 8.86 | -2.99 |
| Martin ratioReturn relative to average drawdown | 21.92 | 28.83 | -6.91 |
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
| 84X0.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.52 | 4.31 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.77 | 0.83 | +0.94 |
Drawdowns
84X0.DE vs. 5MVL.DE - Drawdown Comparison
The maximum 84X0.DE drawdown since its inception was -19.72%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for 84X0.DE and 5MVL.DE.
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Drawdown Indicators
| 84X0.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -32.25% | +12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -9.30% | -2.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.60% | — |
Current DrawdownCurrent decline from peak | -2.49% | -3.88% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -6.27% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.87% | +0.26% |
Volatility
84X0.DE vs. 5MVL.DE - Volatility Comparison
iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) have volatilities of 8.41% and 8.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 84X0.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 8.71% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 15.83% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.46% | 19.13% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 16.78% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 18.84% | -1.73% |
84X0.DE vs. 5MVL.DE - Expense Ratio Comparison
84X0.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
84X0.DE vs. 5MVL.DE - Dividend Comparison
Neither 84X0.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
84X0.DE and 5MVL.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 84X0.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
84X0.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
84X0.DE tracks MSCI Emerging Markets ex China Index (Net), while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.18% for 84X0.DE and 0.40% for 5MVL.DE.
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