AE5A.DE vs. 5MVL.DE
AE5A.DE (Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - AE5A.DE tracks the MSCI Emerging Markets Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, AE5A.DE returned 8.49%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.91 suggests significant overlap in exposure. AE5A.DE charges 0.14%/yr vs 0.40%/yr for 5MVL.DE.
Performance
AE5A.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE5A.DE achieves a 27.41% return, which is significantly lower than 5MVL.DE's 45.83% return.
AE5A.DE
- 1D
- -1.54%
- 1M
- 6.05%
- YTD
- 27.41%
- 6M
- 29.44%
- 1Y
- 49.88%
- 3Y*
- 20.90%
- 5Y*
- 8.49%
- 10Y*
- 9.98%
5MVL.DE
- 1D
- -2.48%
- 1M
- 11.27%
- YTD
- 45.83%
- 6M
- 48.36%
- 1Y
- 82.90%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
AE5A.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AE5A.DE Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist | 27.41% | 19.26% | 14.36% | 5.58% | -14.19% | 4.19% | 7.49% | 21.04% | -2.20% |
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% |
Correlation
The correlation between AE5A.DE and 5MVL.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.91 |
The correlation between AE5A.DE and 5MVL.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
AE5A.DE vs. 5MVL.DE — Risk / Return Rank
AE5A.DE
5MVL.DE
AE5A.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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.
| AE5A.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.73 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 8.86 | -4.06 |
| Martin ratioReturn relative to average drawdown | 17.35 | 28.83 | -11.48 |
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
| AE5A.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 4.31 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 1.02 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.83 | -0.41 |
Drawdowns
AE5A.DE vs. 5MVL.DE - Drawdown Comparison
The maximum AE5A.DE drawdown since its inception was -36.16%, 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 AE5A.DE and 5MVL.DE.
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Drawdown Indicators
| AE5A.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -32.25% | -3.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -9.30% | -1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -19.15% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -20.60% | -2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -32.24% | — | — |
Current DrawdownCurrent decline from peak | -2.56% | -3.88% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -9.72% | -6.27% | -3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.87% | 0.00% |
Volatility
AE5A.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) is 7.32%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that AE5A.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
| AE5A.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 8.71% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.97% | 15.83% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 19.13% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 16.78% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 18.84% | +0.21% |
AE5A.DE vs. 5MVL.DE - Expense Ratio Comparison
AE5A.DE has a 0.14% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
AE5A.DE vs. 5MVL.DE - Dividend Comparison
AE5A.DE's dividend yield for the trailing twelve months is around 1.69%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
AE5A.DE Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist | 1.69% | 2.15% | 3.38% | 3.80% | 2.44% | 1.62% | 1.71% | 2.01% | 2.17% |
Frequently Asked Questions
With a correlation of 0.91, AE5A.DE and 5MVL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, AE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.40% for 5MVL.DE.
AE5A.DE tracks MSCI Emerging Markets Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for AE5A.DE and 0.40% for 5MVL.DE.
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