ARKQ vs. 5MVL.DE
ARKQ (ARK Autonomous Technology & Robotics ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - ARKQ is a Robotics fund actively managed by ARK, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. ARKQ is actively managed, while 5MVL.DE is passively managed. Over the past 5 years, ARKQ returned 9.89%/yr vs 15.88%/yr for 5MVL.DE. A 0.51 correlation means they provide meaningful diversification when combined. ARKQ charges 0.75%/yr vs 0.40%/yr for 5MVL.DE.
Performance
ARKQ vs. 5MVL.DE - Performance Comparison
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Different Trading Currencies
ARKQ is traded in USD, while 5MVL.DE is traded in EUR. To make them comparable, the 5MVL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ARKQ achieves a 12.86% return, which is significantly lower than 5MVL.DE's 41.23% return.
ARKQ
- 1D
- -0.64%
- 1M
- -5.27%
- YTD
- 12.86%
- 6M
- 13.25%
- 1Y
- 55.23%
- 3Y*
- 32.57%
- 5Y*
- 9.89%
- 10Y*
- 21.73%
5MVL.DE
- 1D
- 3.29%
- 1M
- 3.27%
- YTD
- 41.23%
- 6M
- 46.71%
- 1Y
- 74.34%
- 3Y*
- 35.51%
- 5Y*
- 15.88%
- 10Y*
- —
ARKQ vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ARKQ ARK Autonomous Technology & Robotics ETF | 12.86% | 48.81% | 33.88% | 40.70% | -46.75% | 1.74% | 107.20% | 25.94% | -7.07% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 41.23% | 43.66% | 14.08% | 18.21% | -15.49% | 4.17% | 7.14% | 17.82% | -13.54% |
Correlation
The correlation between ARKQ and 5MVL.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.51 |
The correlation between ARKQ and 5MVL.DE has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.
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Return for Risk
ARKQ vs. 5MVL.DE — Risk / Return Rank
ARKQ
5MVL.DE
ARKQ vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Autonomous Technology & Robotics ETF (ARKQ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARKQ | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.59 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 6.48 | -3.79 |
| Martin ratioReturn relative to average drawdown | 7.95 | 20.49 | -12.54 |
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Drawdowns
ARKQ vs. 5MVL.DE - Drawdown Comparison
The maximum ARKQ drawdown since its inception was -59.89%, which is greater than 5MVL.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for ARKQ and 5MVL.DE.
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Drawdown Indicators
| ARKQ | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.89% | -35.06% | -24.83% |
Max Drawdown (1Y)Largest decline over 1 year | -20.58% | -11.41% | -9.17% |
Max Drawdown (3Y)Largest decline over 3 years | -30.76% | -16.96% | -13.80% |
Max Drawdown (5Y)Largest decline over 5 years | -55.71% | -34.19% | -21.52% |
Max Drawdown (10Y)Largest decline over 10 years | -59.89% | — | — |
Current DrawdownCurrent decline from peak | -10.02% | -5.98% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -17.22% | -10.10% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.97% | 3.62% | +3.35% |
Volatility
ARKQ vs. 5MVL.DE - Volatility Comparison
ARK Autonomous Technology & Robotics ETF (ARKQ) has a higher volatility of 12.70% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) at 9.66%. This indicates that ARKQ's price experiences larger fluctuations and is considered to be riskier 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
| ARKQ | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.70% | 9.66% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 26.15% | 18.27% | +7.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.54% | 21.23% | +12.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.50% | 18.82% | +13.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.98% | 20.64% | +9.34% |
ARKQ vs. 5MVL.DE - Expense Ratio Comparison
ARKQ has a 0.75% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
ARKQ vs. 5MVL.DE - Dividend Comparison
ARKQ's dividend yield for the trailing twelve months is around 0.24%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
ARKQ ARK Autonomous Technology & Robotics ETF | 0.24% | 0.27% | 0.00% | 0.00% | 0.00% | 0.80% | 0.86% | 0.00% | 2.86% | 1.54% | 0.00% | 0.98% |
Frequently Asked Questions
ARKQ and 5MVL.DE have a correlation of 0.52, 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 0.75% for ARKQ.
ARKQ is categorized as Robotics, while 5MVL.DE is Emerging Markets Equities. They also come from different issuers: ARK and iShares. Their fees differ too: 0.75% for ARKQ and 0.40% for 5MVL.DE.
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