AVES vs. 5MVL.DE

Last updated Apr 1, 2026

Compare and contrast key facts about Avantis Emerging Markets Value ETF (AVES) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE).

AVES and 5MVL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVES is an actively managed fund by American Century. It was launched on Sep 28, 2021. 5MVL.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Select Value Factor Focus. It was launched on Dec 6, 2018.

Performance

AVES vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Value ETF (AVES) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). The values are adjusted to include any dividend payments, if applicable.

AVES vs. 5MVL.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AVES Avantis Emerging Markets Value ETF	2.97%	30.49%	4.50%	16.79%	-16.04%	1.32%
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)	9.22%	43.66%	14.08%	18.20%	-15.47%	-0.74%

Different Trading Currencies

AVES 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, AVES achieves a 2.97% return, which is significantly lower than 5MVL.DE's 9.22% return.

AVES

• 1D: 3.01%
• 1M: -9.24%
• YTD: 2.97%
• 6M: 6.68%
• 1Y: 31.64%
• 3Y*: 16.33%
• 5Y*: —
• 10Y*: —

5MVL.DE

• 1D: 0.26%
• 1M: -11.17%
• YTD: 9.22%
• 6M: 21.16%
• 1Y: 50.96%
• 3Y*: 26.19%
• 5Y*: 10.89%
• 10Y*: —

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

AVES vs. 5MVL.DE - Expense Ratio Comparison

AVES has a 0.36% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.

5MVL.DE

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

AVES

Avantis Emerging Markets Value ETF

Return for Risk

AVES vs. 5MVL.DE — Risk / Return Rank

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

AVES

AVES Risk / Return Rank: 86
AVES Sharpe Ratio Rank: 87
AVES Sortino Ratio Rank: 87
AVES Omega Ratio Rank: 88
AVES Calmar Ratio Rank: 85
AVES Martin Ratio Rank: 85

5MVL.DE

5MVL.DE Risk / Return Rank: 90
5MVL.DE Sharpe Ratio Rank: 92
5MVL.DE Sortino Ratio Rank: 92
5MVL.DE Omega Ratio Rank: 91
5MVL.DE Calmar Ratio Rank: 88
5MVL.DE Martin Ratio Rank: 89

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.

AVES vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) 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.

	AVES	5MVL.DE	Difference
Sharpe ratio Return per unit of total volatility	1.76	2.50	-0.74
Sortino ratio Return per unit of downside risk	2.32	3.05	-0.73
Omega ratio Gain probability vs. loss probability	1.34	1.45	-0.11
Calmar ratio Return relative to maximum drawdown	2.40	3.63	-1.23
Martin ratio Return relative to average drawdown	9.31	14.20	-4.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVES vs. 5MVL.DE - Sharpe Ratio Comparison

The current AVES Sharpe Ratio is 1.76, which is comparable to the 5MVL.DE Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of AVES and 5MVL.DE, 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

	AVES	5MVL.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	2.50	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.61	-0.15

Correlation

The correlation between AVES and 5MVL.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AVES vs. 5MVL.DE - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 3.19%, while 5MVL.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
AVES Avantis Emerging Markets Value ETF	3.19%	3.17%	4.09%	3.96%	3.70%	0.62%
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AVES vs. 5MVL.DE - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, smaller than the maximum 5MVL.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for AVES and 5MVL.DE.

Drawdown Indicators

	AVES	5MVL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.40%	-32.25%	+4.85%
Max Drawdown (1Y) Largest decline over 1 year	-12.90%	-14.70%	+1.80%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.60%	—
Current Drawdown Current decline from peak	-10.28%	-9.30%	-0.98%
Average Drawdown Average peak-to-trough decline	-7.91%	-6.39%	-1.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.33%	3.62%	-0.29%

Volatility

AVES vs. 5MVL.DE - Volatility Comparison

Avantis Emerging Markets Value ETF (AVES) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) have volatilities of 8.89% and 9.29%, 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.

Volatility by Period

	AVES	5MVL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.89%	9.29%	-0.40%
Volatility (6M) Calculated over the trailing 6-month period	12.90%	14.78%	-1.88%
Volatility (1Y) Calculated over the trailing 1-year period	18.09%	20.31%	-2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	18.09%	-1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.73%	19.89%	-3.16%