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AXQT.DE vs. 5MVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXQT.DE vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXQT.DE achieves a 10.31% return, which is significantly lower than 5MVL.DE's 12.49% return.


AXQT.DE

1D
0.28%
1M
0.05%
YTD
10.31%
6M
17.46%
1Y
46.35%
3Y*
5Y*
10Y*

5MVL.DE

1D
-0.12%
1M
0.06%
YTD
12.49%
6M
20.60%
1Y
59.88%
3Y*
24.61%
5Y*
11.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXQT.DE vs. 5MVL.DE - Yearly Performance Comparison


Correlation

The correlation between AXQT.DE and 5MVL.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


AXQT.DE vs. 5MVL.DE - Expense Ratio Comparison

AXQT.DE has a 0.27% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.


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Return for Risk

AXQT.DE vs. 5MVL.DE — Risk / Return Rank

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

AXQT.DE
AXQT.DE Risk / Return Rank: 8989
Overall Rank
AXQT.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AXQT.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
AXQT.DE Omega Ratio Rank: 8787
Omega Ratio Rank
AXQT.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
AXQT.DE Martin Ratio Rank: 9090
Martin Ratio Rank

5MVL.DE
5MVL.DE Risk / Return Rank: 9494
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9292
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9494
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.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.


AXQT.DE5MVL.DEDifference

Sharpe ratio

Return per unit of total volatility

2.70

3.32

-0.62

Sortino ratio

Return per unit of downside risk

3.47

4.14

-0.68

Omega ratio

Gain probability vs. loss probability

1.50

1.58

-0.08

Calmar ratio

Return relative to maximum drawdown

4.03

5.96

-1.93

Martin ratio

Return relative to average drawdown

14.89

19.57

-4.69

AXQT.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current AXQT.DE Sharpe Ratio is 2.70, which is comparable to the 5MVL.DE Sharpe Ratio of 3.32. The chart below compares the historical Sharpe Ratios of AXQT.DE and 5MVL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AXQT.DE5MVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

3.32

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.64

+0.58

Drawdowns

AXQT.DE vs. 5MVL.DE - Drawdown Comparison

The maximum AXQT.DE drawdown since its inception was -18.65%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for AXQT.DE and 5MVL.DE.


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Drawdown Indicators


AXQT.DE5MVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.65%

-32.25%

+13.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-9.30%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

Current Drawdown

Current decline from peak

-8.72%

-7.97%

-0.75%

Average Drawdown

Average peak-to-trough decline

-3.34%

-6.39%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.83%

+0.28%

Volatility

AXQT.DE vs. 5MVL.DE - Volatility Comparison

AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) has a higher volatility of 7.55% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) at 6.59%. This indicates that AXQT.DE'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


AXQT.DE5MVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

6.59%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

14.22%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

18.38%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

16.24%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

18.62%

0.00%

Dividends

AXQT.DE vs. 5MVL.DE - Dividend Comparison

Neither AXQT.DE nor 5MVL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments