AYEM.DE vs. 5MVL.DE
AYEM.DE (iShares MSCI EM IMI ESG Screened 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 - AYEM.DE tracks the MSCI Emerging Markets IMI ESG Screened while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, AYEM.DE returned 8.30%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.91 suggests significant overlap in exposure. AYEM.DE charges 0.18%/yr vs 0.40%/yr for 5MVL.DE.
Performance
AYEM.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AYEM.DE achieves a 26.90% return, which is significantly lower than 5MVL.DE's 45.83% return.
AYEM.DE
- 1D
- -1.29%
- 1M
- 4.35%
- YTD
- 26.90%
- 6M
- 27.17%
- 1Y
- 46.15%
- 3Y*
- 20.23%
- 5Y*
- 8.30%
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
AYEM.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AYEM.DE iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 26.90% | 17.51% | 14.02% | 6.81% | -14.64% | 6.10% | 7.92% | 21.67% | -2.53% |
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 AYEM.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 | 0.88 |
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 AYEM.DE and 5MVL.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
AYEM.DE vs. 5MVL.DE — Risk / Return Rank
AYEM.DE
5MVL.DE
AYEM.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.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.
| AYEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.73 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 8.86 | -4.56 |
| Martin ratioReturn relative to average drawdown | 15.83 | 28.83 | -13.00 |
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
| AYEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 4.31 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.02 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.83 | -0.25 |
Drawdowns
AYEM.DE vs. 5MVL.DE - Drawdown Comparison
The maximum AYEM.DE drawdown since its inception was -31.19%, roughly equal to the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and 5MVL.DE.
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Drawdown Indicators
| AYEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -32.25% | +1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -9.30% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -19.15% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -20.60% | -2.78% |
Current DrawdownCurrent decline from peak | -2.20% | -3.88% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -6.27% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.87% | +0.13% |
Volatility
AYEM.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) is 7.02%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that AYEM.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
| AYEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 8.71% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.89% | 15.83% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 19.13% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 16.78% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 18.84% | -0.22% |
AYEM.DE vs. 5MVL.DE - Expense Ratio Comparison
AYEM.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
AYEM.DE vs. 5MVL.DE - Dividend Comparison
Neither AYEM.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, AYEM.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, AYEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AYEM.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.18% for AYEM.DE and 0.40% for 5MVL.DE.
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