BTC-USD vs. 5MVL.DE
BTC-USD (Bitcoin) is a cryptocurrency, while 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) is Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Over the past 5 years, BTC-USD returned 11.54%/yr vs 16.95%/yr for 5MVL.DE. At a 0.17 correlation, their price movements are largely independent.
Performance
BTC-USD vs. 5MVL.DE - Performance Comparison
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Different Trading Currencies
BTC-USD 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, BTC-USD achieves a -24.33% return, which is significantly lower than 5MVL.DE's 44.91% return.
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
5MVL.DE
- 1D
- 2.61%
- 1M
- 8.42%
- YTD
- 44.91%
- 6M
- 49.88%
- 1Y
- 81.84%
- 3Y*
- 36.08%
- 5Y*
- 16.95%
- 10Y*
- —
BTC-USD vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -0.07% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 44.91% | 43.66% | 14.08% | 18.21% | -15.49% | 4.17% | 7.14% | 17.82% | -13.54% |
Correlation
The correlation between BTC-USD and 5MVL.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.17 |
The correlation between BTC-USD and 5MVL.DE shifts across timeframes, from 0.15 (3 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. 5MVL.DE — Risk / Return Rank
BTC-USD
5MVL.DE
BTC-USD vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.
| BTC-USD | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.70 | ||
| Sortino ratioReturn per unit of downside risk | -5.65 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.64 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 7.14 | -7.87 |
| Martin ratioReturn relative to average drawdown | -1.26 | 22.51 | -23.77 |
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Drawdowns
BTC-USD vs. 5MVL.DE - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, 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 BTC-USD and 5MVL.DE.
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Drawdown Indicators
| BTC-USD | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -35.06% | -50.24% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -11.41% | -39.80% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -16.96% | -34.25% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -33.36% | -43.31% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -46.91% | -3.53% | -43.38% |
Average DrawdownAverage peak-to-trough decline | -42.38% | -10.10% | -32.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.75% | 3.62% | +31.13% |
Volatility
BTC-USD vs. 5MVL.DE - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.14% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) at 9.37%. This indicates that BTC-USD'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
| BTC-USD | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.14% | 9.37% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 18.40% | +16.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 21.32% | +14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.55% | 18.86% | +25.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.55% | 20.65% | +35.90% |
Frequently Asked Questions
BTC-USD and 5MVL.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BTC-USD and 5MVL.DE
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