D5BI.DE vs. 5MVL.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - D5BI.DE tracks the MSCI Mexico Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, D5BI.DE returned 13.52%/yr vs 16.49%/yr for 5MVL.DE. At a 0.50 correlation, their price movements are largely independent. D5BI.DE charges 0.65%/yr vs 0.40%/yr for 5MVL.DE.
Performance
D5BI.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BI.DE achieves a 11.27% return, which is significantly lower than 5MVL.DE's 40.32% return.
D5BI.DE
- 1D
- -1.37%
- 1M
- -1.99%
- 6M
- 12.22%
- YTD
- 11.27%
- 1Y
- 32.11%
- 3Y*
- 8.59%
- 5Y*
- 13.52%
- 10Y*
- 6.75%
5MVL.DE
- 1D
- 2.80%
- 1M
- -6.17%
- 6M
- 36.31%
- YTD
- 40.32%
- 1Y
- 66.56%
- 3Y*
- 31.76%
- 5Y*
- 16.49%
- 10Y*
- —
D5BI.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | 6.01% | 26.63% | -10.02% | 16.19% | 2.62% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 40.32% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
Correlation
The correlation between D5BI.DE and 5MVL.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.50 |
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Return for Risk
D5BI.DE vs. 5MVL.DE — Risk / Return Rank
D5BI.DE
5MVL.DE
D5BI.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.
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.
| D5BI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.52 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 6.42 | -3.72 |
| Martin ratioReturn relative to average drawdown | 10.42 | 19.50 | -9.08 |
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Drawdowns
D5BI.DE vs. 5MVL.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and 5MVL.DE.
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Drawdown Indicators
| D5BI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -32.22% | -23.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -10.32% | -1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -19.14% | -11.75% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -20.60% | -10.29% |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | — | — |
Current DrawdownCurrent decline from peak | -4.36% | -7.81% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -6.62% | -12.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.40% | -0.33% |
Volatility
D5BI.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) is 6.63%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that D5BI.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
| D5BI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 10.83% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 18.78% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 21.61% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 17.42% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 19.53% | +4.41% |
D5BI.DE vs. 5MVL.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
D5BI.DE vs. 5MVL.DE - Dividend Comparison
Neither D5BI.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BI.DE and 5MVL.DE have a correlation of 0.49, 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 0.65% for D5BI.DE.
D5BI.DE tracks MSCI Mexico Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.65% for D5BI.DE and 0.40% for 5MVL.DE.
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