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DX2Z.DE vs. 5MVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2Z.DE vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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, DX2Z.DE achieves a 10.31% return, which is significantly lower than 5MVL.DE's 40.32% return.


DX2Z.DE

1D
0.61%
1M
2.36%
6M
8.54%
YTD
10.31%
1Y
29.81%
3Y*
18.61%
5Y*
12.91%
10Y*
11.40%

5MVL.DE

1D
2.80%
1M
-6.17%
6M
36.31%
YTD
40.32%
1Y
66.56%
3Y*
31.76%
5Y*
16.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2Z.DE vs. 5MVL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DX2Z.DE
Xtrackers S&P Select Frontier Swap UCITS ETF (Acc)
10.31%18.38%30.33%20.29%-15.40%26.53%-13.05%26.32%-7.65%
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 DX2Z.DE 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

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.48

Over the past year, the correlation between DX2Z.DE and 5MVL.DE has dropped to 0.26 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

DX2Z.DE vs. 5MVL.DE — Risk / Return Rank

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

DX2Z.DE
DX2Z.DE Risk / Return Rank: 5353
Overall Rank
DX2Z.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DX2Z.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
DX2Z.DE Omega Ratio Rank: 5252
Omega Ratio Rank
DX2Z.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
DX2Z.DE Martin Ratio Rank: 4848
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: 9393
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9393
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.

DX2Z.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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.


DX2Z.DE5MVL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.27

1.52

-0.25

Calmar ratioReturn relative to maximum drawdown

2.26

6.42

-4.16

Martin ratioReturn relative to average drawdown

6.70

19.50

-12.80

DX2Z.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current DX2Z.DE Sharpe Ratio is 1.58, which is lower than the 5MVL.DE Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of DX2Z.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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Drawdowns

DX2Z.DE vs. 5MVL.DE - Drawdown Comparison

The maximum DX2Z.DE drawdown since its inception was -76.62%, 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 DX2Z.DE and 5MVL.DE.


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Drawdown Indicators


DX2Z.DE5MVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.62%

-32.22%

-44.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-10.32%

-2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-19.14%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-20.60%

-2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

Current Drawdown

Current decline from peak

0.00%

-7.81%

+7.81%

Average Drawdown

Average peak-to-trough decline

-44.91%

-6.62%

-38.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

3.40%

+1.04%

Volatility

DX2Z.DE vs. 5MVL.DE - Volatility Comparison

The current volatility for Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) is 3.87%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that DX2Z.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


DX2Z.DE5MVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

10.83%

-6.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

18.78%

-4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

21.61%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

17.42%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

19.53%

-0.75%

DX2Z.DE vs. 5MVL.DE - Expense Ratio Comparison

DX2Z.DE has a 0.95% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.


Dividends

DX2Z.DE vs. 5MVL.DE - Dividend Comparison

Neither DX2Z.DE nor 5MVL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DX2Z.DE 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.

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 0.95% for DX2Z.DE.

DX2Z.DE tracks S&P Select Frontier 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: 0.95% for DX2Z.DE and 0.40% for 5MVL.DE.

Portfolio Optimizer

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