EDM2.DE vs. 5MVL.DE
Compare and contrast key facts about iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE).
EDM2.DE and 5MVL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDM2.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets ESG Enhanced Focus. It was launched on Oct 22, 2019. 5MVL.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Select Value Factor Focus. It was launched on Dec 6, 2018. Both EDM2.DE and 5MVL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EDM2.DE vs. 5MVL.DE - Performance Comparison
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EDM2.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 5.56% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 7.76% | 7.05% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 12.62% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 9.29% |
Returns By Period
In the year-to-date period, EDM2.DE achieves a 5.56% return, which is significantly lower than 5MVL.DE's 12.62% return.
EDM2.DE
- 1D
- 3.35%
- 1M
- -5.48%
- YTD
- 5.56%
- 6M
- 8.44%
- 1Y
- 25.59%
- 3Y*
- 13.61%
- 5Y*
- 3.91%
- 10Y*
- —
5MVL.DE
- 1D
- -1.11%
- 1M
- -1.54%
- YTD
- 12.62%
- 6M
- 22.31%
- 1Y
- 42.36%
- 3Y*
- 24.34%
- 5Y*
- 11.63%
- 10Y*
- —
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EDM2.DE vs. 5MVL.DE - Expense Ratio Comparison
EDM2.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Return for Risk
EDM2.DE vs. 5MVL.DE — Risk / Return Rank
EDM2.DE
5MVL.DE
EDM2.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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.
| EDM2.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.17 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.73 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.40 | 5.12 | -2.73 |
Martin ratioReturn relative to average drawdown | 8.39 | 16.85 | -8.46 |
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
| EDM2.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.17 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.71 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.65 | -0.29 |
Correlation
The correlation between EDM2.DE and 5MVL.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EDM2.DE vs. 5MVL.DE - Dividend Comparison
Neither EDM2.DE nor 5MVL.DE has paid dividends to shareholders.
Drawdowns
EDM2.DE vs. 5MVL.DE - Drawdown Comparison
The maximum EDM2.DE drawdown since its inception was -32.32%, roughly equal to the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for EDM2.DE and 5MVL.DE.
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Drawdown Indicators
| EDM2.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -32.25% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -11.34% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -20.60% | -4.83% |
Current DrawdownCurrent decline from peak | -7.81% | -7.87% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -11.34% | -6.39% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.83% | +0.28% |
Volatility
EDM2.DE vs. 5MVL.DE - Volatility Comparison
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) has a higher volatility of 7.35% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) at 6.91%. This indicates that EDM2.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
| EDM2.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 6.91% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 14.22% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 19.42% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 16.24% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 18.62% | +0.31% |