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EDM2.DE vs. 5MVL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDM2.DE vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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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EDM2.DE vs. 5MVL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

EDM2.DE
EDM2.DE Risk / Return Rank: 7373
Overall Rank
EDM2.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EDM2.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EDM2.DE Omega Ratio Rank: 6969
Omega Ratio Rank
EDM2.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
EDM2.DE Martin Ratio Rank: 7373
Martin Ratio Rank

5MVL.DE
5MVL.DE Risk / Return Rank: 9393
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9090
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9595
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.

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.DE5MVL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.39

2.17

-0.79

Sortino ratio

Return per unit of downside risk

1.89

2.73

-0.85

Omega ratio

Gain probability vs. loss probability

1.27

1.39

-0.13

Calmar ratio

Return relative to maximum drawdown

2.40

5.12

-2.73

Martin ratio

Return relative to average drawdown

8.39

16.85

-8.46

EDM2.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current EDM2.DE Sharpe Ratio is 1.39, which is lower than the 5MVL.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of EDM2.DE and 5MVL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EDM2.DE5MVL.DEDifference

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.


Tickers have no history of dividend payments

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.DE5MVL.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.81%

-7.87%

+0.06%

Average Drawdown

Average peak-to-trough decline

-11.34%

-6.39%

-4.95%

Ulcer Index

Depth 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.DE5MVL.DEDifference

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%