EMKX.DE vs. 5MVL.DE
EMKX.DE (BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - EMKX.DE tracks the MSCI Emerging Markets ESG Filtered Min TE while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, EMKX.DE returned 7.82%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.91 suggests significant overlap in exposure. EMKX.DE charges 0.26%/yr vs 0.40%/yr for 5MVL.DE.
Performance
EMKX.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMKX.DE achieves a 26.91% return, which is significantly lower than 5MVL.DE's 45.83% return.
EMKX.DE
- 1D
- -1.49%
- 1M
- 3.66%
- YTD
- 26.91%
- 6M
- 27.47%
- 1Y
- 47.96%
- 3Y*
- 20.45%
- 5Y*
- 7.82%
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
EMKX.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EMKX.DE BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF | 26.91% | 18.66% | 14.62% | 4.95% | -15.64% | 4.35% | 6.78% | 21.85% | -2.53% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
Correlation
The correlation between EMKX.DE and 5MVL.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.91 |
The correlation between EMKX.DE and 5MVL.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
EMKX.DE vs. 5MVL.DE — Risk / Return Rank
EMKX.DE
5MVL.DE
EMKX.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF (EMKX.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.
| EMKX.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.73 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.43 | 8.86 | -4.43 |
| Martin ratioReturn relative to average drawdown | 16.29 | 28.83 | -12.54 |
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
| EMKX.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 4.31 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.02 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.83 | -0.35 |
Drawdowns
EMKX.DE vs. 5MVL.DE - Drawdown Comparison
The maximum EMKX.DE drawdown since its inception was -31.68%, roughly equal to the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for EMKX.DE and 5MVL.DE.
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Drawdown Indicators
| EMKX.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.68% | -32.25% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -9.30% | -1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -19.38% | -19.15% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -20.60% | -4.69% |
Current DrawdownCurrent decline from peak | -2.57% | -3.88% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -6.27% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.87% | +0.12% |
Volatility
EMKX.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF (EMKX.DE) is 7.51%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that EMKX.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
| EMKX.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 8.71% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 15.83% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 19.13% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 16.78% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 18.84% | -0.54% |
EMKX.DE vs. 5MVL.DE - Expense Ratio Comparison
EMKX.DE has a 0.26% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
EMKX.DE vs. 5MVL.DE - Dividend Comparison
Neither EMKX.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, EMKX.DE and 5MVL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EMKX.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMKX.DE is cheaper with a 0.26% expense ratio, compared with 0.40% for 5MVL.DE.
EMKX.DE tracks MSCI Emerging Markets ESG Filtered Min TE, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.26% for EMKX.DE and 0.40% for 5MVL.DE.
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