EMXC.DE vs. 5MVL.DE
EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - EMXC.DE tracks the MSCI EM NR USD while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, EMXC.DE returned 13.66%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.85 suggests significant overlap in exposure. EMXC.DE charges 0.15%/yr vs 0.40%/yr for 5MVL.DE.
Performance
EMXC.DE vs. 5MVL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EMXC.DE achieves a 40.23% return, which is significantly lower than 5MVL.DE's 45.83% return.
EMXC.DE
- 1D
- -1.80%
- 1M
- 8.39%
- YTD
- 40.23%
- 6M
- 44.14%
- 1Y
- 69.02%
- 3Y*
- 25.05%
- 5Y*
- 13.66%
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 11.27%
- YTD
- 45.83%
- 6M
- 48.36%
- 1Y
- 82.90%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
EMXC.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 40.23% | 19.92% | 9.13% | 14.33% | -13.60% | 17.56% | 2.27% | 6.14% |
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% | 7.64% |
Correlation
The correlation between EMXC.DE and 5MVL.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2019 | 0.85 |
The correlation between EMXC.DE and 5MVL.DE has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EMXC.DE vs. 5MVL.DE — Risk / Return Rank
EMXC.DE
5MVL.DE
EMXC.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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.
| EMXC.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.73 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.78 | 8.86 | -3.08 |
| Martin ratioReturn relative to average drawdown | 21.97 | 28.83 | -6.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EMXC.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.46 | 4.31 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.02 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.83 | -0.14 |
Drawdowns
EMXC.DE vs. 5MVL.DE - Drawdown Comparison
The maximum EMXC.DE drawdown since its inception was -38.77%, which is greater than 5MVL.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for EMXC.DE and 5MVL.DE.
Loading charts...
Drawdown Indicators
| EMXC.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.77% | -32.25% | -6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -9.30% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -20.48% | -19.15% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.48% | -20.60% | +0.12% |
Current DrawdownCurrent decline from peak | -2.53% | -3.88% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -6.27% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.87% | +0.26% |
Volatility
EMXC.DE vs. 5MVL.DE - Volatility Comparison
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) have volatilities of 8.44% and 8.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EMXC.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.44% | 8.71% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 15.83% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 19.13% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 16.78% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 18.84% | -0.34% |
EMXC.DE vs. 5MVL.DE - Expense Ratio Comparison
EMXC.DE has a 0.15% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
EMXC.DE vs. 5MVL.DE - Dividend Comparison
Neither EMXC.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
EMXC.DE and 5MVL.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMXC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMXC.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for 5MVL.DE.
EMXC.DE tracks MSCI EM NR USD, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for EMXC.DE and 0.40% for 5MVL.DE.
Find the right allocation for EMXC.DE and 5MVL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer