EUNY.DE vs. 5MVL.DE
EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds from iShares - EUNY.DE tracks the Dow Jones Emerging Markets Select Dividend while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, EUNY.DE returned 5.28%/yr vs 17.27%/yr for 5MVL.DE. A 0.80 correlation means they provide meaningful diversification when combined. EUNY.DE charges 0.65%/yr vs 0.40%/yr for 5MVL.DE.
Performance
EUNY.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNY.DE achieves a 11.46% return, which is significantly lower than 5MVL.DE's 45.83% return.
EUNY.DE
- 1D
- -0.55%
- 1M
- -1.57%
- YTD
- 11.46%
- 6M
- 10.81%
- 1Y
- 25.49%
- 3Y*
- 17.26%
- 5Y*
- 5.28%
- 10Y*
- 7.14%
5MVL.DE
- 1D
- -2.48%
- 1M
- 11.27%
- YTD
- 45.83%
- 6M
- 48.36%
- 1Y
- 82.90%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
EUNY.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 11.46% | 13.97% | 12.39% | 15.37% | -26.13% | 19.99% | -11.70% | 18.31% | -3.19% |
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 EUNY.DE and 5MVL.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.80 |
The correlation between EUNY.DE and 5MVL.DE shifts across timeframes, from 0.69 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUNY.DE vs. 5MVL.DE — Risk / Return Rank
EUNY.DE
5MVL.DE
EUNY.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.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.
| EUNY.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.73 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 8.86 | -2.69 |
| Martin ratioReturn relative to average drawdown | 16.86 | 28.83 | -11.98 |
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
| EUNY.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 4.31 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 1.02 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.83 | -0.61 |
Drawdowns
EUNY.DE vs. 5MVL.DE - Drawdown Comparison
The maximum EUNY.DE drawdown since its inception was -40.65%, 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 EUNY.DE and 5MVL.DE.
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Drawdown Indicators
| EUNY.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.65% | -32.25% | -8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -9.30% | +5.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.70% | -19.15% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.43% | -20.60% | -10.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.29% | — | — |
Current DrawdownCurrent decline from peak | -2.82% | -3.88% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -6.27% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.87% | -1.36% |
Volatility
EUNY.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) is 4.52%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that EUNY.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
| EUNY.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 8.71% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 15.83% | -6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 19.13% | -7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 16.78% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 18.84% | -2.11% |
EUNY.DE vs. 5MVL.DE - Expense Ratio Comparison
EUNY.DE has a 0.65% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
EUNY.DE vs. 5MVL.DE - Dividend Comparison
EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
Frequently Asked Questions
EUNY.DE and 5MVL.DE have a correlation of 0.69, 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 0.65% for EUNY.DE.
EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.65% for EUNY.DE and 0.40% for 5MVL.DE.
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