FVEM.DE vs. 5MVL.DE
FVEM.DE (Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - FVEM.DE tracks the MSCI Emerging Markets Climate Paris Aligned while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 3 years, FVEM.DE returned 18.13%/yr vs 33.99%/yr for 5MVL.DE. Their correlation of 0.84 suggests significant overlap in exposure. FVEM.DE charges 0.18%/yr vs 0.40%/yr for 5MVL.DE.
Performance
FVEM.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FVEM.DE achieves a 25.43% return, which is significantly lower than 5MVL.DE's 45.83% return.
FVEM.DE
- 1D
- -1.33%
- 1M
- 4.58%
- YTD
- 25.43%
- 6M
- 27.21%
- 1Y
- 47.18%
- 3Y*
- 18.13%
- 5Y*
- —
- 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*
- —
FVEM.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FVEM.DE Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation | 25.43% | 17.23% | 13.32% | 0.60% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 10.11% |
Correlation
The correlation between FVEM.DE and 5MVL.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2023 | 0.84 |
The correlation between FVEM.DE and 5MVL.DE has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.
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Return for Risk
FVEM.DE vs. 5MVL.DE — Risk / Return Rank
FVEM.DE
5MVL.DE
FVEM.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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.
| FVEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.73 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 8.86 | -4.44 |
| Martin ratioReturn relative to average drawdown | 16.79 | 28.83 | -12.04 |
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
| FVEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.66 | 4.31 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.83 | +0.25 |
Drawdowns
FVEM.DE vs. 5MVL.DE - Drawdown Comparison
The maximum FVEM.DE drawdown since its inception was -18.76%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for FVEM.DE and 5MVL.DE.
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Drawdown Indicators
| FVEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.76% | -32.25% | +13.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -9.30% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -19.15% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.60% | — |
Current DrawdownCurrent decline from peak | -2.08% | -3.88% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -6.27% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.87% | -0.07% |
Volatility
FVEM.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) is 7.26%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that FVEM.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
| FVEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 8.71% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 15.83% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 19.13% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 16.78% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 18.84% | -2.80% |
FVEM.DE vs. 5MVL.DE - Expense Ratio Comparison
FVEM.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
FVEM.DE vs. 5MVL.DE - Dividend Comparison
Neither FVEM.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
FVEM.DE and 5MVL.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FVEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FVEM.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.18% for FVEM.DE and 0.40% for 5MVL.DE.
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