IBIT vs. 5MVL.DE
IBIT (iShares Bitcoin Trust ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past year, IBIT returned -40.63% vs 74.34% for 5MVL.DE. At a 0.27 correlation, their price movements are largely independent. IBIT charges 0.25%/yr vs 0.40%/yr for 5MVL.DE.
Performance
IBIT vs. 5MVL.DE - Performance Comparison
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Different Trading Currencies
IBIT is traded in USD, while 5MVL.DE is traded in EUR. To make them comparable, the 5MVL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than 5MVL.DE's 41.23% return.
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5MVL.DE
- 1D
- 3.29%
- 1M
- 3.27%
- YTD
- 41.23%
- 6M
- 46.71%
- 1Y
- 74.34%
- 3Y*
- 35.51%
- 5Y*
- 15.88%
- 10Y*
- —
IBIT vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 41.23% | 43.66% | 17.73% |
Correlation
The correlation between IBIT and 5MVL.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.27 |
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Return for Risk
IBIT vs. 5MVL.DE — Risk / Return Rank
IBIT
5MVL.DE
IBIT vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBIT | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.41 | ||
| Sortino ratioReturn per unit of downside risk | -5.45 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.59 | -0.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 6.48 | -7.27 |
| Martin ratioReturn relative to average drawdown | -1.37 | 20.49 | -21.86 |
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Drawdowns
IBIT vs. 5MVL.DE - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, which is greater than 5MVL.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for IBIT and 5MVL.DE.
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Drawdown Indicators
| IBIT | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -35.06% | -17.05% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -11.41% | -40.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.19% | — |
Current DrawdownCurrent decline from peak | -49.45% | -5.98% | -43.47% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -10.10% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 3.62% | +26.02% |
Volatility
IBIT vs. 5MVL.DE - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.07% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) at 9.66%. This indicates that IBIT'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
| IBIT | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 9.66% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 34.45% | 18.27% | +16.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.10% | 21.23% | +22.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.26% | 18.82% | +31.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 20.64% | +29.62% |
IBIT vs. 5MVL.DE - Expense Ratio Comparison
IBIT has a 0.25% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
IBIT vs. 5MVL.DE - Dividend Comparison
Neither IBIT nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
IBIT and 5MVL.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBIT is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBIT is cheaper with a 0.25% expense ratio, compared with 0.40% for 5MVL.DE.
IBIT is categorized as Cryptocurrency, while 5MVL.DE is Emerging Markets Equities. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.25% for IBIT and 0.40% for 5MVL.DE.
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