IGM vs. 5MVL.DE
IGM (iShares Expanded Tech Sector ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index, 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 5 years, IGM returned 20.96%/yr vs 16.95%/yr for 5MVL.DE. At a 0.47 correlation, their price movements are largely independent. IGM charges 0.39%/yr vs 0.40%/yr for 5MVL.DE.
Performance
IGM vs. 5MVL.DE - Performance Comparison
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Different Trading Currencies
IGM 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, IGM achieves a 27.92% return, which is significantly lower than 5MVL.DE's 44.91% return.
IGM
- 1D
- 3.64%
- 1M
- 7.10%
- YTD
- 27.92%
- 6M
- 29.29%
- 1Y
- 56.16%
- 3Y*
- 36.48%
- 5Y*
- 20.96%
- 10Y*
- 25.12%
5MVL.DE
- 1D
- 2.61%
- 1M
- 8.42%
- YTD
- 44.91%
- 6M
- 49.88%
- 1Y
- 81.84%
- 3Y*
- 36.08%
- 5Y*
- 16.95%
- 10Y*
- —
IGM vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 27.92% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | -6.25% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 44.91% | 43.66% | 14.08% | 18.21% | -15.49% | 4.17% | 7.14% | 17.82% | -13.54% |
Correlation
The correlation between IGM and 5MVL.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.47 |
The correlation between IGM and 5MVL.DE shifts across timeframes, from 0.46 (3 years) to 0.60 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IGM vs. 5MVL.DE — Risk / Return Rank
IGM
5MVL.DE
IGM vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) 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.
| IGM | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.64 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 7.14 | -3.71 |
| Martin ratioReturn relative to average drawdown | 11.62 | 22.51 | -10.89 |
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Drawdowns
IGM vs. 5MVL.DE - Drawdown Comparison
The maximum IGM drawdown since its inception was -65.59%, 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 IGM and 5MVL.DE.
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Drawdown Indicators
| IGM | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.59% | -35.06% | -30.53% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -11.41% | -5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -16.96% | -9.43% |
Max Drawdown (5Y)Largest decline over 5 years | -40.68% | -33.36% | -7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -40.68% | — | — |
Current DrawdownCurrent decline from peak | -3.41% | -3.53% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -10.10% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.85% | 3.62% | +1.23% |
Volatility
IGM vs. 5MVL.DE - Volatility Comparison
iShares Expanded Tech Sector ETF (IGM) has a higher volatility of 10.54% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) at 9.37%. This indicates that IGM'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
| IGM | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 9.37% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 18.40% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 21.32% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.97% | 18.86% | +7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.70% | 20.65% | +4.05% |
IGM vs. 5MVL.DE - Expense Ratio Comparison
IGM has a 0.39% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
IGM vs. 5MVL.DE - Dividend Comparison
IGM's dividend yield for the trailing twelve months is around 0.17%, 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% |
IGM iShares Expanded Tech Sector ETF | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
Frequently Asked Questions
IGM and 5MVL.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGM is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGM is cheaper with a 0.39% expense ratio, compared with 0.40% for 5MVL.DE.
IGM is categorized as Technology Equities, while 5MVL.DE is Emerging Markets Equities. IGM tracks S&P North American Expanded Technology Sector Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.39% for IGM and 0.40% for 5MVL.DE.
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