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IGM vs. 5MVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGM vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGM vs. 5MVL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGM
IGM Risk / Return Rank: 7878
Overall Rank
IGM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGM Omega Ratio Rank: 8080
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
Martin Ratio Rank

5MVL.DE
5MVL.DE Risk / Return Rank: 9696
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9595
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


IGM5MVL.DEDifference
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

IGM vs. 5MVL.DE - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 2.54, which is lower than the 5MVL.DE Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of IGM and 5MVL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


IGM5MVL.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.41%

-3.53%

+0.12%

Average Drawdown

Average peak-to-trough decline

-15.22%

-10.10%

-5.12%

Ulcer Index

Depth 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


IGM5MVL.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IGM and 5MVL.DE

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