IQQE.DE vs. 5MVL.DE

Last updated Jun 5, 2026

IQQE.DE (iShares MSCI EM UCITS ETF (Dist)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds from iShares - IQQE.DE tracks the MSCI Emerging Markets while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, IQQE.DE returned 8.39%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.92 suggests significant overlap in exposure. IQQE.DE charges 0.18%/yr vs 0.40%/yr for 5MVL.DE.

Performance

IQQE.DE vs. 5MVL.DE - Performance Comparison

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

Returns By Period

In the year-to-date period, IQQE.DE achieves a 27.09% return, which is significantly lower than 5MVL.DE's 45.83% return.

IQQE.DE

• 1D: -1.70%
• 1M: 3.86%
• YTD: 27.09%
• 6M: 27.76%
• 1Y: 48.91%
• 3Y*: 20.70%
• 5Y*: 8.39%
• 10Y*: 9.82%

5MVL.DE

• 1D: -2.48%
• 1M: 9.31%
• YTD: 45.83%
• 6M: 46.38%
• 1Y: 81.35%
• 3Y*: 33.99%
• 5Y*: 17.27%
• 10Y*: —

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

IQQE.DE vs. 5MVL.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IQQE.DE iShares MSCI EM UCITS ETF (Dist)	27.09%	19.76%	13.75%	5.63%	-14.17%	4.20%	7.47%	20.26%	-2.57%
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 IQQE.DE and 5MVL.DE is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018	0.92

The correlation between IQQE.DE and 5MVL.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

Return for Risk

IQQE.DE vs. 5MVL.DE — Risk / Return Rank

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

IQQE.DE

IQQE.DE Risk / Return Rank: 84
IQQE.DE Sharpe Ratio Rank: 86
IQQE.DE Sortino Ratio Rank: 84
IQQE.DE Omega Ratio Rank: 84
IQQE.DE Calmar Ratio Rank: 85
IQQE.DE Martin Ratio Rank: 83

5MVL.DE

5MVL.DE Risk / Return Rank: 95
5MVL.DE Sharpe Ratio Rank: 96
5MVL.DE Sortino Ratio Rank: 95
5MVL.DE Omega Ratio Rank: 95
5MVL.DE Calmar Ratio Rank: 96
5MVL.DE Martin Ratio Rank: 95

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.

IQQE.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IQQE.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.

	IQQE.DE	5MVL.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.78	4.31	-1.53
Sortino ratio: Return per unit of downside risk	3.70	5.17	-1.48
Omega ratio: Gain probability vs. loss probability	1.50	1.73	-0.23
Calmar ratio: Return relative to maximum drawdown	4.59	8.86	-4.27
Martin ratio: Return relative to average drawdown	16.67	28.83	-12.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQE.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current IQQE.DE Sharpe Ratio is 2.78, which is lower than the 5MVL.DE Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of IQQE.DE 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.

Sharpe Ratios by Period

	IQQE.DE	5MVL.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.78	4.31	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	1.02	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.83	-0.56

Drawdowns

IQQE.DE vs. 5MVL.DE - Drawdown Comparison

The maximum IQQE.DE drawdown since its inception was -59.33%, 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 IQQE.DE and 5MVL.DE.

Drawdown Indicators

	IQQE.DE	5MVL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-59.33%	-32.25%	-27.08%
Max Drawdown (1Y) Largest decline over 1 year	-10.78%	-9.30%	-1.48%
Max Drawdown (3Y) Largest decline over 3 years	-19.41%	-19.15%	-0.26%
Max Drawdown (5Y) Largest decline over 5 years	-24.02%	-20.60%	-3.42%
Max Drawdown (10Y) Largest decline over 10 years	-31.66%	—	—
Current Drawdown Current decline from peak	-2.60%	-3.88%	+1.28%
Average Drawdown Average peak-to-trough decline	-12.99%	-6.27%	-6.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.87%	+0.11%

Volatility

IQQE.DE vs. 5MVL.DE - Volatility Comparison

The current volatility for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) is 7.24%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that IQQE.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.

Volatility by Period

	IQQE.DE	5MVL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.24%	8.71%	-1.47%
Volatility (6M) Calculated over the trailing 6-month period	15.03%	15.83%	-0.80%
Volatility (1Y) Calculated over the trailing 1-year period	17.83%	19.13%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	16.78%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	18.84%	-0.51%

IQQE.DE vs. 5MVL.DE - Expense Ratio Comparison

IQQE.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.

Dividends

IQQE.DE vs. 5MVL.DE - Dividend Comparison

IQQE.DE's dividend yield for the trailing twelve months is around 1.49%, 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%
IQQE.DE iShares MSCI EM UCITS ETF (Dist)	1.49%	1.87%	2.19%	2.34%	2.91%	1.99%	1.53%	1.75%	1.94%	1.42%	1.83%	2.22%

Frequently Asked Questions

Can I hold both IQQE.DE and 5MVL.DE in my portfolio?

With a correlation of 0.91, IQQE.DE and 5MVL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, IQQE.DE or 5MVL.DE?

On fees, IQQE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IQQE.DE or 5MVL.DE?

IQQE.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.

What is the main difference between IQQE.DE and 5MVL.DE?

IQQE.DE tracks MSCI Emerging Markets, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.18% for IQQE.DE and 0.40% for 5MVL.DE.