IUSW.DE vs. 5MVL.DE

Last updated Jul 4, 2026

IUSW.DE (iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds from iShares - IUSW.DE tracks the MSCI Saudi Arabia 20/35 Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, IUSW.DE returned 2.61%/yr vs 16.49%/yr for 5MVL.DE. At a 0.37 correlation, their price movements are largely independent. IUSW.DE charges 0.60%/yr vs 0.40%/yr for 5MVL.DE.

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.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, IUSW.DE achieves a 8.49% return, which is significantly lower than 5MVL.DE's 40.32% return.

IUSW.DE

• 1D: 0.44%
• 1M: 0.44%
• 6M: 7.23%
• YTD: 8.49%
• 1Y: 4.49%
• 3Y*: -1.13%
• 5Y*: 2.61%
• 10Y*: —

5MVL.DE

• 1D: 2.80%
• 1M: -6.17%
• 6M: 36.31%
• YTD: 40.32%
• 1Y: 66.56%
• 3Y*: 31.76%
• 5Y*: 16.49%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)	8.49%	-15.93%	5.30%	5.93%	0.43%	46.72%	-7.49%	-22.80%
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)	40.32%	27.25%	21.00%	14.59%	-10.56%	13.09%	-2.40%	6.71%

Correlation

The correlation between IUSW.DE and 5MVL.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Apr 26, 2019	0.37

The correlation between IUSW.DE and 5MVL.DE shifts across timeframes, from 0.20 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

IUSW.DE

IUSW.DE Risk / Return Rank: 13
IUSW.DE Sharpe Ratio Rank: 13
IUSW.DE Sortino Ratio Rank: 13
IUSW.DE Omega Ratio Rank: 13
IUSW.DE Calmar Ratio Rank: 13
IUSW.DE Martin Ratio Rank: 14

5MVL.DE

5MVL.DE Risk / Return Rank: 94
5MVL.DE Sharpe Ratio Rank: 95
5MVL.DE Sortino Ratio Rank: 92
5MVL.DE Omega Ratio Rank: 93
5MVL.DE Calmar Ratio Rank: 95
5MVL.DE Martin Ratio Rank: 93

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.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.

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.

	IUSW.DE	5MVL.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.30	3.07	-2.77
Sortino ratio: Return per unit of downside risk	0.57	3.70	-3.13
Omega ratio: Gain probability vs. loss probability	1.07	1.52	-0.45
Calmar ratio: Return relative to maximum drawdown	0.38	6.42	-6.04
Martin ratio: Return relative to average drawdown	0.96	19.50	-18.54

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

The current IUSW.DE Sharpe Ratio is 0.30, which is lower than the 5MVL.DE Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of IUSW.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.

Drawdowns

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

The maximum IUSW.DE drawdown since its inception was -47.12%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for IUSW.DE and 5MVL.DE.

Drawdown Indicators

	IUSW.DE	5MVL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-47.12%	-32.22%	-14.90%
Max Drawdown (1Y) Largest decline over 1 year	-11.92%	-10.32%	-1.60%
Max Drawdown (3Y) Largest decline over 3 years	-21.61%	-19.14%	-2.47%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-20.60%	-10.80%
Current Drawdown Current decline from peak	-24.34%	-7.81%	-16.53%
Average Drawdown Average peak-to-trough decline	-20.34%	-6.62%	-13.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.65%	3.40%	+1.25%

Volatility

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

The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) is 3.32%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that IUSW.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

	IUSW.DE	5MVL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	10.83%	-7.51%
Volatility (6M) Calculated over the trailing 6-month period	10.73%	18.78%	-8.05%
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	21.61%	-6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.97%	17.42%	-1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.69%	19.53%	+0.16%

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

IUSW.DE has a 0.60% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.

Dividends

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

IUSW.DE's dividend yield for the trailing twelve months is around 3.21%, while 5MVL.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
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%
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)	3.21%	3.79%	2.60%	2.13%	1.81%	1.21%	3.52%

Frequently Asked Questions

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

IUSW.DE and 5MVL.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for IUSW.DE.

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

IUSW.DE tracks MSCI Saudi Arabia 20/35 Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.60% for IUSW.DE and 0.40% for 5MVL.DE.