LTUR.DE vs. 5MVL.DE
LTUR.DE (Amundi MSCI Turkey UCITS ETF (Acc)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - LTUR.DE tracks the MSCI Turkey Net Total Return Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, LTUR.DE returned 19.06%/yr vs 16.49%/yr for 5MVL.DE. At a 0.31 correlation, their price movements are largely independent. LTUR.DE charges 0.45%/yr vs 0.40%/yr for 5MVL.DE.
Performance
LTUR.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LTUR.DE achieves a 24.69% return, which is significantly lower than 5MVL.DE's 40.32% return.
LTUR.DE
- 1D
- -0.75%
- 1M
- 4.09%
- 6M
- 20.48%
- YTD
- 24.69%
- 1Y
- 26.92%
- 3Y*
- 14.68%
- 5Y*
- 19.06%
- 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*
- —
LTUR.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LTUR.DE Amundi MSCI Turkey UCITS ETF (Acc) | 24.69% | -14.56% | 27.15% | -8.67% | 98.34% | -18.99% | -17.22% | 3.00% |
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% | 10.00% |
Correlation
The correlation between LTUR.DE and 5MVL.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.31 |
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Return for Risk
LTUR.DE vs. 5MVL.DE — Risk / Return Rank
LTUR.DE
5MVL.DE
LTUR.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.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.
| LTUR.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.52 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 6.42 | -4.99 |
| Martin ratioReturn relative to average drawdown | 3.30 | 19.50 | -16.20 |
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Drawdowns
LTUR.DE vs. 5MVL.DE - Drawdown Comparison
The maximum LTUR.DE drawdown since its inception was -49.50%, 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 LTUR.DE and 5MVL.DE.
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Drawdown Indicators
| LTUR.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.50% | -32.22% | -17.28% |
Max Drawdown (1Y)Largest decline over 1 year | -18.75% | -10.32% | -8.43% |
Max Drawdown (3Y)Largest decline over 3 years | -35.43% | -19.14% | -16.29% |
Max Drawdown (5Y)Largest decline over 5 years | -35.43% | -20.60% | -14.83% |
Current DrawdownCurrent decline from peak | -9.93% | -7.81% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -19.87% | -6.62% | -13.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 3.40% | +4.73% |
Volatility
LTUR.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.DE) is 7.41%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that LTUR.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.
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Volatility by Period
| LTUR.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 10.83% | -3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 27.22% | 18.78% | +8.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.81% | 21.61% | +10.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.26% | 17.42% | +18.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.73% | 19.53% | +16.20% |
LTUR.DE vs. 5MVL.DE - Expense Ratio Comparison
LTUR.DE has a 0.45% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
LTUR.DE vs. 5MVL.DE - Dividend Comparison
Neither LTUR.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
LTUR.DE and 5MVL.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for LTUR.DE.
LTUR.DE tracks MSCI Turkey Net Total Return Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for LTUR.DE and 0.40% for 5MVL.DE.
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