OM3Y.DE vs. 5MVL.DE
OM3Y.DE (iShares MSCI EM IMI Screened 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 - OM3Y.DE tracks the MSCI Emerging Markets IMI Screened Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, OM3Y.DE returned 8.21%/yr vs 16.49%/yr for 5MVL.DE. Their correlation of 0.91 suggests significant overlap in exposure. OM3Y.DE charges 0.18%/yr vs 0.40%/yr for 5MVL.DE.
Performance
OM3Y.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3Y.DE achieves a 27.24% return, which is significantly lower than 5MVL.DE's 40.32% return.
OM3Y.DE
- 1D
- 2.31%
- 1M
- -0.96%
- 6M
- 24.29%
- YTD
- 27.24%
- 1Y
- 43.57%
- 3Y*
- 19.94%
- 5Y*
- 8.21%
- 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*
- —
OM3Y.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 27.24% | 17.76% | 13.99% | 6.72% | -14.83% | 6.11% | 8.07% | 21.61% | -4.21% |
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% | 20.36% | -14.02% |
Correlation
The correlation between OM3Y.DE and 5MVL.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.91 |
The correlation between OM3Y.DE and 5MVL.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
OM3Y.DE vs. 5MVL.DE — Risk / Return Rank
OM3Y.DE
5MVL.DE
OM3Y.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.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.
| OM3Y.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.52 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 6.42 | -2.53 |
| Martin ratioReturn relative to average drawdown | 13.16 | 19.50 | -6.34 |
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Drawdowns
OM3Y.DE vs. 5MVL.DE - Drawdown Comparison
The maximum OM3Y.DE drawdown since its inception was -31.70%, roughly equal to the maximum 5MVL.DE drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and 5MVL.DE.
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Drawdown Indicators
| OM3Y.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -32.22% | +0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -10.32% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -19.14% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -20.60% | -2.79% |
Current DrawdownCurrent decline from peak | -4.55% | -7.81% | +3.26% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -6.62% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.40% | -0.10% |
Volatility
OM3Y.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) is 9.28%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that OM3Y.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
| OM3Y.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 10.83% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 18.78% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 21.61% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 17.42% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 19.53% | -0.02% |
OM3Y.DE vs. 5MVL.DE - Expense Ratio Comparison
OM3Y.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
OM3Y.DE vs. 5MVL.DE - Dividend Comparison
OM3Y.DE's dividend yield for the trailing twelve months is around 1.61%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.61% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% |
Frequently Asked Questions
With a correlation of 0.93, OM3Y.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.
On fees, OM3Y.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3Y.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.18% for OM3Y.DE and 0.40% for 5MVL.DE.
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