QDVH.DE vs. 5MVL.DE
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - QDVH.DE is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, QDVH.DE returned 8.98%/yr vs 17.27%/yr for 5MVL.DE. At a 0.43 correlation, their price movements are largely independent. QDVH.DE charges 0.15%/yr vs 0.40%/yr for 5MVL.DE.
Performance
QDVH.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVH.DE achieves a -4.21% return, which is significantly lower than 5MVL.DE's 45.83% return.
QDVH.DE
- 1D
- 3.16%
- 1M
- 1.56%
- YTD
- -4.21%
- 6M
- -2.14%
- 1Y
- 2.40%
- 3Y*
- 15.33%
- 5Y*
- 8.98%
- 10Y*
- 11.95%
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
QDVH.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -4.21% | 3.01% | 37.13% | 8.44% | -6.23% | 48.50% | -12.20% | 35.41% | -3.62% |
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 QDVH.DE and 5MVL.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.43 |
Over the past year, the correlation between QDVH.DE and 5MVL.DE has dropped to 0.19 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
QDVH.DE vs. 5MVL.DE — Risk / Return Rank
QDVH.DE
5MVL.DE
QDVH.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.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.
| QDVH.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.90 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.73 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 8.86 | -8.72 |
| Martin ratioReturn relative to average drawdown | 0.33 | 28.83 | -28.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVH.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 4.31 | -4.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 1.02 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.83 | -0.35 |
Drawdowns
QDVH.DE vs. 5MVL.DE - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, 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 QDVH.DE and 5MVL.DE.
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Drawdown Indicators
| QDVH.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -32.25% | -10.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -9.30% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -19.15% | -2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -20.60% | -1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | — | — |
Current DrawdownCurrent decline from peak | -9.46% | -3.88% | -5.58% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -6.27% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 2.87% | +2.68% |
Volatility
QDVH.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 4.30%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that QDVH.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
| QDVH.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 8.71% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 15.83% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 19.13% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 16.78% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 18.84% | +2.06% |
QDVH.DE vs. 5MVL.DE - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
QDVH.DE vs. 5MVL.DE - Dividend Comparison
Neither QDVH.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVH.DE and 5MVL.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVH.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for 5MVL.DE.
QDVH.DE is categorized as Financials Equities, while 5MVL.DE is Emerging Markets Equities. QDVH.DE tracks S&P 500 Capped 35/20 Financials, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.15% for QDVH.DE and 0.40% for 5MVL.DE.
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