S7XE.DE vs. 5MVL.DE
S7XE.DE (Invesco EURO STOXX Optimised Banks UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - S7XE.DE is a Financials Equities fund tracking the EURO STOXX® Optimised Banks, 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, S7XE.DE returned 28.00%/yr vs 17.27%/yr for 5MVL.DE. At a 0.44 correlation, their price movements are largely independent. S7XE.DE charges 0.30%/yr vs 0.40%/yr for 5MVL.DE.
Performance
S7XE.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S7XE.DE achieves a 4.99% return, which is significantly lower than 5MVL.DE's 45.83% return.
S7XE.DE
- 1D
- 1.09%
- 1M
- 2.40%
- YTD
- 4.99%
- 6M
- 12.49%
- 1Y
- 36.30%
- 3Y*
- 44.23%
- 5Y*
- 28.00%
- 10Y*
- 14.41%
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
S7XE.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | 4.99% | 86.82% | 30.66% | 28.83% | 0.46% | 39.15% | -23.11% | 18.12% | -6.06% |
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 S7XE.DE and 5MVL.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.44 |
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Return for Risk
S7XE.DE vs. 5MVL.DE — Risk / Return Rank
S7XE.DE
5MVL.DE
S7XE.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.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.
| S7XE.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.73 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 8.86 | -6.67 |
| Martin ratioReturn relative to average drawdown | 6.92 | 28.83 | -21.91 |
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
| S7XE.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 4.31 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 1.02 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.83 | -0.59 |
Drawdowns
S7XE.DE vs. 5MVL.DE - Drawdown Comparison
The maximum S7XE.DE drawdown since its inception was -65.33%, 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 S7XE.DE and 5MVL.DE.
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Drawdown Indicators
| S7XE.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.33% | -32.25% | -33.08% |
Max Drawdown (1Y)Largest decline over 1 year | -17.42% | -9.30% | -8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -19.15% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -35.42% | -20.60% | -14.82% |
Max Drawdown (10Y)Largest decline over 10 years | -63.10% | — | — |
Current DrawdownCurrent decline from peak | -2.02% | -3.88% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -23.01% | -6.27% | -16.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 2.87% | +2.67% |
Volatility
S7XE.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) is 6.10%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that S7XE.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
| S7XE.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 8.71% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.27% | 15.83% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.08% | 19.13% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.60% | 16.78% | +8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.66% | 18.84% | +9.82% |
S7XE.DE vs. 5MVL.DE - Expense Ratio Comparison
S7XE.DE has a 0.30% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
S7XE.DE vs. 5MVL.DE - Dividend Comparison
Neither S7XE.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
S7XE.DE and 5MVL.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S7XE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S7XE.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for 5MVL.DE.
S7XE.DE is categorized as Financials Equities, while 5MVL.DE is Emerging Markets Equities. S7XE.DE tracks EURO STOXX® Optimised Banks, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for S7XE.DE and 0.40% for 5MVL.DE.
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