SBIM.DE vs. 5MVL.DE
Compare and contrast key facts about Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE).
SBIM.DE and 5MVL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SBIM.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Emerging Markets ESG Broad CTB Select. It was launched on Sep 14, 2020. 5MVL.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Select Value Factor Focus. It was launched on Dec 6, 2018. Both SBIM.DE and 5MVL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SBIM.DE vs. 5MVL.DE - Performance Comparison
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SBIM.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBIM.DE Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF | 4.08% | 19.60% | 13.97% | 4.26% | -15.54% | 5.21% | 16.37% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 12.62% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | 14.12% |
Returns By Period
In the year-to-date period, SBIM.DE achieves a 4.08% return, which is significantly lower than 5MVL.DE's 12.62% return.
SBIM.DE
- 1D
- -1.68%
- 1M
- -2.37%
- YTD
- 4.08%
- 6M
- 6.49%
- 1Y
- 24.57%
- 3Y*
- 13.66%
- 5Y*
- 3.78%
- 10Y*
- —
5MVL.DE
- 1D
- -1.11%
- 1M
- -1.54%
- YTD
- 12.62%
- 6M
- 22.31%
- 1Y
- 42.36%
- 3Y*
- 24.34%
- 5Y*
- 11.63%
- 10Y*
- —
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SBIM.DE vs. 5MVL.DE - Expense Ratio Comparison
SBIM.DE has a 0.20% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Return for Risk
SBIM.DE vs. 5MVL.DE — Risk / Return Rank
SBIM.DE
5MVL.DE
SBIM.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.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.
| SBIM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 2.17 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.73 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.65 | 5.12 | -2.47 |
Martin ratioReturn relative to average drawdown | 9.97 | 16.85 | -6.88 |
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
| SBIM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.17 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.71 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.65 | -0.16 |
Correlation
The correlation between SBIM.DE and 5MVL.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SBIM.DE vs. 5MVL.DE - Dividend Comparison
Neither SBIM.DE nor 5MVL.DE has paid dividends to shareholders.
Drawdowns
SBIM.DE vs. 5MVL.DE - Drawdown Comparison
The maximum SBIM.DE drawdown since its inception was -26.22%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for SBIM.DE and 5MVL.DE.
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Drawdown Indicators
| SBIM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.22% | -32.25% | +6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -11.34% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -20.60% | -3.92% |
Current DrawdownCurrent decline from peak | -9.55% | -7.87% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -6.39% | -4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.83% | +0.12% |
Volatility
SBIM.DE vs. 5MVL.DE - Volatility Comparison
Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) has a higher volatility of 7.65% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) at 6.91%. This indicates that SBIM.DE's price experiences larger fluctuations and is considered to be riskier 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
| SBIM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 6.91% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 14.22% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 19.42% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 16.24% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 18.62% | -2.34% |