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SEML.L vs. 5MVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SEML.L vs. 5MVL.DE

Last updated Jun 5, 2026

SEML.L (iShares J.P. Morgan EM Local Government Bond UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - SEML.L is a Emerging Markets Bonds fund tracking the JPM GBI-EM Global Diversified TR USD, 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, SEML.L returned -3.37%/yr vs 17.43%/yr for 5MVL.DE. At a 0.41 correlation, their price movements are largely independent. SEML.L charges 0.50%/yr vs 0.40%/yr for 5MVL.DE.

Performance

SEML.L vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEML.L is traded in GBP, while 5MVL.DE is traded in EUR. To make them comparable, the 5MVL.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEML.L achieves a -3.02% return, which is significantly lower than 5MVL.DE's 44.69% return.

SEML.L

1D
0.15%
1M
1.66%
YTD
-3.02%
6M
-2.77%
1Y
2.87%
3Y*
-1.63%
5Y*
-3.37%
10Y*
-2.50%

5MVL.DE

1D
-2.36%
1M
11.52%
YTD
44.69%
6M
46.93%
1Y
87.84%
3Y*
34.19%
5Y*
17.43%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEML.L vs. 5MVL.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF		-3.02%4.32%-6.40%0.23%-5.32%-13.17%-6.26%2.59%0.01%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		44.69%33.87%15.72%12.29%-5.64%5.10%3.11%14.12%-2.31%

Correlation

The correlation between SEML.L and 5MVL.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.41

The correlation between SEML.L and 5MVL.DE shifts across timeframes, from 0.25 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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iShares J.P. Morgan EM Local Government Bond UCITS ETF

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

Often compared with SEML.L:
SEML.L vs. SEMB.LSEML.L vs. SEDY.LSEML.L vs. EMLCSEML.L vs. EMGA.LSEML.L vs. EMLO.LSEML.L vs. TP05.LSEML.L vs. EMGB.L
Often compared with 5MVL.DE:
5MVL.DE vs. IS3N.DE5MVL.DE vs. EMIM.L5MVL.DE vs. AVEM5MVL.DE vs. SPY5MVL.DE vs. AVES5MVL.DE vs. ISAC.L5MVL.DE vs. CSPX.L

Return for Risk

SEML.L vs. 5MVL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SEML.L
SEML.L Risk / Return Rank: 1515
Overall Rank
SEML.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SEML.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
SEML.L Omega Ratio Rank: 1616
Omega Ratio Rank
SEML.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
SEML.L Martin Ratio Rank: 1515
Martin Ratio Rank
5MVL.DE
5MVL.DE Risk / Return Rank: 9595
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9595
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEML.L vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) 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.

SEML.L5MVL.DEDifference
Sharpe ratioReturn per unit of total volatility
0.42
4.70

-4.28

Sortino ratioReturn per unit of downside risk
0.58
5.44

-4.86

Omega ratioGain probability vs. loss probability

1.09

1.81

-0.72

Calmar ratioReturn relative to maximum drawdown

0.51

8.88

-8.37

Martin ratioReturn relative to average drawdown

1.16

27.26

-26.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEML.L vs. 5MVL.DE - Sharpe Ratio Comparison

The current SEML.L Sharpe Ratio is 0.42, which is lower than the 5MVL.DE Sharpe Ratio of 4.70. The chart below compares the historical Sharpe Ratios of SEML.L and 5MVL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SEML.L5MVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

4.70

-4.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

1.05

-1.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.82

-1.11

Drawdowns

SEML.L vs. 5MVL.DE - Drawdown Comparison

The maximum SEML.L drawdown since its inception was -66.68%, which is greater than 5MVL.DE's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for SEML.L and 5MVL.DE.

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Drawdown Indicators

SEML.L5MVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.68%

-26.14%

-40.54%

Max Drawdown (1Y)

Largest decline over 1 year

-5.65%

-9.84%

+4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-9.95%

-16.66%

+6.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-19.36%

-0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-39.61%

—

—

Current Drawdown

Current decline from peak

-65.00%

-3.69%

-61.31%

Average Drawdown

Average peak-to-trough decline

-54.41%

-6.04%

-48.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.21%

-0.75%

Volatility

SEML.L vs. 5MVL.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) is 1.79%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.63%. This indicates that SEML.L 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

SEML.L5MVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

8.63%

-6.84%

Volatility (6M)

Calculated over the trailing 6-month period

5.19%

15.57%

-10.38%

Volatility (1Y)

Calculated over the trailing 1-year period

6.73%

18.60%

-11.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

16.41%

-8.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.11%

18.45%

-8.34%

SEML.L vs. 5MVL.DE - Expense Ratio Comparison

SEML.L has a 0.50% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.

Dividends

SEML.L vs. 5MVL.DE - Dividend Comparison

SEML.L's dividend yield for the trailing twelve months is around 0.03%, while 5MVL.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF		0.03%0.05%0.06%0.05%0.05%0.05%0.05%0.05%0.05%0.05%0.05%0.03%

Frequently Asked Questions

SEML.L and 5MVL.DE have a correlation of 0.25, 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 0.50% for SEML.L.

SEML.L is categorized as Emerging Markets Bonds, while 5MVL.DE is Emerging Markets Equities. SEML.L tracks JPM GBI-EM Global Diversified TR USD, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.50% for SEML.L and 0.40% for 5MVL.DE.

Portfolio Optimizer

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