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SPY4.DE vs. 5MVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY4.DE vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) 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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Returns By Period

In the year-to-date period, SPY4.DE achieves a 14.09% return, which is significantly lower than 5MVL.DE's 45.83% return.


SPY4.DE

1D
0.26%
1M
2.42%
YTD
14.09%
6M
13.87%
1Y
23.49%
3Y*
12.93%
5Y*
8.81%
10Y*
10.43%

5MVL.DE

1D
-2.48%
1M
9.31%
YTD
45.83%
6M
46.38%
1Y
81.35%
3Y*
33.99%
5Y*
17.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY4.DE vs. 5MVL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF
14.09%-3.63%18.67%13.23%-8.82%35.58%2.35%29.19%-6.88%
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 SPY4.DE and 5MVL.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.48

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

0.49

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

0.55

The correlation between SPY4.DE and 5MVL.DE has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

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Return for Risk

SPY4.DE vs. 5MVL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPY4.DE
SPY4.DE Risk / Return Rank: 5555
Overall Rank
SPY4.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPY4.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPY4.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SPY4.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPY4.DE Martin Ratio Rank: 6363
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.

SPY4.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.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.


SPY4.DE5MVL.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.75

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

1.28

1.73

-0.45

Calmar ratioReturn relative to maximum drawdown

3.78

8.86

-5.08

Martin ratioReturn relative to average drawdown

11.31

28.83

-17.53

SPY4.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current SPY4.DE Sharpe Ratio is 1.57, which is lower than the 5MVL.DE Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of SPY4.DE 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


SPY4.DE5MVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

4.31

-2.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.02

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.83

-0.18

Drawdowns

SPY4.DE vs. 5MVL.DE - Drawdown Comparison

The maximum SPY4.DE drawdown since its inception was -42.72%, 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 SPY4.DE and 5MVL.DE.


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Drawdown Indicators


SPY4.DE5MVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.72%

-32.25%

-10.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.07%

-9.30%

+3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-29.11%

-19.15%

-9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-20.60%

-8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

Current Drawdown

Current decline from peak

0.00%

-3.88%

+3.88%

Average Drawdown

Average peak-to-trough decline

-5.87%

-6.27%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.87%

-0.84%

Volatility

SPY4.DE vs. 5MVL.DE - Volatility Comparison

The current volatility for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) is 3.51%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that SPY4.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


SPY4.DE5MVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

8.71%

-5.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

15.83%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

19.13%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

16.78%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

18.84%

+0.66%

SPY4.DE vs. 5MVL.DE - Expense Ratio Comparison

SPY4.DE has a 0.30% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.


Dividends

SPY4.DE vs. 5MVL.DE - Dividend Comparison

Neither SPY4.DE nor 5MVL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPY4.DE and 5MVL.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY4.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY4.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for 5MVL.DE.

SPY4.DE is categorized as Mid Cap Blend Equities, while 5MVL.DE is Emerging Markets Equities. SPY4.DE tracks S&P MidCap 400, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPY4.DE and 0.40% for 5MVL.DE.

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