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SXR1.DE vs. 5MVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR1.DE vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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, SXR1.DE achieves a 9.38% return, which is significantly lower than 5MVL.DE's 43.44% return.


SXR1.DE

1D
2.06%
1M
-0.41%
YTD
9.38%
6M
11.69%
1Y
15.20%
3Y*
9.97%
5Y*
5.88%
10Y*
7.82%

5MVL.DE

1D
3.39%
1M
4.58%
YTD
43.44%
6M
48.91%
1Y
74.54%
3Y*
32.41%
5Y*
16.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR1.DE vs. 5MVL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
9.38%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-3.21%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
43.44%27.25%21.00%14.59%-10.56%13.09%-2.40%20.36%-14.02%

Correlation

The correlation between SXR1.DE and 5MVL.DE is 0.61, 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

0.61

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

0.68

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

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.73

The correlation between SXR1.DE and 5MVL.DE shifts across timeframes, from 0.61 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SXR1.DE vs. 5MVL.DE — Risk / Return Rank

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

SXR1.DE
SXR1.DE Risk / Return Rank: 4545
Overall Rank
SXR1.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4848
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: 9494
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9494
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9494
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.

SXR1.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SXR1.DE5MVL.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.43

Sortino ratioReturn per unit of downside risk

-2.55

Omega ratioGain probability vs. loss probability

1.23

1.63

-0.40

Calmar ratioReturn relative to maximum drawdown

2.44

7.62

-5.18

Martin ratioReturn relative to average drawdown

7.10

23.86

-16.76

SXR1.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current SXR1.DE Sharpe Ratio is 1.26, which is lower than the 5MVL.DE Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of SXR1.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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Drawdowns

SXR1.DE vs. 5MVL.DE - Drawdown Comparison

The maximum SXR1.DE drawdown since its inception was -38.62%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and 5MVL.DE.


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Drawdown Indicators


SXR1.DE5MVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-32.22%

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-9.73%

+3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-19.14%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-20.60%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-1.74%

-5.46%

+3.72%

Average Drawdown

Average peak-to-trough decline

-9.86%

-6.63%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.11%

-0.98%

Volatility

SXR1.DE vs. 5MVL.DE - Volatility Comparison

The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 4.02%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 9.05%. This indicates that SXR1.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


SXR1.DE5MVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

9.05%

-5.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

16.96%

-7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

20.07%

-8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

17.00%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

19.34%

-2.76%

SXR1.DE vs. 5MVL.DE - Expense Ratio Comparison

SXR1.DE has a 0.20% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.


Dividends

SXR1.DE vs. 5MVL.DE - Dividend Comparison

Neither SXR1.DE nor 5MVL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR1.DE and 5MVL.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for 5MVL.DE.

SXR1.DE is categorized as Asia Pacific Equities, while 5MVL.DE is Emerging Markets Equities. SXR1.DE tracks MSCI Pacific ex Japan, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.20% for SXR1.DE and 0.40% for 5MVL.DE.

Portfolio Optimizer

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