SXR1.DE vs. 5MVL.DE
SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, 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, SXR1.DE returned 5.88%/yr vs 16.95%/yr for 5MVL.DE. A 0.73 correlation means they provide meaningful diversification when combined. SXR1.DE charges 0.20%/yr vs 0.40%/yr for 5MVL.DE.
Performance
SXR1.DE vs. 5MVL.DE - Performance Comparison
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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*
- —
SXR1.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
SXR1.DE
5MVL.DE
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.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.74% | -5.46% | +3.72% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -6.63% | -3.23% |
Ulcer IndexDepth 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.DE | 5MVL.DE | Difference | |
|---|---|---|---|
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.
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.
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