V3MA.DE vs. 5MVL.DE
V3MA.DE (Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - V3MA.DE tracks the FTSE Emerging All Cap Choice while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past year, V3MA.DE returned 31.20% vs 81.35% for 5MVL.DE. Their correlation of 0.83 suggests significant overlap in exposure. V3MA.DE charges 0.24%/yr vs 0.40%/yr for 5MVL.DE.
Performance
V3MA.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V3MA.DE achieves a 16.20% return, which is significantly lower than 5MVL.DE's 45.83% return.
V3MA.DE
- 1D
- -0.58%
- 1M
- 3.08%
- YTD
- 16.20%
- 6M
- 17.26%
- 1Y
- 31.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
V3MA.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
V3MA.DE Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating | 16.20% | 10.67% | 1.36% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 1.41% |
Correlation
The correlation between V3MA.DE and 5MVL.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2024 | 0.83 |
The correlation between V3MA.DE and 5MVL.DE has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
V3MA.DE vs. 5MVL.DE — Risk / Return Rank
V3MA.DE
5MVL.DE
V3MA.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.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.
| V3MA.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.73 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 8.86 | -5.41 |
| Martin ratioReturn relative to average drawdown | 11.63 | 28.83 | -17.21 |
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
| V3MA.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 4.31 | -2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.83 | +0.29 |
Drawdowns
V3MA.DE vs. 5MVL.DE - Drawdown Comparison
The maximum V3MA.DE drawdown since its inception was -19.79%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for V3MA.DE and 5MVL.DE.
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Drawdown Indicators
| V3MA.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.79% | -32.25% | +12.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -9.30% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.60% | — |
Current DrawdownCurrent decline from peak | -1.50% | -3.88% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -6.27% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.87% | -0.19% |
Volatility
V3MA.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) is 5.43%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that V3MA.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
| V3MA.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 8.71% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 15.83% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 19.13% | -3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 16.78% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.83% | 18.84% | -2.01% |
V3MA.DE vs. 5MVL.DE - Expense Ratio Comparison
V3MA.DE has a 0.24% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
V3MA.DE vs. 5MVL.DE - Dividend Comparison
Neither V3MA.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
V3MA.DE and 5MVL.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, V3MA.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V3MA.DE is cheaper with a 0.24% expense ratio, compared with 0.40% for 5MVL.DE.
V3MA.DE tracks FTSE Emerging All Cap Choice, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.24% for V3MA.DE and 0.40% for 5MVL.DE.
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