VFEM.DE vs. 5MVL.DE
VFEM.DE (Vanguard FTSE Emerging Markets UCITS ETF Distributing) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - VFEM.DE tracks the MSCI EM NR USD while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, VFEM.DE returned 6.01%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.89 suggests significant overlap in exposure. VFEM.DE charges 0.22%/yr vs 0.40%/yr for 5MVL.DE.
Performance
VFEM.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VFEM.DE achieves a 12.66% return, which is significantly lower than 5MVL.DE's 45.83% return.
VFEM.DE
- 1D
- -0.53%
- 1M
- 2.23%
- YTD
- 12.66%
- 6M
- 13.06%
- 1Y
- 26.52%
- 3Y*
- 15.05%
- 5Y*
- 6.01%
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 11.27%
- YTD
- 45.83%
- 6M
- 48.36%
- 1Y
- 82.90%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
VFEM.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 12.66% | 11.40% | 19.82% | 3.29% | -11.02% | 6.34% | 3.56% | 23.57% | -2.60% |
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 VFEM.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 (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.89 |
The correlation between VFEM.DE and 5MVL.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
VFEM.DE vs. 5MVL.DE — Risk / Return Rank
VFEM.DE
5MVL.DE
VFEM.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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.
| VFEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.73 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 8.86 | -5.75 |
| Martin ratioReturn relative to average drawdown | 10.36 | 28.83 | -18.47 |
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
| VFEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 4.31 | -2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 1.02 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.83 | -0.47 |
Drawdowns
VFEM.DE vs. 5MVL.DE - Drawdown Comparison
The maximum VFEM.DE drawdown since its inception was -31.59%, roughly equal to the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for VFEM.DE and 5MVL.DE.
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Drawdown Indicators
| VFEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.59% | -32.25% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -9.30% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -18.56% | -19.15% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -20.60% | +0.49% |
Current DrawdownCurrent decline from peak | -1.73% | -3.88% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -6.27% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.87% | -0.32% |
Volatility
VFEM.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) is 5.44%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that VFEM.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
| VFEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 8.71% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.70% | 15.83% | -4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 19.13% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 16.78% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 18.84% | -0.64% |
VFEM.DE vs. 5MVL.DE - Expense Ratio Comparison
VFEM.DE has a 0.22% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
VFEM.DE vs. 5MVL.DE - Dividend Comparison
VFEM.DE's dividend yield for the trailing twelve months is around 2.04%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 2.04% | 2.39% | 2.28% | 2.66% | 3.38% | 2.26% | 1.93% | 2.32% | 2.79% | 0.20% |
Frequently Asked Questions
VFEM.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, VFEM.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VFEM.DE is cheaper with a 0.22% expense ratio, compared with 0.40% for 5MVL.DE.
VFEM.DE tracks MSCI EM NR USD, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VFEM.DE and 0.40% for 5MVL.DE.
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