VGWD.DE vs. 5MVL.DE
VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - VGWD.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, 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, VGWD.DE returned 11.77%/yr vs 17.75%/yr for 5MVL.DE. A 0.67 correlation means they provide meaningful diversification when combined. VGWD.DE charges 0.29%/yr vs 0.40%/yr for 5MVL.DE.
Performance
VGWD.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWD.DE achieves a 14.09% return, which is significantly lower than 5MVL.DE's 46.85% return.
VGWD.DE
- 1D
- 0.09%
- 1M
- 3.91%
- YTD
- 14.09%
- 6M
- 15.22%
- 1Y
- 27.30%
- 3Y*
- 15.91%
- 5Y*
- 11.77%
- 10Y*
- —
5MVL.DE
- 1D
- 2.38%
- 1M
- 8.72%
- YTD
- 46.85%
- 6M
- 51.96%
- 1Y
- 81.19%
- 3Y*
- 33.48%
- 5Y*
- 17.75%
- 10Y*
- —
VGWD.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 14.09% | 13.16% | 15.75% | 7.29% | 0.08% | 27.89% | -9.60% | 25.03% | -6.40% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 46.85% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
Correlation
The correlation between VGWD.DE and 5MVL.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.67 |
The correlation between VGWD.DE and 5MVL.DE shifts across timeframes, from 0.55 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VGWD.DE vs. 5MVL.DE — Risk / Return Rank
VGWD.DE
5MVL.DE
VGWD.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.
| VGWD.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.68 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 8.30 | -3.63 |
| Martin ratioReturn relative to average drawdown | 18.26 | 25.93 | -7.67 |
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Drawdowns
VGWD.DE vs. 5MVL.DE - Drawdown Comparison
The maximum VGWD.DE drawdown since its inception was -34.57%, 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 VGWD.DE and 5MVL.DE.
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Drawdown Indicators
| VGWD.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -32.22% | -2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -9.73% | +3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -19.14% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -20.60% | +3.74% |
Current DrawdownCurrent decline from peak | 0.00% | -3.21% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -6.63% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 3.12% | -1.63% |
Volatility
VGWD.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.35%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.80%. This indicates that VGWD.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
| VGWD.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 8.80% | -6.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 17.08% | -9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.39% | 20.14% | -10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.55% | 17.03% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 19.36% | -5.14% |
VGWD.DE vs. 5MVL.DE - Expense Ratio Comparison
VGWD.DE has a 0.29% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
VGWD.DE vs. 5MVL.DE - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.45%, 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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.45% | 2.84% | 3.05% | 3.40% | 3.78% | 3.02% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
VGWD.DE and 5MVL.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.40% for 5MVL.DE.
VGWD.DE is categorized as Dividend, while 5MVL.DE is Emerging Markets Equities. VGWD.DE tracks FTSE All-World High Dividend Yield Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VGWD.DE and 0.40% for 5MVL.DE.
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