VWRA.L vs. 5MVL.DE
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - VWRA.L is a Global Equities fund tracking the FTSE All-World 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, VWRA.L returned 10.91%/yr vs 15.88%/yr for 5MVL.DE. A 0.71 correlation means they provide meaningful diversification when combined. VWRA.L charges 0.22%/yr vs 0.40%/yr for 5MVL.DE.
Performance
VWRA.L vs. 5MVL.DE - Performance Comparison
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Different Trading Currencies
VWRA.L is traded in USD, while 5MVL.DE is traded in EUR. To make them comparable, the 5MVL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VWRA.L achieves a 10.21% return, which is significantly lower than 5MVL.DE's 41.23% return.
VWRA.L
- 1D
- 2.32%
- 1M
- 0.88%
- YTD
- 10.21%
- 6M
- 11.90%
- 1Y
- 25.71%
- 3Y*
- 19.80%
- 5Y*
- 10.91%
- 10Y*
- —
5MVL.DE
- 1D
- 3.29%
- 1M
- 3.27%
- YTD
- 41.23%
- 6M
- 46.71%
- 1Y
- 74.34%
- 3Y*
- 35.51%
- 5Y*
- 15.88%
- 10Y*
- —
VWRA.L vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 10.21% | 22.45% | 17.65% | 22.28% | -18.11% | 18.46% | 16.19% | 7.42% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 41.23% | 43.66% | 14.08% | 18.21% | -15.49% | 4.17% | 7.14% | 7.63% |
Correlation
The correlation between VWRA.L and 5MVL.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.71 |
The correlation between VWRA.L and 5MVL.DE has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.
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Return for Risk
VWRA.L vs. 5MVL.DE — Risk / Return Rank
VWRA.L
5MVL.DE
VWRA.L vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) 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.
| VWRA.L | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.59 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 6.48 | -3.57 |
| Martin ratioReturn relative to average drawdown | 11.88 | 20.49 | -8.61 |
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Drawdowns
VWRA.L vs. 5MVL.DE - Drawdown Comparison
The maximum VWRA.L drawdown since its inception was -33.62%, roughly equal to the maximum 5MVL.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for VWRA.L and 5MVL.DE.
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Drawdown Indicators
| VWRA.L | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.62% | -35.06% | +1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -11.41% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -16.96% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.06% | -34.19% | +8.13% |
Current DrawdownCurrent decline from peak | -1.98% | -5.98% | +4.00% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -10.10% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 3.62% | -1.46% |
Volatility
VWRA.L vs. 5MVL.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) is 4.38%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 9.66%. This indicates that VWRA.L 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
| VWRA.L | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 9.66% | -5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 18.27% | -8.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 21.23% | -8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 18.82% | -3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 20.64% | -3.39% |
VWRA.L vs. 5MVL.DE - Expense Ratio Comparison
VWRA.L has a 0.22% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
VWRA.L vs. 5MVL.DE - Dividend Comparison
Neither VWRA.L nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
VWRA.L and 5MVL.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRA.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRA.L is cheaper with a 0.22% expense ratio, compared with 0.40% for 5MVL.DE.
VWRA.L is categorized as Global Equities, while 5MVL.DE is Emerging Markets Equities. VWRA.L tracks FTSE All-World 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: 0.22% for VWRA.L and 0.40% for 5MVL.DE.
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