WTEI.DE vs. 5MVL.DE
WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - WTEI.DE tracks the WisdomTree Emerging Markets Equity Income while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, WTEI.DE returned 10.93%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.81 suggests significant overlap in exposure. WTEI.DE charges 0.46%/yr vs 0.40%/yr for 5MVL.DE.
Performance
WTEI.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEI.DE achieves a 19.49% return, which is significantly lower than 5MVL.DE's 45.83% return.
WTEI.DE
- 1D
- -1.03%
- 1M
- 4.16%
- YTD
- 19.49%
- 6M
- 19.16%
- 1Y
- 27.05%
- 3Y*
- 15.85%
- 5Y*
- 10.93%
- 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*
- —
WTEI.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 19.49% | 7.76% | 11.91% | 16.94% | -7.18% | 22.68% | 6.08% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | 16.49% |
Correlation
The correlation between WTEI.DE and 5MVL.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.81 |
The correlation between WTEI.DE and 5MVL.DE shifts across timeframes, from 0.68 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTEI.DE vs. 5MVL.DE — Risk / Return Rank
WTEI.DE
5MVL.DE
WTEI.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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.
| WTEI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.73 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 8.86 | -4.42 |
| Martin ratioReturn relative to average drawdown | 16.42 | 28.83 | -12.42 |
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
| WTEI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 4.31 | -2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 1.02 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.83 | +0.06 |
Drawdowns
WTEI.DE vs. 5MVL.DE - Drawdown Comparison
The maximum WTEI.DE drawdown since its inception was -16.73%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and 5MVL.DE.
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Drawdown Indicators
| WTEI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.73% | -32.25% | +15.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -9.30% | +3.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -19.15% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -16.73% | -20.60% | +3.87% |
Current DrawdownCurrent decline from peak | -1.51% | -3.88% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -6.27% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.87% | -1.24% |
Volatility
WTEI.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) is 4.57%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that WTEI.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
| WTEI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 8.71% | -4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 15.83% | -6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 19.13% | -6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 16.78% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 18.84% | -4.87% |
WTEI.DE vs. 5MVL.DE - Expense Ratio Comparison
WTEI.DE has a 0.46% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
WTEI.DE vs. 5MVL.DE - Dividend Comparison
WTEI.DE's dividend yield for the trailing twelve months is around 3.73%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 3.73% | 4.52% | 7.52% | 6.96% | 7.43% | 3.95% | 1.46% |
Frequently Asked Questions
WTEI.DE and 5MVL.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.46% for WTEI.DE.
WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for WTEI.DE and 0.40% for 5MVL.DE.
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