XBAK.DE vs. 5MVL.DE
XBAK.DE (Xtrackers MSCI Pakistan Swap UCITS ETF (Acc)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - XBAK.DE tracks the MSCI Pakistan Investable Market Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, XBAK.DE returned 10.75%/yr vs 16.49%/yr for 5MVL.DE. At a 0.21 correlation, their price movements are largely independent. XBAK.DE charges 0.85%/yr vs 0.40%/yr for 5MVL.DE.
Performance
XBAK.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XBAK.DE achieves a 5.19% return, which is significantly lower than 5MVL.DE's 40.32% return.
XBAK.DE
- 1D
- 0.62%
- 1M
- 10.20%
- 6M
- 2.53%
- YTD
- 5.19%
- 1Y
- 35.00%
- 3Y*
- 41.08%
- 5Y*
- 10.75%
- 10Y*
- -1.05%
5MVL.DE
- 1D
- 2.80%
- 1M
- -6.17%
- 6M
- 36.31%
- YTD
- 40.32%
- 1Y
- 66.56%
- 3Y*
- 31.76%
- 5Y*
- 16.49%
- 10Y*
- —
XBAK.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XBAK.DE Xtrackers MSCI Pakistan Swap UCITS ETF (Acc) | 5.19% | 20.31% | 75.92% | 15.36% | -24.63% | -7.97% | -15.81% | 1.89% | -7.02% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 40.32% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
Correlation
The correlation between XBAK.DE and 5MVL.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.21 |
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Return for Risk
XBAK.DE vs. 5MVL.DE — Risk / Return Rank
XBAK.DE
5MVL.DE
XBAK.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Pakistan Swap UCITS ETF (Acc) (XBAK.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.
| XBAK.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.52 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 6.42 | -4.95 |
| Martin ratioReturn relative to average drawdown | 3.81 | 19.50 | -15.69 |
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Drawdowns
XBAK.DE vs. 5MVL.DE - Drawdown Comparison
The maximum XBAK.DE drawdown since its inception was -79.30%, 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 XBAK.DE and 5MVL.DE.
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Drawdown Indicators
| XBAK.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.30% | -32.22% | -47.08% |
Max Drawdown (1Y)Largest decline over 1 year | -23.67% | -10.32% | -13.35% |
Max Drawdown (3Y)Largest decline over 3 years | -23.67% | -19.14% | -4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -49.06% | -20.60% | -28.46% |
Max Drawdown (10Y)Largest decline over 10 years | -79.30% | — | — |
Current DrawdownCurrent decline from peak | -32.50% | -7.81% | -24.69% |
Average DrawdownAverage peak-to-trough decline | -37.83% | -6.62% | -31.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.17% | 3.40% | +5.77% |
Volatility
XBAK.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Pakistan Swap UCITS ETF (Acc) (XBAK.DE) is 5.51%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that XBAK.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
| XBAK.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 10.83% | -5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 24.19% | 18.78% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.00% | 21.61% | +6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.55% | 17.42% | +7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.55% | 19.53% | +5.02% |
XBAK.DE vs. 5MVL.DE - Expense Ratio Comparison
XBAK.DE has a 0.85% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
XBAK.DE vs. 5MVL.DE - Dividend Comparison
Neither XBAK.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
XBAK.DE and 5MVL.DE have a correlation of 0.16, 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 0.85% for XBAK.DE.
XBAK.DE tracks MSCI Pakistan Investable Market Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.85% for XBAK.DE and 0.40% for 5MVL.DE.
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