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XFVT.DE vs. 5MVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFVT.DE vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XFVT.DE achieves a 5.73% return, which is significantly lower than 5MVL.DE's 43.53% return.


XFVT.DE

1D
1.28%
1M
3.07%
YTD
5.73%
6M
5.13%
1Y
51.66%
3Y*
5Y*
10Y*

5MVL.DE

1D
-1.12%
1M
0.01%
YTD
43.53%
6M
46.32%
1Y
73.35%
3Y*
33.44%
5Y*
16.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFVT.DE vs. 5MVL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XFVT.DE
Xtrackers Vietnam Swap UCITS ETF 1C
5.73%50.29%-5.50%-0.88%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
43.53%27.25%21.00%6.34%

Correlation

The correlation between XFVT.DE and 5MVL.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2023

0.19

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Return for Risk

XFVT.DE vs. 5MVL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XFVT.DE
XFVT.DE Risk / Return Rank: 6060
Overall Rank
XFVT.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XFVT.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XFVT.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XFVT.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
XFVT.DE Martin Ratio Rank: 5252
Martin Ratio Rank

5MVL.DE
5MVL.DE Risk / Return Rank: 9494
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9494
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XFVT.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.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.


XFVT.DE5MVL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.31

1.58

-0.27

Calmar ratioReturn relative to maximum drawdown

2.93

7.35

-4.42

Martin ratioReturn relative to average drawdown

7.83

22.36

-14.53

XFVT.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current XFVT.DE Sharpe Ratio is 1.83, which is lower than the 5MVL.DE Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of XFVT.DE and 5MVL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XFVT.DE vs. 5MVL.DE - Drawdown Comparison

The maximum XFVT.DE drawdown since its inception was -27.46%, smaller than the maximum 5MVL.DE drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for XFVT.DE and 5MVL.DE.


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Drawdown Indicators


XFVT.DE5MVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.46%

-32.22%

+4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-9.73%

-8.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

Current Drawdown

Current decline from peak

-0.79%

-5.69%

+4.90%

Average Drawdown

Average peak-to-trough decline

-7.75%

-6.62%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

3.21%

+3.44%

Volatility

XFVT.DE vs. 5MVL.DE - Volatility Comparison

The current volatility for Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.DE) is 6.59%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.54%. This indicates that XFVT.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


XFVT.DE5MVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

10.54%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

19.32%

18.21%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

28.46%

20.98%

+7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.96%

17.27%

+7.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.96%

19.46%

+5.50%

XFVT.DE vs. 5MVL.DE - Expense Ratio Comparison

XFVT.DE has a 0.85% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.


Dividends

XFVT.DE vs. 5MVL.DE - Dividend Comparison

Neither XFVT.DE nor 5MVL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XFVT.DE and 5MVL.DE have a correlation of 0.15, 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 XFVT.DE.

XFVT.DE tracks STOXX Vietnam Total Market Liquid, 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 XFVT.DE and 0.40% for 5MVL.DE.

Portfolio Optimizer

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