XGLF.DE vs. 5MVL.DE
XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, XGLF.DE returned 5.16%/yr vs 16.49%/yr for 5MVL.DE. At a 0.43 correlation, their price movements are largely independent. XGLF.DE charges 0.65%/yr vs 0.40%/yr for 5MVL.DE.
Performance
XGLF.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGLF.DE achieves a 6.06% return, which is significantly lower than 5MVL.DE's 40.32% return.
XGLF.DE
- 1D
- 0.50%
- 1M
- 2.01%
- 6M
- 5.05%
- YTD
- 6.06%
- 1Y
- 5.74%
- 3Y*
- 3.33%
- 5Y*
- 5.16%
- 10Y*
- 8.00%
5MVL.DE
- 1D
- 2.80%
- 1M
- -6.17%
- 6M
- 36.31%
- YTD
- 40.32%
- 1Y
- 66.56%
- 3Y*
- 31.76%
- 5Y*
- 16.49%
- 10Y*
- —
XGLF.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 6.06% | -5.36% | 9.58% | 0.55% | 1.24% | 48.84% | -9.49% | 9.50% | 0.61% |
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 XGLF.DE and 5MVL.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.43 |
The correlation between XGLF.DE and 5MVL.DE shifts across timeframes, from 0.32 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XGLF.DE vs. 5MVL.DE — Risk / Return Rank
XGLF.DE
5MVL.DE
XGLF.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.
| XGLF.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.52 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 6.42 | -5.79 |
| Martin ratioReturn relative to average drawdown | 1.39 | 19.50 | -18.11 |
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Drawdowns
XGLF.DE vs. 5MVL.DE - Drawdown Comparison
The maximum XGLF.DE drawdown since its inception was -42.15%, 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 XGLF.DE and 5MVL.DE.
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Drawdown Indicators
| XGLF.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -32.22% | -9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -10.32% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -18.41% | -19.14% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -20.60% | -10.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.16% | — | — |
Current DrawdownCurrent decline from peak | -17.78% | -7.81% | -9.97% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -6.62% | -11.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.40% | +0.71% |
Volatility
XGLF.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) is 4.44%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that XGLF.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
| XGLF.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 10.83% | -6.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 18.78% | -9.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 21.61% | -8.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 17.42% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 19.53% | -1.19% |
XGLF.DE vs. 5MVL.DE - Expense Ratio Comparison
XGLF.DE has a 0.65% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
XGLF.DE vs. 5MVL.DE - Dividend Comparison
Neither XGLF.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
XGLF.DE and 5MVL.DE have a correlation of 0.32, 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 0.65% for XGLF.DE.
XGLF.DE tracks MSCI GCC Countries ex Select Securities 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: 0.65% for XGLF.DE and 0.40% for 5MVL.DE.
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