XZEM.DE vs. 5MVL.DE
XZEM.DE (Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - XZEM.DE tracks the MSCI Emerging Markets Low Carbon SRI Leaders while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, XZEM.DE returned 3.14%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.84 suggests significant overlap in exposure. XZEM.DE charges 0.25%/yr vs 0.40%/yr for 5MVL.DE.
Performance
XZEM.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEM.DE achieves a 11.70% return, which is significantly lower than 5MVL.DE's 45.83% return.
XZEM.DE
- 1D
- -1.27%
- 1M
- 1.22%
- YTD
- 11.70%
- 6M
- 11.70%
- 1Y
- 27.23%
- 3Y*
- 14.21%
- 5Y*
- 3.14%
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 11.27%
- YTD
- 45.83%
- 6M
- 48.36%
- 1Y
- 82.90%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
XZEM.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XZEM.DE Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 11.70% | 16.53% | 16.91% | 0.19% | -14.31% | -4.19% | 6.11% | 9.91% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 10.19% |
Correlation
The correlation between XZEM.DE and 5MVL.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2019 | 0.84 |
The correlation between XZEM.DE and 5MVL.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
XZEM.DE vs. 5MVL.DE — Risk / Return Rank
XZEM.DE
5MVL.DE
XZEM.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.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.
| XZEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.73 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 8.86 | -6.29 |
| Martin ratioReturn relative to average drawdown | 8.36 | 28.83 | -20.48 |
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
| XZEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 4.31 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 1.02 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.83 | -0.55 |
Drawdowns
XZEM.DE vs. 5MVL.DE - Drawdown Comparison
The maximum XZEM.DE drawdown since its inception was -37.16%, which is greater than 5MVL.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and 5MVL.DE.
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Drawdown Indicators
| XZEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -32.25% | -4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -9.30% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -20.90% | -19.15% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -20.60% | -12.13% |
Current DrawdownCurrent decline from peak | -3.21% | -3.88% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -6.27% | -10.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.87% | +0.38% |
Volatility
XZEM.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) is 5.92%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that XZEM.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
| XZEM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 8.71% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 15.83% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 19.13% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 16.78% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.72% | 18.84% | +1.88% |
XZEM.DE vs. 5MVL.DE - Expense Ratio Comparison
XZEM.DE has a 0.25% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
XZEM.DE vs. 5MVL.DE - Dividend Comparison
Neither XZEM.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEM.DE and 5MVL.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEM.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for 5MVL.DE.
XZEM.DE tracks MSCI Emerging Markets Low Carbon SRI Leaders, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XZEM.DE and 0.40% for 5MVL.DE.
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