Historical data in MetaTrader 5 suffers from many of the same drawbacks that you might already have come across in MetaTrader 4, but it does have a couple of big advantages. Currently at least it doesn't have any of the big gaps that are to be found in data downloaded into the MT4 History Centre. Also doing that downloading is transparent to the user, it's all done automatically in the background.
Here's an MQL5 script that will download historical data from MetaQuotes' servers and export it into CSV files in a variety of different formats, suitable for importing into MetaTrader 4, Excel or AlgoTrader:
It's not really going to be a whole lot of use to you if you're into backtesting scalping or news trading systems, but if you're more of an automated swing or position trader it might well come in handy.