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ISIN
US92189F3534
CUSIP
92189F353
Issuer
VanEck
Inception Date
May 8, 2012
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
BofA Merrill Lynch Diversified High Yield US Emerging Markets Corporate Plus Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$522M

Share Price Chart


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Performance

HYEM Performance Chart

VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) is up 4.4% since the beginning of the year. HYEM is currently trading at $20 per share. Investors who bought $1,000 worth of HYEM shares 5 years ago would now be looking at an investment worth $1,163.


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S&P 500 Index

Returns By Period

VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) has returned 4.43% so far this year and 9.89% over the past 12 months. Over the last ten years, HYEM has returned 4.65% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


VanEck Vectors Emerging Markets High Yield Bond ETF

1D
0.20%
1M
1.41%
YTD
4.43%
6M
4.34%
1Y
9.89%
3Y*
10.41%
5Y*
3.07%
10Y*
4.65%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEM Monthly Returns History

Based on dividend-adjusted daily data since May 14, 2012, HYEM's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +10.5%, while the worst month was Mar 2020 at -15.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HYEM closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +5.4%, while the worst single day was Mar 18, 2020 at -9.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.51%0.92%-2.13%2.55%0.96%0.61%4.43%
20251.64%1.12%-0.77%-0.86%1.72%1.80%0.92%1.90%0.01%0.38%0.08%0.97%9.24%
20241.73%0.85%1.52%-1.07%2.65%0.34%2.17%1.58%1.73%-1.11%1.39%-0.19%12.14%
20234.45%-2.87%0.69%-0.20%-1.93%3.23%0.44%-0.92%-0.51%-1.41%4.47%2.94%8.35%
2022-2.63%-5.90%-0.96%-3.52%-1.23%-5.94%0.61%0.28%-4.34%-2.36%10.51%2.27%-13.39%
2021-0.88%1.30%-0.81%1.06%0.91%0.46%-0.91%1.04%-1.80%-1.12%-2.18%1.72%-1.31%

Benchmark Metrics

VanEck Vectors Emerging Markets High Yield Bond ETF has an annualized alpha of 1.80%, beta of 0.24, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since May 14, 2012.

  • This ETF participated in 44.55% of S&P 500 Index downside but only 34.55% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.24 may look defensive, but with R2 of 0.21 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.21 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.80%
Beta
0.24
0.21
Upside Capture
34.55%
Downside Capture
44.55%

Expense Ratio

HYEM has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HYEM ranks 76 for risk / return — better than 76% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HYEM Risk / Return Rank: 7676
Overall Rank
HYEM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYEM Omega Ratio Rank: 7979
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7474
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7979
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and compare them to S&P 500 Index.

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.


HYEMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

3.64

2.78

+0.86

Martin ratioReturn relative to average drawdown

14.81

12.44

+2.37

Dividends

Dividend History

VanEck Vectors Emerging Markets High Yield Bond ETF provided a 6.49% dividend yield over the last twelve months, with an annual payout of $1.31 per share. The fund has been increasing its distributions for 2 consecutive years.


5.50%6.00%6.50%7.00%7.50%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.31$1.33$1.23$1.16$1.18$1.19$1.33$1.46$1.28$1.44$1.50$1.69

Dividend yield

6.49%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%

Monthly Dividends

The table displays the monthly dividend distributions for VanEck Vectors Emerging Markets High Yield Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.12$0.10$0.12$0.11$0.09$0.54
2025$0.00$0.11$0.10$0.12$0.11$0.11$0.10$0.12$0.11$0.10$0.23$0.11$1.33
2024$0.00$0.10$0.10$0.11$0.08$0.11$0.10$0.11$0.10$0.10$0.11$0.22$1.23
2023$0.00$0.10$0.09$0.10$0.09$0.11$0.10$0.10$0.10$0.10$0.08$0.19$1.16
2022$0.00$0.09$0.09$0.11$0.10$0.11$0.12$0.12$0.07$0.08$0.10$0.19$1.18
2021$0.00$0.08$0.10$0.11$0.11$0.11$0.07$0.10$0.10$0.10$0.10$0.21$1.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the VanEck Vectors Emerging Markets High Yield Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VanEck Vectors Emerging Markets High Yield Bond ETF was 30.96%, occurring on Mar 19, 2020. Recovery took 167 trading sessions.

The current VanEck Vectors Emerging Markets High Yield Bond ETF drawdown is 0.05%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.96%Mar 2020
1mo 5d7mo 29d
9mo 4dFeb 2020 - Nov 2020
Bear market2022
-26.30%Nov 2022
1y 4mo1y 10mo
3y 2moJun 2021 - Sep 2024
2014 correction2014
-14.00%Dec 2014
5mo 5d1y 4mo
1y 10moJul 2014 - May 2016
2013 pullback2013
-9.87%Jun 2013
1mo 15d9mo 11d
10mo 26dMay 2013 - Apr 2014
Rate-hike selloffLate 2018
-7.30%Sep 2018
7mo 5d5mo 3d
1y 3dFeb 2018 - Feb 2019

Drawdown Indicators


HYEMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-56.78%

+25.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-9.10%

+6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

-18.90%

+13.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-25.43%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-33.92%

+2.96%

Current Drawdown

Current decline from peak

-0.05%

-1.80%

+1.75%

Average Drawdown

Average peak-to-trough decline

-4.39%

-10.71%

+6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

2.03%

-1.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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