VictoryShares USAA MSCI Emerging Markets Value Momentum ETF (UEVM)
UEVM is a passive ETF by Crestview tracking the investment results of the MSCI EM Select Value Momentum Blend. UEVM launched on Oct 24, 2017 and has a 0.45% expense ratio.
ETF Info
| ISIN | US92647N5436 |
|---|---|
| CUSIP | 92647N543 |
| Issuer | Crestview |
| Inception Date | Oct 24, 2017 |
| Region | Broad Asia (Pacific ex-Japan) |
| Category | Foreign Large Cap Equities |
| Index Tracked | MSCI EM Select Value Momentum Blend |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The VictoryShares USAA MSCI Emerging Markets Value Momentum ETF has a high expense ratio of 0.45%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in VictoryShares USAA MSCI Emerging Markets Value Momentum ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: UEVM vs. VBR
Return
VictoryShares USAA MSCI Emerging Markets Value Momentum ETF had a return of 8.32% year-to-date (YTD) and 21.42% in the last 12 months. Over the past 10 years, VictoryShares USAA MSCI Emerging Markets Value Momentum ETF had an annualized return of 0.24%, while the S&P 500 had an annualized return of 9.16%, indicating that VictoryShares USAA MSCI Emerging Markets Value Momentum ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -0.97% | -4.87% |
| 6 months | 4.52% | 4.35% |
| Year-To-Date | 8.32% | 11.68% |
| 1 year | 21.42% | 19.59% |
| 5 years (annualized) | 1.66% | 7.97% |
| 10 years (annualized) | 0.24% | 9.16% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.75% | 2.96% | -2.86% | 3.18% | 7.22% | -4.62% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for VictoryShares USAA MSCI Emerging Markets Value Momentum ETF (UEVM) and S&P 500 (^GSPC). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
UEVM VictoryShares USAA MSCI Emerging Markets Value Momentum ETF | 1.38 | ||||
^GSPC S&P 500 | 0.89 |
Dividend History
VictoryShares USAA MSCI Emerging Markets Value Momentum ETF granted a 4.77% dividend yield in the last twelve months. The annual payout for that period amounted to $1.98 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.98 | $1.38 | $2.17 | $0.99 | $1.25 | $0.98 | $0.27 |
Dividend yield | 4.77% | 3.61% | 4.85% | 2.47% | 3.22% | 2.78% | 0.65% |
Monthly Dividends
The table displays the monthly dividend distributions for VictoryShares USAA MSCI Emerging Markets Value Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.03 | $0.00 | $0.01 | $0.13 | $0.34 | $0.11 | $0.42 | $0.68 | ||||
| 2022 | $0.00 | $0.00 | $0.00 | $0.05 | $0.09 | $0.08 | $0.44 | $0.36 | $0.15 | $0.10 | $0.02 | $0.07 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.07 | $0.14 | $0.15 | $0.39 | $0.60 | $0.11 | $0.19 | $0.03 | $0.50 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.22 | $0.40 | $0.04 | $0.06 | $0.01 | $0.21 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 |
| 2017 | $0.27 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the VictoryShares USAA MSCI Emerging Markets Value Momentum ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the VictoryShares USAA MSCI Emerging Markets Value Momentum ETF is 45.44%, recorded on Mar 19, 2020. It took 302 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.44% | Jan 29, 2018 | 536 | Mar 19, 2020 | 302 | Jun 1, 2021 | 838 |
| -26.99% | Jun 7, 2021 | 344 | Oct 14, 2022 | — | — | — |
| -3.57% | Nov 24, 2017 | 10 | Dec 7, 2017 | 11 | Dec 22, 2017 | 21 |
| -2.28% | Nov 7, 2017 | 7 | Nov 15, 2017 | 4 | Nov 21, 2017 | 11 |
| -1.03% | Jan 16, 2018 | 1 | Jan 16, 2018 | 1 | Jan 17, 2018 | 2 |
Volatility Chart
The current VictoryShares USAA MSCI Emerging Markets Value Momentum ETF volatility is 2.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.