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VictoryShares US Value Momentum ETF (ULVM)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US92647N5766
CUSIP
92647N576
Inception Date
Oct 24, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq Victory US Value Momentum Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VictoryShares US 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.


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S&P 500 Index

Returns By Period

VictoryShares US Value Momentum ETF (ULVM) has returned 4.86% so far this year and 21.16% over the past 12 months.


VictoryShares US Value Momentum ETF

1D
1.99%
1M
-4.07%
YTD
4.86%
6M
6.43%
1Y
21.16%
3Y*
17.09%
5Y*
11.08%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 26, 2017, ULVM's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.2%, while the worst month was Mar 2020 at -19.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ULVM closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.19%4.91%-4.07%4.86%
20255.06%-0.45%-4.14%-2.65%4.97%4.28%0.27%3.52%2.93%-1.04%3.24%-0.66%15.84%
20240.84%4.32%6.19%-4.52%3.65%-0.04%4.35%2.39%1.39%0.35%7.78%-7.49%19.76%
20233.59%-2.84%-0.80%0.95%-4.48%6.19%2.48%-2.43%-3.48%-2.63%8.27%5.92%10.16%
2022-4.42%-0.42%3.15%-6.21%1.73%-9.22%7.25%-2.64%-8.75%11.36%5.21%-4.19%-9.04%
20212.82%3.90%4.98%4.27%2.86%-0.08%0.77%2.86%-4.39%6.51%-2.31%5.75%31.06%

Benchmark Metrics

VictoryShares US Value Momentum ETF has an annualized alpha of -0.57%, beta of 0.91, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 27, 2017.

  • This ETF participated in 96.28% of S&P 500 Index downside but only 89.40% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.91 and R² of 0.86, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.57%
Beta
0.91
0.86
Upside Capture
89.40%
Downside Capture
96.28%

Expense Ratio

ULVM has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

ULVM ranks 71 for risk / return — better than 71% 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.


ULVM Risk / Return Rank: 7171
Overall Rank
ULVM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ULVM Sortino Ratio Rank: 7070
Sortino Ratio Rank
ULVM Omega Ratio Rank: 7373
Omega Ratio Rank
ULVM Calmar Ratio Rank: 6767
Calmar Ratio Rank
ULVM Martin Ratio Rank: 7777
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 VictoryShares US Value Momentum ETF (ULVM) and compare them to a chosen benchmark (S&P 500 Index).


ULVMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.90

+0.38

Sortino ratio

Return per unit of downside risk

1.82

1.39

+0.43

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

1.76

1.40

+0.36

Martin ratio

Return relative to average drawdown

8.58

6.61

+1.97

Explore ULVM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

VictoryShares US Value Momentum ETF provided a 1.72% dividend yield over the last twelve months, with an annual payout of $1.65 per share.


0.50%1.00%1.50%2.00%$0.00$0.50$1.00$1.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.65$1.65$1.27$1.32$1.21$0.96$0.83$1.01$0.75$0.20

Dividend yield

1.72%1.81%1.57%1.94%1.91%1.36%1.51%1.88%1.67%0.38%

Monthly Dividends

The table displays the monthly dividend distributions for VictoryShares US Value Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.02$0.08$0.23$0.33
2025$0.06$0.11$0.17$0.17$0.04$0.16$0.16$0.08$0.17$0.14$0.07$0.32$1.65
2024$0.02$0.04$0.11$0.16$0.01$0.14$0.11$0.03$0.17$0.12$0.07$0.28$1.27
2023$0.00$0.04$0.17$0.12$0.02$0.14$0.13$0.03$0.13$0.18$0.05$0.33$1.32
2022$0.01$0.06$0.13$0.13$0.00$0.09$0.11$0.05$0.17$0.08$0.04$0.33$1.21
2021$0.00$0.05$0.07$0.11$0.04$0.00$0.10$0.05$0.12$0.10$0.05$0.28$0.96

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 VictoryShares US Value Momentum 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 VictoryShares US Value Momentum ETF was 40.71%, occurring on Mar 23, 2020. Recovery took 181 trading sessions.

The current VictoryShares US Value Momentum ETF drawdown is 4.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.71%Feb 18, 202025Mar 23, 2020181Dec 8, 2020206
-21.94%Jan 29, 2018229Dec 24, 2018250Dec 20, 2019479
-19.77%Jan 5, 2022186Sep 30, 2022330Jan 25, 2024516
-18.14%Dec 2, 202487Apr 8, 202571Jul 22, 2025158
-6.71%Jul 17, 202414Aug 5, 202414Aug 23, 202428

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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