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BBP vs. VEMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBP vs. VEMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Products ETF (BBP) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBP achieves a 17.95% return, which is significantly higher than VEMY's 6.07% return.


BBP

1D
0.42%
1M
-4.86%
6M
13.89%
YTD
17.95%
1Y
51.96%
3Y*
20.67%
5Y*
12.86%
10Y*
11.61%
ALL TIME*
12.18%

VEMY

1D
0.40%
1M
-0.46%
6M
3.41%
YTD
6.07%
1Y
13.28%
3Y*
14.01%
5Y*
10Y*
ALL TIME*
13.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$934.12K$1.05M$1.02M
$924.57K$860.95K$887.68K

BBP vs. VEMY - Yearly Performance Comparison


2026 (YTD)2025202420232022
BBP
Virtus LifeSci Biotech Products ETF
17.95%33.15%3.32%17.88%-1.10%
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
6.07%15.27%13.48%14.45%-1.43%

Correlation

The correlation between BBP and VEMY is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

0.37

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Return for Risk

BBP vs. VEMY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBP
BBP Risk / Return Rank: 8888
Overall Rank
BBP Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BBP Sortino Ratio Rank: 8686
Sortino Ratio Rank
BBP Omega Ratio Rank: 8181
Omega Ratio Rank
BBP Calmar Ratio Rank: 9595
Calmar Ratio Rank
BBP Martin Ratio Rank: 9191
Martin Ratio Rank

VEMY
VEMY Risk / Return Rank: 8989
Overall Rank
VEMY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VEMY Sortino Ratio Rank: 9292
Sortino Ratio Rank
VEMY Omega Ratio Rank: 9191
Omega Ratio Rank
VEMY Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEMY Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BBP vs. VEMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). 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.

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.


BBPVEMYDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratioReturn relative to maximum drawdown

5.55

3.33

+2.22

Martin ratioReturn relative to average drawdown

15.50

15.31

+0.19

BBP vs. VEMY - Sharpe Ratio Comparison

The current BBP Sharpe Ratio is 2.17, which is comparable to the VEMY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BBP and VEMY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBP vs. VEMY - Drawdown Comparison

The maximum BBP drawdown since its inception was -44.32%, which is greater than VEMY's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for BBP and VEMY.


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Drawdown Indicators


BBPVEMYDifference

Max Drawdown

Largest peak-to-trough decline

-44.32%

-8.77%

-35.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-4.00%

-5.41%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

-6.57%

-19.52%

Max Drawdown (5Y)

Largest decline over 5 years

-37.77%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-9.03%

-0.68%

-8.35%

Average Drawdown

Average peak-to-trough decline

-11.90%

-1.27%

-10.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

0.87%

+2.49%

Volatility

BBP vs. VEMY - Volatility Comparison

Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 7.29% compared to Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) at 1.19%. This indicates that BBP's price experiences larger fluctuations and is considered to be riskier than VEMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBPVEMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

1.19%

+6.10%

Volatility (6M)

Calculated over the trailing 6-month period

19.11%

4.54%

+14.57%

Volatility (1Y)

Calculated over the trailing 1-year period

24.10%

6.04%

+18.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.43%

7.52%

+18.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.35%

7.52%

+19.83%

BBP vs. VEMY - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than VEMY's 0.58% expense ratio.


Dividends

BBP vs. VEMY - Dividend Comparison

BBP has not paid dividends to shareholders, while VEMY's dividend yield for the trailing twelve months is around 8.09%.


PositionTTM20252024202320222021202020192018201720162015
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
8.09%8.89%10.28%9.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBP and VEMY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBP has higher volatility (7.29%) compared to VEMY (1.19%). In terms of maximum drawdown, BBP dropped -44.32% vs VEMY's -8.77%.

On 3-year performance, BBP leads with 20.67% vs 14.01% for VEMY. On fees, VEMY is cheaper at 0.58% per year. On volatility, VEMY has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BBP has performed better with a 20.67% return vs 14.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEMY is cheaper with a 0.58% expense ratio, compared with 0.79% for BBP.

VEMY has the higher dividend yield at 8.09%, compared with 0.00% for BBP.

BBP is categorized as Health & Biotech Equities, while VEMY is Emerging Markets Bonds. Their fees differ too: 0.79% for BBP and 0.58% for VEMY.

VEMY currently has the higher Sharpe Ratio (2.21 vs 2.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BBP and VEMY

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