BREE vs. UEVM

Last updated Jun 4, 2026

BREE (MFS Blended Research Emerging Markets Equity ETF) and UEVM (VictoryShares Emerging Markets Value Momentum ETF) are both exchange-traded funds - BREE is a Emerging Markets Diversified fund actively managed by MFS, while UEVM is a Momentum fund tracking the Nasdaq Victory Emerging Market Value Momentum Index. BREE is actively managed, while UEVM is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. BREE charges 0.44%/yr vs 0.45%/yr for UEVM.

Performance

BREE vs. UEVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Emerging Markets Equity ETF (BREE) and VictoryShares Emerging Markets Value Momentum ETF (UEVM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BREE

• 1D: -1.25%
• 1M: 10.36%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

UEVM

• 1D: -1.86%
• 1M: 0.77%
• YTD: 8.99%
• 6M: 8.31%
• 1Y: 24.92%
• 3Y*: 18.34%
• 5Y*: 7.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BREE vs. UEVM - Yearly Performance Comparison

	2026 (YTD)
BREE MFS Blended Research Emerging Markets Equity ETF	20.50%
UEVM VictoryShares Emerging Markets Value Momentum ETF	5.29%

Correlation

The correlation between BREE and UEVM is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 6, 2026	0.84

Return for Risk

BREE vs. UEVM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UEVM

UEVM Risk / Return Rank: 49
UEVM Sharpe Ratio Rank: 48
UEVM Sortino Ratio Rank: 45
UEVM Omega Ratio Rank: 47
UEVM Calmar Ratio Rank: 52
UEVM Martin Ratio Rank: 51

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.

BREE vs. UEVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Emerging Markets Equity ETF (BREE) and VictoryShares Emerging Markets Value Momentum ETF (UEVM). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BREE	UEVM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.65	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	4.18	0.33	+3.86

Drawdowns

BREE vs. UEVM - Drawdown Comparison

The maximum BREE drawdown since its inception was -7.70%, smaller than the maximum UEVM drawdown of -45.44%. Use the drawdown chart below to compare losses from any high point for BREE and UEVM.

Drawdown Indicators

	BREE	UEVM	Difference
Max Drawdown Largest peak-to-trough decline	-7.70%	-45.44%	+37.74%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.79%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.88%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.98%	—
Current Drawdown Current decline from peak	-1.25%	-2.18%	+0.93%
Average Drawdown Average peak-to-trough decline	-1.77%	-11.67%	+9.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.89%	—

Volatility

Volatility by Period

	BREE	UEVM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.15%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.13%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.33%	15.18%	+12.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.33%	15.90%	+11.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.33%	18.39%	+8.94%

BREE vs. UEVM - Expense Ratio Comparison

BREE has a 0.44% expense ratio, which is lower than UEVM's 0.45% expense ratio.

Dividends

BREE vs. UEVM - Dividend Comparison

BREE has not paid dividends to shareholders, while UEVM's dividend yield for the trailing twelve months is around 3.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BREE MFS Blended Research Emerging Markets Equity ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UEVM VictoryShares Emerging Markets Value Momentum ETF	3.05%	4.02%	5.65%	4.71%	3.46%	4.49%	2.19%	2.79%	2.34%	0.79%

Frequently Asked Questions

Can I hold both BREE and UEVM in my portfolio?

BREE and UEVM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BREE or UEVM?

On fees, BREE is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BREE or UEVM?

BREE is cheaper with a 0.44% expense ratio, compared with 0.45% for UEVM.

Which ETF pays a higher dividend yield, BREE or UEVM?

UEVM has the higher dividend yield at 3.05%, compared with 0.00% for BREE.

What is the main difference between BREE and UEVM?

BREE is categorized as Emerging Markets Diversified, while UEVM is Momentum. They also come from different issuers: MFS and Victory Capital. Their fees differ too: 0.44% for BREE and 0.45% for UEVM.