DEHP vs. UEVM
DEHP (Dimensional Emerging Markets High Profitability ETF) and UEVM (VictoryShares Emerging Markets Value Momentum ETF) are both exchange-traded funds - DEHP is a Emerging Markets Diversified fund actively managed by Dimensional, while UEVM is a Momentum fund tracking the Nasdaq Victory Emerging Market Value Momentum Index. DEHP is actively managed, while UEVM is passively managed. Over the past 3 years, DEHP returned 23.77%/yr vs 17.49%/yr for UEVM. Their correlation of 0.86 suggests significant overlap in exposure. DEHP charges 0.41%/yr vs 0.45%/yr for UEVM.
Performance
DEHP vs. UEVM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DEHP achieves a 29.64% return, which is significantly higher than UEVM's 6.12% return.
DEHP
- 1D
- -7.10%
- 1M
- 2.07%
- YTD
- 29.64%
- 6M
- 30.69%
- 1Y
- 55.70%
- 3Y*
- 23.77%
- 5Y*
- —
- 10Y*
- —
UEVM
- 1D
- -2.16%
- 1M
- -0.96%
- YTD
- 6.12%
- 6M
- 5.85%
- 1Y
- 19.69%
- 3Y*
- 17.49%
- 5Y*
- 7.30%
- 10Y*
- —
DEHP vs. UEVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 29.64% | 32.86% | 4.47% | 12.31% | -9.73% |
UEVM VictoryShares Emerging Markets Value Momentum ETF | 6.12% | 22.74% | 11.92% | 17.41% | -6.45% |
Correlation
The correlation between DEHP and UEVM is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.86 |
The correlation between DEHP and UEVM has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DEHP vs. UEVM — Risk / Return Rank
DEHP
UEVM
DEHP vs. UEVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) 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.
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.
| DEHP | UEVM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.23 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.25 | 2.02 | +2.23 |
| Martin ratioReturn relative to average drawdown | 15.97 | 6.57 | +9.40 |
Loading charts...
Drawdowns
DEHP vs. UEVM - Drawdown Comparison
The maximum DEHP drawdown since its inception was -22.90%, smaller than the maximum UEVM drawdown of -45.44%. Use the drawdown chart below to compare losses from any high point for DEHP and UEVM.
Loading charts...
Drawdown Indicators
| DEHP | UEVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.90% | -45.44% | +22.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.16% | -9.79% | -3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -18.88% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.73% | — |
Current DrawdownCurrent decline from peak | -7.10% | -4.76% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -11.62% | +5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.00% | +0.50% |
Volatility
DEHP vs. UEVM - Volatility Comparison
Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 15.13% compared to VictoryShares Emerging Markets Value Momentum ETF (UEVM) at 6.38%. This indicates that DEHP's price experiences larger fluctuations and is considered to be riskier than UEVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DEHP | UEVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.13% | 6.38% | +8.75% |
Volatility (6M)Calculated over the trailing 6-month period | 22.85% | 13.13% | +9.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.71% | 15.84% | +8.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 16.05% | +3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 18.42% | +1.19% |
DEHP vs. UEVM - Expense Ratio Comparison
DEHP has a 0.41% expense ratio, which is lower than UEVM's 0.45% expense ratio.
Dividends
DEHP vs. UEVM - Dividend Comparison
DEHP's dividend yield for the trailing twelve months is around 1.38%, less than UEVM's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 0.89% | 1.73% | 2.44% | 2.84% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UEVM VictoryShares Emerging Markets Value Momentum ETF | 2.85% | 4.02% | 5.65% | 4.71% | 3.46% | 4.49% | 2.19% | 2.79% | 2.34% | 0.79% |
Frequently Asked Questions
DEHP and UEVM have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEHP has higher volatility (15.13%) compared to UEVM (6.38%). In terms of maximum drawdown, DEHP dropped -22.90% vs UEVM's -45.44%.
On 3-year performance, DEHP leads with 23.77% vs 17.49% for UEVM. On fees, DEHP is cheaper at 0.41% per year. On volatility, UEVM has been the lower-risk option at 6.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DEHP has performed better with a 23.77% return vs 17.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DEHP is cheaper with a 0.41% expense ratio, compared with 0.45% for UEVM.
UEVM has the higher dividend yield at 2.85%, compared with 1.38% for DEHP.
DEHP is categorized as Emerging Markets Diversified, while UEVM is Momentum. They also come from different issuers: Dimensional and Victory Capital. Their fees differ too: 0.41% for DEHP and 0.45% for UEVM.
DEHP currently has the higher Sharpe Ratio (2.27 vs 1.25), 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.
Find the right allocation for DEHP and UEVM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer