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DEHP vs. UEVM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEHP vs. UEVM - Performance Comparison

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

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DEHP vs. UEVM - Yearly Performance Comparison


2026 (YTD)2025202420232022
DEHP
Dimensional Emerging Markets High Profitability ETF
5.79%32.86%4.47%12.31%-9.73%
UEVM
VictoryShares Emerging Markets Value Momentum ETF
3.70%22.74%11.92%17.41%-7.16%

Returns By Period

In the year-to-date period, DEHP achieves a 5.79% return, which is significantly higher than UEVM's 3.70% return.


DEHP

1D
0.83%
1M
-6.78%
YTD
5.79%
6M
10.98%
1Y
36.49%
3Y*
15.68%
5Y*
10Y*

UEVM

1D
0.49%
1M
-4.23%
YTD
3.70%
6M
5.10%
1Y
25.91%
3Y*
17.30%
5Y*
8.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEHP vs. UEVM - Expense Ratio Comparison

DEHP has a 0.41% expense ratio, which is lower than UEVM's 0.45% expense ratio.


Return for Risk

DEHP vs. UEVM — Risk / Return Rank

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

DEHP
DEHP Risk / Return Rank: 8585
Overall Rank
DEHP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEHP Sortino Ratio Rank: 8585
Sortino Ratio Rank
DEHP Omega Ratio Rank: 8484
Omega Ratio Rank
DEHP Calmar Ratio Rank: 8686
Calmar Ratio Rank
DEHP Martin Ratio Rank: 8686
Martin Ratio Rank

UEVM
UEVM Risk / Return Rank: 7676
Overall Rank
UEVM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
UEVM Sortino Ratio Rank: 7676
Sortino Ratio Rank
UEVM Omega Ratio Rank: 7575
Omega Ratio Rank
UEVM Calmar Ratio Rank: 7575
Calmar Ratio Rank
UEVM 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.

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.


DEHPUEVMDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.48

+0.31

Sortino ratio

Return per unit of downside risk

2.40

2.01

+0.39

Omega ratio

Gain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratio

Return relative to maximum drawdown

2.87

2.11

+0.75

Martin ratio

Return relative to average drawdown

11.20

8.79

+2.41

DEHP vs. UEVM - Sharpe Ratio Comparison

The current DEHP Sharpe Ratio is 1.79, which is comparable to the UEVM Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DEHP and UEVM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEHPUEVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.48

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.30

+0.30

Correlation

The correlation between DEHP and UEVM is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DEHP vs. UEVM - Dividend Comparison

DEHP's dividend yield for the trailing twelve months is around 1.69%, less than UEVM's 3.72% yield.


TTM202520242023202220212020201920182017
DEHP
Dimensional Emerging Markets High Profitability ETF
1.69%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
3.72%4.02%5.65%4.71%3.46%4.49%2.19%2.79%2.34%0.79%

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.


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Drawdown Indicators


DEHPUEVMDifference

Max Drawdown

Largest peak-to-trough decline

-22.90%

-45.44%

+22.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-12.40%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Current Drawdown

Current decline from peak

-9.02%

-6.92%

-2.10%

Average Drawdown

Average peak-to-trough decline

-5.91%

-11.86%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.00%

+0.37%

Volatility

DEHP vs. UEVM - Volatility Comparison

Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 9.53% compared to VictoryShares Emerging Markets Value Momentum ETF (UEVM) at 6.86%. 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.


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Volatility by Period


DEHPUEVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.53%

6.86%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

11.81%

+3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

17.59%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

15.85%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

18.41%

-0.53%