DPRE vs. VEMY
DPRE (Virtus Duff & Phelps Real Estate Income ETF) and VEMY (Virtus Stone Harbor Emerging Markets High Yield Bond ETF) are both exchange-traded funds - DPRE is a REIT fund actively managed by Virtus, while VEMY is a Emerging Markets Bonds fund actively managed by Virtus. Both are actively managed. Their 0.29 correlation means their historical movements had little consistent relationship. DPRE charges 0.59%/yr vs 0.58%/yr for VEMY.
Performance
DPRE vs. VEMY - Performance Comparison
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Returns By Period
DPRE
- 1D
- -0.27%
- 1M
- 2.09%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VEMY
- 1D
- 0.18%
- 1M
- -0.33%
- 6M
- 3.54%
- YTD
- 5.87%
- 1Y
- 13.55%
- 3Y*
- 13.66%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.14K | $83.65K | $60.32K | |
| $664.50K | $1.32M | $804.35K |
DPRE vs. VEMY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DPRE Virtus Duff & Phelps Real Estate Income ETF | 9.36% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 1.13% |
Correlation
The correlation between DPRE and VEMY is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 15, 2026 | 0.29 |
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Return for Risk
DPRE vs. VEMY — Risk / Return Rank
DPRE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEMY
DPRE vs. VEMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Income ETF (DPRE) 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.
| DPRE | VEMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.46 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.40 | — |
| Martin ratioReturn relative to average drawdown | — | 15.87 | — |
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Drawdowns
DPRE vs. VEMY - Drawdown Comparison
The maximum DPRE drawdown since its inception was -3.57%, smaller than the maximum VEMY drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for DPRE and VEMY.
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Drawdown Indicators
| DPRE | VEMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.57% | -8.77% | +5.20% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.00% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.57% | — |
Current DrawdownCurrent decline from peak | -0.27% | -0.86% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -1.27% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.86% | — |
Volatility
DPRE vs. VEMY - Volatility Comparison
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Volatility by Period
| DPRE | VEMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.50% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 6.01% | +9.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 7.53% | +7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 7.53% | +7.80% |
DPRE vs. VEMY - Expense Ratio Comparison
DPRE has a 0.59% expense ratio, which is higher than VEMY's 0.58% expense ratio.
Dividends
DPRE vs. VEMY - Dividend Comparison
DPRE's dividend yield for the trailing twelve months is around 0.90%, less than VEMY's 8.11% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DPRE Virtus Duff & Phelps Real Estate Income ETF | 0.90% | 0.00% | 0.00% | 0.00% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.11% | 8.89% | 10.28% | 9.55% |
Frequently Asked Questions
DPRE and VEMY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEMY is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEMY is cheaper with a 0.58% expense ratio, compared with 0.59% for DPRE.
VEMY has the higher dividend yield at 8.11%, compared with 0.90% for DPRE.
DPRE is categorized as REIT, while VEMY is Emerging Markets Bonds. Their fees differ too: 0.59% for DPRE and 0.58% for VEMY.
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