EMC vs. UEVM

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Emerging Markets Great Consumer ETF (EMC) and VictoryShares Emerging Markets Value Momentum ETF (UEVM).

EMC and UEVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMC is an actively managed fund by Global X. It was launched on Sep 24, 2010. UEVM is a passively managed fund by Victory Capital that tracks the performance of the Nasdaq Victory Emerging Market Value Momentum Index. It was launched on Oct 24, 2017.

Performance

EMC vs. UEVM - Performance Comparison

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

EMC vs. UEVM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EMC Global X Emerging Markets Great Consumer ETF	0.47%	18.91%	3.75%	1.90%
UEVM VictoryShares Emerging Markets Value Momentum ETF	3.20%	22.74%	11.92%	9.91%

Returns By Period

In the year-to-date period, EMC achieves a 0.47% return, which is significantly lower than UEVM's 3.20% return.

EMC

• 1D: 3.61%
• 1M: -9.47%
• YTD: 0.47%
• 6M: -0.44%
• 1Y: 18.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UEVM

• 1D: 2.22%
• 1M: -5.98%
• YTD: 3.20%
• 6M: 4.71%
• 1Y: 25.75%
• 3Y*: 17.11%
• 5Y*: 8.04%
• 10Y*: —

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

EMC vs. UEVM - Expense Ratio Comparison

EMC has a 0.75% expense ratio, which is higher than UEVM's 0.45% expense ratio.

EMC

Global X Emerging Markets Great Consumer ETF

UEVM

VictoryShares Emerging Markets Value Momentum ETF

Return for Risk

EMC vs. UEVM — Risk / Return Rank

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

EMC

EMC Risk / Return Rank: 50
EMC Sharpe Ratio Rank: 49
EMC Sortino Ratio Rank: 51
EMC Omega Ratio Rank: 48
EMC Calmar Ratio Rank: 52
EMC Martin Ratio Rank: 51

UEVM

UEVM Risk / Return Rank: 79
UEVM Sharpe Ratio Rank: 79
UEVM Sortino Ratio Rank: 79
UEVM Omega Ratio Rank: 78
UEVM Calmar Ratio Rank: 77
UEVM Martin Ratio Rank: 80

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.

EMC vs. UEVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) 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.

	EMC	UEVM	Difference
Sharpe ratio Return per unit of total volatility	0.90	1.47	-0.57
Sortino ratio Return per unit of downside risk	1.38	2.00	-0.63
Omega ratio Gain probability vs. loss probability	1.19	1.29	-0.11
Calmar ratio Return relative to maximum drawdown	1.34	2.06	-0.72
Martin ratio Return relative to average drawdown	5.02	8.65	-3.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMC vs. UEVM - Sharpe Ratio Comparison

The current EMC Sharpe Ratio is 0.90, which is lower than the UEVM Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EMC 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.

Sharpe Ratios by Period

	EMC	UEVM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.47	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.30	+0.18

Correlation

The correlation between EMC and UEVM is 0.82, 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

EMC vs. UEVM - Dividend Comparison

EMC's dividend yield for the trailing twelve months is around 0.78%, less than UEVM's 3.74% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EMC Global X Emerging Markets Great Consumer ETF	0.78%	0.78%	1.13%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UEVM VictoryShares Emerging Markets Value Momentum ETF	3.74%	4.02%	5.65%	4.71%	3.46%	4.49%	2.19%	2.79%	2.34%	0.79%

Drawdowns

EMC vs. UEVM - Drawdown Comparison

The maximum EMC drawdown since its inception was -18.38%, smaller than the maximum UEVM drawdown of -45.44%. Use the drawdown chart below to compare losses from any high point for EMC and UEVM.

Drawdown Indicators

	EMC	UEVM	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-45.44%	+27.06%
Max Drawdown (1Y) Largest decline over 1 year	-13.89%	-12.47%	-1.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.98%	—
Current Drawdown Current decline from peak	-10.78%	-7.37%	-3.41%
Average Drawdown Average peak-to-trough decline	-4.20%	-11.86%	+7.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	2.97%	+0.74%

Volatility

EMC vs. UEVM - Volatility Comparison

Global X Emerging Markets Great Consumer ETF (EMC) has a higher volatility of 10.57% compared to VictoryShares Emerging Markets Value Momentum ETF (UEVM) at 7.82%. This indicates that EMC'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.

Volatility by Period

	EMC	UEVM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.57%	7.82%	+2.75%
Volatility (6M) Calculated over the trailing 6-month period	15.31%	11.81%	+3.50%
Volatility (1Y) Calculated over the trailing 1-year period	21.18%	17.59%	+3.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.72%	15.85%	+1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.72%	18.42%	-0.70%