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EVLU vs. UEVM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVLU vs. UEVM - Performance Comparison

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

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EVLU vs. UEVM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EVLU achieves a 4.44% return, which is significantly higher than UEVM's 3.20% return.


EVLU

1D
2.98%
1M
-10.26%
YTD
4.44%
6M
14.87%
1Y
38.27%
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)

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EVLU vs. UEVM - Expense Ratio Comparison

EVLU has a 0.35% expense ratio, which is lower than UEVM's 0.45% expense ratio.


Return for Risk

EVLU vs. UEVM — Risk / Return Rank

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

EVLU
EVLU Risk / Return Rank: 8989
Overall Rank
EVLU Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EVLU Sortino Ratio Rank: 9090
Sortino Ratio Rank
EVLU Omega Ratio Rank: 9090
Omega Ratio Rank
EVLU Calmar Ratio Rank: 8989
Calmar Ratio Rank
EVLU Martin Ratio Rank: 8787
Martin Ratio Rank

UEVM
UEVM Risk / Return Rank: 7979
Overall Rank
UEVM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UEVM Sortino Ratio Rank: 7979
Sortino Ratio Rank
UEVM Omega Ratio Rank: 7878
Omega Ratio Rank
UEVM Calmar Ratio Rank: 7777
Calmar Ratio Rank
UEVM Martin Ratio Rank: 8080
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.

EVLU vs. UEVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) 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.


EVLUUEVMDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.47

+0.48

Sortino ratio

Return per unit of downside risk

2.58

2.00

+0.57

Omega ratio

Gain probability vs. loss probability

1.38

1.29

+0.09

Calmar ratio

Return relative to maximum drawdown

2.89

2.06

+0.84

Martin ratio

Return relative to average drawdown

10.74

8.65

+2.10

EVLU vs. UEVM - Sharpe Ratio Comparison

The current EVLU Sharpe Ratio is 1.95, which is higher than the UEVM Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EVLU 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


EVLUUEVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.47

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

0.30

+1.19

Correlation

The correlation between EVLU and UEVM is 0.87, 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

EVLU vs. UEVM - Dividend Comparison

EVLU's dividend yield for the trailing twelve months is around 4.98%, more than UEVM's 3.74% yield.


TTM202520242023202220212020201920182017
EVLU
iShares MSCI Emerging Markets Value Factor ETF
4.98%5.20%1.03%0.00%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

EVLU vs. UEVM - Drawdown Comparison

The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum UEVM drawdown of -45.44%. Use the drawdown chart below to compare losses from any high point for EVLU and UEVM.


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Drawdown Indicators


EVLUUEVMDifference

Max Drawdown

Largest peak-to-trough decline

-17.17%

-45.44%

+28.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-12.47%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Current Drawdown

Current decline from peak

-10.30%

-7.37%

-2.93%

Average Drawdown

Average peak-to-trough decline

-3.58%

-11.86%

+8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.97%

+0.57%

Volatility

EVLU vs. UEVM - Volatility Comparison

iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a higher volatility of 9.59% compared to VictoryShares Emerging Markets Value Momentum ETF (UEVM) at 7.82%. This indicates that EVLU'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


EVLUUEVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

7.82%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

11.81%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

19.75%

17.59%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

15.85%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

18.42%

+0.62%