EVLU vs. VNM
EVLU (iShares MSCI Emerging Markets Value Factor ETF) and VNM (VanEck Vectors Vietnam ETF) are both exchange-traded funds - EVLU is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Value Factor Select Index (Net), while VNM is a Asia Pacific Equities fund tracking the MVIS Vietnam Index. Both are passively managed. Over the past year, EVLU returned 54.03% vs 5.32% for VNM. Their 0.22 correlation means their historical movements had little consistent relationship. EVLU charges 0.35%/yr vs 0.68%/yr for VNM.
Performance
EVLU vs. VNM - Performance Comparison
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Returns By Period
In the year-to-date period, EVLU achieves a 29.24% return, which is significantly higher than VNM's -8.18% return.
EVLU
- 1D
- -1.06%
- 1M
- 0.29%
- 6M
- 19.37%
- YTD
- 29.24%
- 1Y
- 54.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 36.50%
VNM
- 1D
- -0.79%
- 1M
- -3.68%
- 6M
- -5.86%
- YTD
- -8.18%
- 1Y
- 5.32%
- 3Y*
- 7.06%
- 5Y*
- -1.08%
- 10Y*
- 3.27%
- ALL TIME*
- -0.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $207.69K | $151.31K | $128.35K | |
| $16.25M | $13.22M | $12.01M |
EVLU vs. VNM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 29.24% | 38.54% | 1.21% |
VNM VanEck Vectors Vietnam ETF | -8.18% | 66.55% | -8.23% |
Correlation
The correlation between EVLU and VNM is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024 | 0.22 |
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Return for Risk
EVLU vs. VNM — Risk / Return Rank
EVLU
VNM
EVLU vs. VNM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) and VanEck Vectors Vietnam ETF (VNM). 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.
| EVLU | VNM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.05 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 0.31 | +3.90 |
| Martin ratioReturn relative to average drawdown | 12.09 | 0.66 | +11.43 |
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Drawdowns
EVLU vs. VNM - Drawdown Comparison
The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum VNM drawdown of -63.19%. Use the drawdown chart below to compare losses from any high point for EVLU and VNM.
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Drawdown Indicators
| EVLU | VNM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -63.19% | +46.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -17.47% | +4.57% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -49.95% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.67% | — |
Current DrawdownCurrent decline from peak | -5.75% | -28.49% | +22.74% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -37.73% | +33.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 8.04% | -3.56% |
Volatility
EVLU vs. VNM - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Value Factor ETF (EVLU) is 5.96%, while VanEck Vectors Vietnam ETF (VNM) has a volatility of 8.79%. This indicates that EVLU experiences smaller price fluctuations and is considered to be less risky than VNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVLU | VNM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 8.79% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 18.53% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.01% | 26.56% | -5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 24.49% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 23.52% | -3.13% |
EVLU vs. VNM - Expense Ratio Comparison
EVLU has a 0.35% expense ratio, which is lower than VNM's 0.68% expense ratio.
Dividends
EVLU vs. VNM - Dividend Comparison
EVLU's dividend yield for the trailing twelve months is around 3.76%, more than VNM's 0.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.76% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNM VanEck Vectors Vietnam ETF | 0.22% | 0.20% | 0.00% | 5.21% | 0.96% | 0.49% | 0.40% | 0.76% | 0.83% | 1.14% | 2.44% | 3.69% |
Frequently Asked Questions
EVLU and VNM have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNM has higher volatility (8.79%) compared to EVLU (5.96%). In terms of maximum drawdown, EVLU dropped -17.17% vs VNM's -63.19%.
On 1-year performance, EVLU leads with 54.03% vs 5.32% for VNM. On fees, EVLU is cheaper at 0.35% per year. On volatility, EVLU has been the lower-risk option at 5.96%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 54.03% return vs 5.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVLU is cheaper with a 0.35% expense ratio, compared with 0.68% for VNM.
EVLU has the higher dividend yield at 3.76%, compared with 0.22% for VNM.
EVLU is categorized as Emerging Markets Equities, while VNM is Asia Pacific Equities. EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net), while VNM tracks MVIS Vietnam Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.35% for EVLU and 0.68% for VNM.
EVLU currently has the higher Sharpe Ratio (2.58 vs 0.20), 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.
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