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HYEM vs. HYDB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEM vs. HYDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and iShares High Yield Bond Factor ETF (HYDB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYEM achieves a 4.28% return, which is significantly higher than HYDB's 1.47% return.


HYEM

1D
-0.15%
1M
1.26%
YTD
4.28%
6M
4.29%
1Y
9.50%
3Y*
10.35%
5Y*
2.95%
10Y*
4.64%

HYDB

1D
-0.11%
1M
0.41%
YTD
1.47%
6M
1.60%
1Y
6.31%
3Y*
9.35%
5Y*
4.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEM vs. HYDB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
4.28%9.24%12.14%8.35%-13.39%-1.31%6.87%12.85%-3.38%3.02%
HYDB
iShares High Yield Bond Factor ETF
1.47%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%

Correlation

The correlation between HYEM and HYDB is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2017

0.47

The correlation between HYEM and HYDB shifts across timeframes, from 0.47 (all time) to 0.58 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYEM vs. HYDB — Risk / Return Rank

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

HYEM
HYEM Risk / Return Rank: 7474
Overall Rank
HYEM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 7575
Sortino Ratio Rank
HYEM Omega Ratio Rank: 7676
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7373
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7777
Martin Ratio Rank

HYDB
HYDB Risk / Return Rank: 5252
Overall Rank
HYDB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYDB Omega Ratio Rank: 5252
Omega Ratio Rank
HYDB Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYDB Martin Ratio Rank: 5858
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.

HYEM vs. HYDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and iShares High Yield Bond Factor ETF (HYDB). 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.


HYEMHYDBDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.42

1.32

+0.11

Calmar ratioReturn relative to maximum drawdown

3.50

2.24

+1.26

Martin ratioReturn relative to average drawdown

14.23

9.85

+4.37

HYEM vs. HYDB - Sharpe Ratio Comparison

The current HYEM Sharpe Ratio is 2.17, which is higher than the HYDB Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of HYEM and HYDB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYEM vs. HYDB - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, which is greater than HYDB's maximum drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for HYEM and HYDB.


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Drawdown Indicators


HYEMHYDBDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-21.58%

-9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-2.83%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

-5.58%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-14.28%

-12.01%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-0.20%

-0.31%

+0.11%

Average Drawdown

Average peak-to-trough decline

-4.38%

-2.38%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.64%

+0.03%

Volatility

HYEM vs. HYDB - Volatility Comparison

VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) has a higher volatility of 1.14% compared to iShares High Yield Bond Factor ETF (HYDB) at 1.06%. This indicates that HYEM's price experiences larger fluctuations and is considered to be riskier than HYDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEMHYDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.06%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

3.02%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

3.84%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

7.05%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

7.74%

+1.53%

HYEM vs. HYDB - Expense Ratio Comparison

HYEM has a 0.40% expense ratio, which is higher than HYDB's 0.35% expense ratio.


Dividends

HYEM vs. HYDB - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.50%, less than HYDB's 6.99% yield.


PositionTTM20252024202320222021202020192018201720162015
HYDB
iShares High Yield Bond Factor ETF
6.99%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%0.00%
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.50%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%

Frequently Asked Questions


HYEM and HYDB have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYEM has higher volatility (1.14%) compared to HYDB (1.06%). In terms of maximum drawdown, HYEM dropped -30.96% vs HYDB's -21.58%.

On 5-year performance, HYDB leads with 4.57% vs 2.95% for HYEM. On fees, HYDB is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYDB has performed better with a 4.57% return vs 2.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYDB is cheaper with a 0.35% expense ratio, compared with 0.40% for HYEM.

HYDB has the higher dividend yield at 6.99%, compared with 6.50% for HYEM.

HYEM tracks BofA Merrill Lynch Diversified High Yield US Emerging Markets Corporate Plus Index, while HYDB tracks BlackRock High Yield Defensive Bond Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.40% for HYEM and 0.35% for HYDB.

HYEM currently has the higher Sharpe Ratio (2.17 vs 1.65), 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.

Portfolio Optimizer

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