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HYEM vs. IDUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYEM vs. IDUB - 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 Aptus International Enhanced Yield ETF (IDUB). The values are adjusted to include any dividend payments, if applicable.

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HYEM vs. IDUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
0.36%9.24%12.14%8.35%-13.39%-3.04%
IDUB
Aptus International Enhanced Yield ETF
5.02%27.53%6.12%9.07%-19.79%-1.25%

Returns By Period

In the year-to-date period, HYEM achieves a 0.36% return, which is significantly lower than IDUB's 5.02% return.


HYEM

1D
0.10%
1M
-1.79%
YTD
0.36%
6M
1.52%
1Y
7.53%
3Y*
9.25%
5Y*
2.64%
10Y*
4.66%

IDUB

1D
2.27%
1M
-4.19%
YTD
5.02%
6M
8.90%
1Y
27.90%
3Y*
14.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYEM vs. IDUB - Expense Ratio Comparison

HYEM has a 0.40% expense ratio, which is lower than IDUB's 0.45% expense ratio.


Return for Risk

HYEM vs. IDUB — Risk / Return Rank

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

HYEM
HYEM Risk / Return Rank: 6363
Overall Rank
HYEM Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYEM Omega Ratio Rank: 6767
Omega Ratio Rank
HYEM Calmar Ratio Rank: 5757
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7070
Martin Ratio Rank

IDUB
IDUB Risk / Return Rank: 8181
Overall Rank
IDUB Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IDUB Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDUB Omega Ratio Rank: 8282
Omega Ratio Rank
IDUB Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDUB 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.

HYEM vs. IDUB - 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 Aptus International Enhanced Yield ETF (IDUB). 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.


HYEMIDUBDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.64

-0.50

Sortino ratio

Return per unit of downside risk

1.61

2.27

-0.66

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.08

Calmar ratio

Return relative to maximum drawdown

1.54

2.47

-0.93

Martin ratio

Return relative to average drawdown

7.62

9.47

-1.85

HYEM vs. IDUB - Sharpe Ratio Comparison

The current HYEM Sharpe Ratio is 1.14, which is lower than the IDUB Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of HYEM and IDUB, 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


HYEMIDUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.64

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.31

+0.20

Correlation

The correlation between HYEM and IDUB is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HYEM vs. IDUB - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.77%, more than IDUB's 5.51% yield.


TTM20252024202320222021202020192018201720162015
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.77%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%
IDUB
Aptus International Enhanced Yield ETF
5.51%4.90%5.64%3.71%2.62%1.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYEM vs. IDUB - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, which is greater than IDUB's maximum drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for HYEM and IDUB.


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Drawdown Indicators


HYEMIDUBDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-29.20%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-11.46%

+6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-2.13%

-6.34%

+4.21%

Average Drawdown

Average peak-to-trough decline

-4.45%

-11.51%

+7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.99%

-2.01%

Volatility

HYEM vs. IDUB - Volatility Comparison

The current volatility for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) is 2.06%, while Aptus International Enhanced Yield ETF (IDUB) has a volatility of 7.61%. This indicates that HYEM experiences smaller price fluctuations and is considered to be less risky than IDUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEMIDUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

7.61%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

11.67%

-8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

6.64%

17.10%

-10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

14.48%

-7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

14.48%

-5.21%