PortfoliosLab logoPortfoliosLab logo
HYEM vs. NHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEM vs. NHYB - 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 Nuveen High Yield Corporate Bond ETF (NHYB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HYEM achieves a 4.28% return, which is significantly higher than NHYB's 1.91% 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%

NHYB

1D
-0.04%
1M
0.52%
YTD
1.91%
6M
1.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEM vs. NHYB - Yearly Performance Comparison


Correlation

The correlation between HYEM and NHYB is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.46

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HYEM vs. NHYB — 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

NHYB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NHYB - 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 Nuveen High Yield Corporate Bond ETF (NHYB). 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.


HYEMNHYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.50

Martin ratioReturn relative to average drawdown

14.23

HYEM vs. NHYB - Sharpe Ratio Comparison


Loading charts...

Drawdowns

HYEM vs. NHYB - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, which is greater than NHYB's maximum drawdown of -2.40%. Use the drawdown chart below to compare losses from any high point for HYEM and NHYB.


Loading charts...

Drawdown Indicators


HYEMNHYBDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-2.40%

-28.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-0.20%

-0.20%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.38%

-0.36%

-4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

HYEM vs. NHYB - Volatility Comparison


Loading charts...

Volatility by Period


HYEMNHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

3.64%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

3.64%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

3.64%

+5.63%

HYEM vs. NHYB - Expense Ratio Comparison

HYEM has a 0.40% expense ratio, which is higher than NHYB's 0.08% expense ratio.


Dividends

HYEM vs. NHYB - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.50%, more than NHYB's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
NHYB
Nuveen High Yield Corporate Bond ETF
4.25%1.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYEM and NHYB have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NHYB is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NHYB is cheaper with a 0.08% expense ratio, compared with 0.40% for HYEM.

HYEM has the higher dividend yield at 6.50%, compared with 4.25% for NHYB.

HYEM tracks BofA Merrill Lynch Diversified High Yield US Emerging Markets Corporate Plus Index, while NHYB tracks ICE BofA BB-B US Cash Pay High Yield Constrained Index. They also come from different issuers: VanEck and Nuveen. Their fees differ too: 0.40% for HYEM and 0.08% for NHYB.

Portfolio Optimizer

Find the right allocation for HYEM and NHYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer