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HYEM vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYEM vs. YLD - 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 Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

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HYEM vs. YLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
0.36%9.24%12.14%8.35%-13.39%-1.31%6.87%12.85%-3.38%7.94%
YLD
Principal Active High Yield ETF
0.88%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-3.30%9.12%

Returns By Period

In the year-to-date period, HYEM achieves a 0.36% return, which is significantly lower than YLD's 0.88% return. Over the past 10 years, HYEM has underperformed YLD with an annualized return of 4.66%, while YLD has yielded a comparatively higher 5.97% annualized 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%

YLD

1D
-0.07%
1M
-0.60%
YTD
0.88%
6M
1.03%
1Y
6.77%
3Y*
8.51%
5Y*
4.93%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYEM vs. YLD - Expense Ratio Comparison

HYEM has a 0.40% expense ratio, which is higher than YLD's 0.39% expense ratio.


Return for Risk

HYEM vs. YLD — 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

YLD
YLD Risk / Return Rank: 6262
Overall Rank
YLD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 5858
Sortino Ratio Rank
YLD Omega Ratio Rank: 6464
Omega Ratio Rank
YLD Calmar Ratio Rank: 5858
Calmar Ratio Rank
YLD Martin Ratio Rank: 7474
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. YLD - 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 Principal Active High Yield ETF (YLD). 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.


HYEMYLDDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.05

+0.09

Sortino ratio

Return per unit of downside risk

1.61

1.55

+0.06

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.54

1.56

-0.02

Martin ratio

Return relative to average drawdown

7.62

8.23

-0.61

HYEM vs. YLD - Sharpe Ratio Comparison

The current HYEM Sharpe Ratio is 1.14, which is comparable to the YLD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HYEM and YLD, 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


HYEMYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.05

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.78

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.72

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.63

-0.12

Correlation

The correlation between HYEM and YLD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HYEM vs. YLD - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.77%, less than YLD's 7.38% 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%
YLD
Principal Active High Yield ETF
7.38%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

HYEM vs. YLD - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, which is greater than YLD's maximum drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for HYEM and YLD.


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Drawdown Indicators


HYEMYLDDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-28.34%

-2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-4.42%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-13.89%

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-28.34%

-2.62%

Current Drawdown

Current decline from peak

-2.13%

-0.85%

-1.28%

Average Drawdown

Average peak-to-trough decline

-4.45%

-2.74%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.84%

+0.14%

Volatility

HYEM vs. YLD - Volatility Comparison

The current volatility for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) is 2.06%, while Principal Active High Yield ETF (YLD) has a volatility of 2.34%. This indicates that HYEM experiences smaller price fluctuations and is considered to be less risky than YLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEMYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.34%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

3.40%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.64%

6.50%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

6.38%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

8.26%

+1.01%