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HYGW vs. VEMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGW vs. VEMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Corporate Bond Buywrite Strategy ETF (HYGW) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGW achieves a 2.12% return, which is significantly lower than VEMY's 6.70% return.


HYGW

1D
0.24%
1M
0.84%
YTD
2.12%
6M
2.52%
1Y
6.56%
3Y*
5.70%
5Y*
10Y*

VEMY

1D
0.28%
1M
2.19%
YTD
6.70%
6M
6.88%
1Y
18.55%
3Y*
15.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGW vs. VEMY - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF
2.12%6.19%6.99%7.31%-0.28%
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
6.70%15.27%13.48%14.45%-1.43%

Correlation

The correlation between HYGW and VEMY is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

0.55

The correlation between HYGW and VEMY has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.

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Return for Risk

HYGW vs. VEMY — Risk / Return Rank

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

HYGW
HYGW Risk / Return Rank: 8080
Overall Rank
HYGW Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HYGW Sortino Ratio Rank: 8181
Sortino Ratio Rank
HYGW Omega Ratio Rank: 8686
Omega Ratio Rank
HYGW Calmar Ratio Rank: 7575
Calmar Ratio Rank
HYGW Martin Ratio Rank: 8484
Martin Ratio Rank

VEMY
VEMY Risk / Return Rank: 9292
Overall Rank
VEMY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VEMY Sortino Ratio Rank: 9595
Sortino Ratio Rank
VEMY Omega Ratio Rank: 9494
Omega Ratio Rank
VEMY Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEMY Martin Ratio Rank: 9292
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.

HYGW vs. VEMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Corporate Bond Buywrite Strategy ETF (HYGW) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). 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.


HYGWVEMYDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.49

1.63

-0.14

Calmar ratioReturn relative to maximum drawdown

3.62

4.65

-1.03

Martin ratioReturn relative to average drawdown

16.51

22.07

-5.56

HYGW vs. VEMY - Sharpe Ratio Comparison

The current HYGW Sharpe Ratio is 2.31, which is comparable to the VEMY Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of HYGW and VEMY, 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

HYGW vs. VEMY - Drawdown Comparison

The maximum HYGW drawdown since its inception was -5.49%, smaller than the maximum VEMY drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for HYGW and VEMY.


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Drawdown Indicators


HYGWVEMYDifference

Max Drawdown

Largest peak-to-trough decline

-5.49%

-8.77%

+3.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-4.00%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-6.57%

+2.91%

Current Drawdown

Current decline from peak

0.00%

-0.09%

+0.09%

Average Drawdown

Average peak-to-trough decline

-0.60%

-1.30%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.84%

-0.44%

Volatility

HYGW vs. VEMY - Volatility Comparison

The current volatility for iShares High Yield Corporate Bond Buywrite Strategy ETF (HYGW) is 0.91%, while Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) has a volatility of 1.45%. This indicates that HYGW experiences smaller price fluctuations and is considered to be less risky than VEMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGWVEMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.45%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

4.73%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

6.08%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

7.61%

-2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

7.61%

-2.94%

HYGW vs. VEMY - Expense Ratio Comparison

HYGW has a 0.69% expense ratio, which is higher than VEMY's 0.58% expense ratio.


Dividends

HYGW vs. VEMY - Dividend Comparison

HYGW's dividend yield for the trailing twelve months is around 11.52%, more than VEMY's 8.31% yield.


PositionTTM2025202420232022
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF
11.52%12.53%12.30%15.98%8.71%
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
8.31%8.89%10.28%9.55%0.00%

Frequently Asked Questions


HYGW and VEMY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEMY has higher volatility (1.45%) compared to HYGW (0.91%). In terms of maximum drawdown, HYGW dropped -5.49% vs VEMY's -8.77%.

On 3-year performance, VEMY leads with 15.11% vs 5.70% for HYGW. On fees, VEMY is cheaper at 0.58% per year. On volatility, HYGW has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VEMY has performed better with a 15.11% return vs 5.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEMY is cheaper with a 0.58% expense ratio, compared with 0.69% for HYGW.

HYGW has the higher dividend yield at 11.52%, compared with 8.31% for VEMY.

HYGW is categorized as High Yield Bonds, while VEMY is Emerging Markets Bonds. They also come from different issuers: iShares and Virtus. Their fees differ too: 0.69% for HYGW and 0.58% for VEMY.

VEMY currently has the higher Sharpe Ratio (3.07 vs 2.31), 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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