ROMO vs. UIVM

Last updated Jun 4, 2026

ROMO (Strategy Shares Newfound/ReSolve Robust Momentum ETF) and UIVM (VictoryShares International Value Momentum ETF) are both Momentum funds - ROMO tracks the Newfound/ReSolve Robust Equity Momentum Index while UIVM tracks the Nasdaq Victory International Value Momentum Index. Both are passively managed. Over the past 5 years, ROMO returned 6.78%/yr vs 11.85%/yr for UIVM. A 0.73 correlation means they provide meaningful diversification when combined. ROMO charges 0.82%/yr vs 0.35%/yr for UIVM.

Performance

ROMO vs. UIVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and VictoryShares International Value Momentum ETF (UIVM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROMO achieves a 6.33% return, which is significantly lower than UIVM's 14.89% return.

ROMO

• 1D: -0.69%
• 1M: 3.99%
• YTD: 6.33%
• 6M: 7.08%
• 1Y: 17.53%
• 3Y*: 14.45%
• 5Y*: 6.78%
• 10Y*: —

UIVM

• 1D: -0.94%
• 1M: 4.60%
• YTD: 14.89%
• 6M: 18.61%
• 1Y: 34.29%
• 3Y*: 24.74%
• 5Y*: 11.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROMO vs. UIVM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	6.33%	9.29%	20.68%	11.05%	-18.88%	21.41%	-3.48%	4.41%
UIVM VictoryShares International Value Momentum ETF	14.89%	45.47%	5.23%	16.79%	-13.31%	11.85%	0.76%	1.97%

Correlation

The correlation between ROMO and UIVM is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Nov 5, 2019	0.73

The correlation between ROMO and UIVM shifts across timeframes, from 0.71 (5 years) to 0.87 (1 year), reflecting how their relationship changes across market environments.

ROMO vs. UIVM - Sectors Allocation Comparison

Sectors	ROMO	UIVM
Financial Services	22.0%	30.3%
Industrials	19.4%	21.4%
Technology	12.5%	5.7%
Healthcare	9.6%	5.7%
Consumer Cyclical	8.4%	8.3%
Consumer Defensive	6.3%	6.1%
Basic Materials	6.2%	5.6%
Communication Services	5.0%	3.1%
Energy	3.9%	4.3%
Utilities	3.6%	4.9%
Real Estate	3.0%	4.7%

Return for Risk

ROMO vs. UIVM — Risk / Return Rank

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

ROMO

ROMO Risk / Return Rank: 35
ROMO Sharpe Ratio Rank: 36
ROMO Sortino Ratio Rank: 36
ROMO Omega Ratio Rank: 36
ROMO Calmar Ratio Rank: 32
ROMO Martin Ratio Rank: 37

UIVM

UIVM Risk / Return Rank: 68
UIVM Sharpe Ratio Rank: 71
UIVM Sortino Ratio Rank: 71
UIVM Omega Ratio Rank: 71
UIVM Calmar Ratio Rank: 63
UIVM Martin Ratio Rank: 63

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.

ROMO vs. UIVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and VictoryShares International Value Momentum ETF (UIVM). 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.

	ROMO	UIVM	Difference
Sharpe ratio: Return per unit of total volatility	1.30	2.37	-1.07
Sortino ratio: Return per unit of downside risk	1.86	3.25	-1.40
Omega ratio: Gain probability vs. loss probability	1.24	1.43	-0.19
Calmar ratio: Return relative to maximum drawdown	1.58	3.13	-1.55
Martin ratio: Return relative to average drawdown	5.70	11.47	-5.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROMO vs. UIVM - Sharpe Ratio Comparison

The current ROMO Sharpe Ratio is 1.30, which is lower than the UIVM Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ROMO and UIVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ROMO	UIVM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	2.37	-1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.77	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.47	0.00

Drawdowns

ROMO vs. UIVM - Drawdown Comparison

The maximum ROMO drawdown since its inception was -28.66%, smaller than the maximum UIVM drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for ROMO and UIVM.

Drawdown Indicators

	ROMO	UIVM	Difference
Max Drawdown Largest peak-to-trough decline	-28.66%	-42.73%	+14.07%
Max Drawdown (1Y) Largest decline over 1 year	-11.16%	-11.02%	-0.14%
Max Drawdown (3Y) Largest decline over 3 years	-14.09%	-11.69%	-2.40%
Max Drawdown (5Y) Largest decline over 5 years	-20.26%	-28.27%	+8.01%
Current Drawdown Current decline from peak	-1.62%	-0.94%	-0.68%
Average Drawdown Average peak-to-trough decline	-8.31%	-9.71%	+1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	3.00%	+0.08%

Volatility

ROMO vs. UIVM - Volatility Comparison

The current volatility for Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) is 4.12%, while VictoryShares International Value Momentum ETF (UIVM) has a volatility of 5.17%. This indicates that ROMO experiences smaller price fluctuations and is considered to be less risky than UIVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROMO	UIVM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	5.17%	-1.05%
Volatility (6M) Calculated over the trailing 6-month period	11.11%	12.46%	-1.35%
Volatility (1Y) Calculated over the trailing 1-year period	13.58%	14.56%	-0.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.03%	15.45%	-3.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	17.21%	-2.76%

ROMO vs. UIVM - Expense Ratio Comparison

ROMO has a 0.82% expense ratio, which is higher than UIVM's 0.35% expense ratio.

Dividends

ROMO vs. UIVM - Dividend Comparison

ROMO's dividend yield for the trailing twelve months is around 8.34%, more than UIVM's 3.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	8.34%	8.87%	0.76%	2.42%	0.77%	0.56%	0.97%	0.58%	0.00%	0.00%
UIVM VictoryShares International Value Momentum ETF	3.22%	3.70%	5.09%	4.35%	3.03%	3.48%	1.63%	3.49%	2.78%	0.15%

Frequently Asked Questions

Can I hold both ROMO and UIVM in my portfolio?

ROMO and UIVM have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROMO or UIVM?

UIVM has higher volatility (5.17%) compared to ROMO (4.12%). In terms of maximum drawdown, ROMO dropped -28.66% vs UIVM's -42.73%.

Which ETF is better, ROMO or UIVM?

On 5-year performance, UIVM leads with 11.85% vs 6.78% for ROMO. On fees, UIVM is cheaper at 0.35% per year. On volatility, ROMO has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROMO or UIVM?

Over the 5-year period, UIVM has performed better with a 11.85% return vs 6.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROMO or UIVM?

UIVM is cheaper with a 0.35% expense ratio, compared with 0.82% for ROMO.

Which ETF pays a higher dividend yield, ROMO or UIVM?

ROMO has the higher dividend yield at 8.34%, compared with 3.22% for UIVM.

What is the main difference between ROMO and UIVM?

ROMO tracks Newfound/ReSolve Robust Equity Momentum Index, while UIVM tracks Nasdaq Victory International Value Momentum Index. They also come from different issuers: Rational Capital LLC and Victory Capital. Their fees differ too: 0.82% for ROMO and 0.35% for UIVM.

Which has better risk-adjusted returns?

UIVM currently has the higher Sharpe Ratio (2.37 vs 1.30), 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.