SHCDX vs. NUKZ

Last updated Apr 2, 2026

Compare and contrast key facts about Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Range Nuclear Renaissance ETF (NUKZ).

SHCDX is managed by Stone Harbor. It was launched on May 31, 2011. NUKZ is a passively managed fund by Exchange Traded Concepts that tracks the performance of the Range Nuclear Renaissance Index. It was launched on Jan 23, 2024.

Performance

SHCDX vs. NUKZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Range Nuclear Renaissance ETF (NUKZ). The values are adjusted to include any dividend payments, if applicable.

SHCDX vs. NUKZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SHCDX Virtus Stone Harbor Emerg Mkts Corp Dbt	0.02%	8.81%	7.67%
NUKZ Range Nuclear Renaissance ETF	5.84%	56.57%	62.98%

Returns By Period

In the year-to-date period, SHCDX achieves a 0.02% return, which is significantly lower than NUKZ's 5.84% return.

SHCDX

• 1D: 0.13%
• 1M: -1.42%
• YTD: 0.02%
• 6M: 1.40%
• 1Y: 5.94%
• 3Y*: 7.96%
• 5Y*: 3.13%
• 10Y*: 4.60%

NUKZ

• 1D: 2.19%
• 1M: -9.62%
• YTD: 5.84%
• 6M: 3.06%
• 1Y: 75.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SHCDX vs. NUKZ - Expense Ratio Comparison

SHCDX has a 1.02% expense ratio, which is higher than NUKZ's 0.85% expense ratio.

SHCDX

Virtus Stone Harbor Emerg Mkts Corp Dbt

NUKZ

Range Nuclear Renaissance ETF

Return for Risk

SHCDX vs. NUKZ — Risk / Return Rank

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

SHCDX

SHCDX Risk / Return Rank: 81
SHCDX Sharpe Ratio Rank: 89
SHCDX Sortino Ratio Rank: 83
SHCDX Omega Ratio Rank: 95
SHCDX Calmar Ratio Rank: 64
SHCDX Martin Ratio Rank: 72

NUKZ

NUKZ Risk / Return Rank: 93
NUKZ Sharpe Ratio Rank: 94
NUKZ Sortino Ratio Rank: 95
NUKZ Omega Ratio Rank: 89
NUKZ Calmar Ratio Rank: 96
NUKZ Martin Ratio Rank: 90

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.

SHCDX vs. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Range Nuclear Renaissance ETF (NUKZ). 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.

	SHCDX	NUKZ	Difference
Sharpe ratio Return per unit of total volatility	1.87	2.38	-0.52
Sortino ratio Return per unit of downside risk	2.29	3.06	-0.77
Omega ratio Gain probability vs. loss probability	1.54	1.38	+0.15
Calmar ratio Return relative to maximum drawdown	1.64	4.72	-3.08
Martin ratio Return relative to average drawdown	7.50	12.40	-4.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHCDX vs. NUKZ - Sharpe Ratio Comparison

The current SHCDX Sharpe Ratio is 1.87, which is comparable to the NUKZ Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of SHCDX and NUKZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SHCDX	NUKZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	2.38	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	1.78	-0.73

Correlation

The correlation between SHCDX and NUKZ is 0.15, 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

SHCDX vs. NUKZ - Dividend Comparison

SHCDX's dividend yield for the trailing twelve months is around 6.19%, more than NUKZ's 0.86% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SHCDX Virtus Stone Harbor Emerg Mkts Corp Dbt	6.19%	6.00%	6.33%	5.72%	5.52%	4.65%	5.28%	4.72%	6.08%	4.10%	5.44%	5.04%
NUKZ Range Nuclear Renaissance ETF	0.86%	0.91%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SHCDX vs. NUKZ - Drawdown Comparison

The maximum SHCDX drawdown since its inception was -26.24%, smaller than the maximum NUKZ drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for SHCDX and NUKZ.

Drawdown Indicators

	SHCDX	NUKZ	Difference
Max Drawdown Largest peak-to-trough decline	-26.24%	-33.03%	+6.79%
Max Drawdown (1Y) Largest decline over 1 year	-3.63%	-16.51%	+12.88%
Max Drawdown (5Y) Largest decline over 5 years	-21.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-26.24%	—	—
Current Drawdown Current decline from peak	-1.78%	-9.62%	+7.84%
Average Drawdown Average peak-to-trough decline	-3.15%	-6.10%	+2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.79%	6.28%	-5.49%

Volatility

SHCDX vs. NUKZ - Volatility Comparison

The current volatility for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) is 0.89%, while Range Nuclear Renaissance ETF (NUKZ) has a volatility of 9.47%. This indicates that SHCDX experiences smaller price fluctuations and is considered to be less risky than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHCDX	NUKZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.89%	9.47%	-8.58%
Volatility (6M) Calculated over the trailing 6-month period	1.41%	21.64%	-20.23%
Volatility (1Y) Calculated over the trailing 1-year period	3.27%	31.77%	-28.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.84%	32.60%	-28.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.95%	32.60%	-27.65%