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UEVM vs. EMKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEVM vs. EMKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Emerging Markets Value Momentum ETF (UEVM) and Lazard Emerging Markets Opportunities ETF (EMKT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UEVM achieves a 8.99% return, which is significantly lower than EMKT's 30.02% return.


UEVM

1D
-1.86%
1M
0.77%
YTD
8.99%
6M
8.31%
1Y
24.92%
3Y*
18.34%
5Y*
7.55%
10Y*

EMKT

1D
-1.45%
1M
11.71%
YTD
30.02%
6M
31.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEVM vs. EMKT - Yearly Performance Comparison


Correlation

The correlation between UEVM and EMKT is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 28, 2025

0.81

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Return for Risk

UEVM vs. EMKT — Risk / Return Rank

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

UEVM
UEVM Risk / Return Rank: 4949
Overall Rank
UEVM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UEVM Sortino Ratio Rank: 4545
Sortino Ratio Rank
UEVM Omega Ratio Rank: 4747
Omega Ratio Rank
UEVM Calmar Ratio Rank: 5252
Calmar Ratio Rank
UEVM Martin Ratio Rank: 5151
Martin Ratio Rank

EMKT
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.

UEVM vs. EMKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Emerging Markets Value Momentum ETF (UEVM) and Lazard Emerging Markets Opportunities ETF (EMKT). 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.


UEVMEMKTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.56

Martin ratioReturn relative to average drawdown

8.65

UEVM vs. EMKT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UEVMEMKTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

2.33

-2.00

Drawdowns

UEVM vs. EMKT - Drawdown Comparison

The maximum UEVM drawdown since its inception was -45.44%, which is greater than EMKT's maximum drawdown of -14.21%. Use the drawdown chart below to compare losses from any high point for UEVM and EMKT.


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Drawdown Indicators


UEVMEMKTDifference

Max Drawdown

Largest peak-to-trough decline

-45.44%

-14.21%

-31.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Current Drawdown

Current decline from peak

-2.18%

-1.45%

-0.73%

Average Drawdown

Average peak-to-trough decline

-11.67%

-3.04%

-8.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

UEVM vs. EMKT - Volatility Comparison


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Volatility by Period


UEVMEMKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

22.46%

-7.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

22.46%

-6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

22.46%

-4.07%

UEVM vs. EMKT - Expense Ratio Comparison

UEVM has a 0.45% expense ratio, which is lower than EMKT's 0.74% expense ratio.


Dividends

UEVM vs. EMKT - Dividend Comparison

UEVM's dividend yield for the trailing twelve months is around 3.05%, while EMKT has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EMKT
Lazard Emerging Markets Opportunities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UEVM
VictoryShares Emerging Markets Value Momentum ETF
3.05%4.02%5.65%4.71%3.46%4.49%2.19%2.79%2.34%0.79%

Frequently Asked Questions


UEVM and EMKT have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEVM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEVM is cheaper with a 0.45% expense ratio, compared with 0.74% for EMKT.

UEVM has the higher dividend yield at 3.05%, compared with 0.00% for EMKT.

UEVM is categorized as Momentum, while EMKT is Emerging Markets Diversified. They also come from different issuers: Victory Capital and Lazard. Their fees differ too: 0.45% for UEVM and 0.74% for EMKT.

Portfolio Optimizer

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