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UEVM vs. EMMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UEVM vs. EMMF - Performance Comparison

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

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UEVM vs. EMMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UEVM
VictoryShares Emerging Markets Value Momentum ETF
3.20%22.74%11.92%17.41%-14.60%11.09%3.77%10.71%-5.92%
EMMF
WisdomTree Emerging Markets Multifactor Fund
5.23%21.22%9.45%20.59%-13.47%5.97%9.25%2.30%-6.64%

Returns By Period

In the year-to-date period, UEVM achieves a 3.20% return, which is significantly lower than EMMF's 5.23% return.


UEVM

1D
2.22%
1M
-5.98%
YTD
3.20%
6M
4.71%
1Y
25.75%
3Y*
17.11%
5Y*
8.04%
10Y*

EMMF

1D
3.29%
1M
-7.68%
YTD
5.23%
6M
9.36%
1Y
27.88%
3Y*
17.64%
5Y*
7.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UEVM vs. EMMF - Expense Ratio Comparison

UEVM has a 0.45% expense ratio, which is lower than EMMF's 0.48% expense ratio.


Return for Risk

UEVM vs. EMMF — Risk / Return Rank

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

UEVM
UEVM Risk / Return Rank: 7979
Overall Rank
UEVM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UEVM Sortino Ratio Rank: 7979
Sortino Ratio Rank
UEVM Omega Ratio Rank: 7878
Omega Ratio Rank
UEVM Calmar Ratio Rank: 7777
Calmar Ratio Rank
UEVM Martin Ratio Rank: 8080
Martin Ratio Rank

EMMF
EMMF Risk / Return Rank: 8585
Overall Rank
EMMF Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EMMF Sortino Ratio Rank: 8585
Sortino Ratio Rank
EMMF Omega Ratio Rank: 8585
Omega Ratio Rank
EMMF Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMMF Martin Ratio Rank: 8787
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.

UEVM vs. EMMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Emerging Markets Value Momentum ETF (UEVM) and WisdomTree Emerging Markets Multifactor Fund (EMMF). 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.


UEVMEMMFDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.66

-0.19

Sortino ratio

Return per unit of downside risk

2.00

2.25

-0.25

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.04

Calmar ratio

Return relative to maximum drawdown

2.06

2.58

-0.53

Martin ratio

Return relative to average drawdown

8.65

10.52

-1.87

UEVM vs. EMMF - Sharpe Ratio Comparison

The current UEVM Sharpe Ratio is 1.47, which is comparable to the EMMF Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of UEVM and EMMF, 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


UEVMEMMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.66

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.53

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.10

Correlation

The correlation between UEVM and EMMF is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UEVM vs. EMMF - Dividend Comparison

UEVM's dividend yield for the trailing twelve months is around 3.74%, more than EMMF's 2.25% yield.


TTM202520242023202220212020201920182017
UEVM
VictoryShares Emerging Markets Value Momentum ETF
3.74%4.02%5.65%4.71%3.46%4.49%2.19%2.79%2.34%0.79%
EMMF
WisdomTree Emerging Markets Multifactor Fund
2.25%2.45%1.30%1.62%3.48%2.64%1.93%2.93%0.66%0.00%

Drawdowns

UEVM vs. EMMF - Drawdown Comparison

The maximum UEVM drawdown since its inception was -45.44%, which is greater than EMMF's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for UEVM and EMMF.


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Drawdown Indicators


UEVMEMMFDifference

Max Drawdown

Largest peak-to-trough decline

-45.44%

-32.57%

-12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-10.62%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-25.20%

-1.78%

Current Drawdown

Current decline from peak

-7.37%

-7.68%

+0.31%

Average Drawdown

Average peak-to-trough decline

-11.86%

-7.58%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.61%

+0.36%

Volatility

UEVM vs. EMMF - Volatility Comparison

The current volatility for VictoryShares Emerging Markets Value Momentum ETF (UEVM) is 7.82%, while WisdomTree Emerging Markets Multifactor Fund (EMMF) has a volatility of 9.11%. This indicates that UEVM experiences smaller price fluctuations and is considered to be less risky than EMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEVMEMMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

9.11%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

12.48%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.59%

16.91%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

14.01%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

16.45%

+1.97%