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UEVM vs. EVLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEVM vs. EVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Emerging Markets Value Momentum ETF (UEVM) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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 EVLU's 34.01% return.


UEVM

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

EVLU

1D
-2.27%
1M
15.31%
YTD
34.01%
6M
37.37%
1Y
72.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEVM vs. EVLU - Yearly Performance Comparison


Correlation

The correlation between UEVM and EVLU is 0.83, 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

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2024

0.86

The correlation between UEVM and EVLU has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

UEVM vs. EVLU — 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

EVLU
EVLU Risk / Return Rank: 9292
Overall Rank
EVLU Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EVLU Sortino Ratio Rank: 9393
Sortino Ratio Rank
EVLU Omega Ratio Rank: 9393
Omega Ratio Rank
EVLU Calmar Ratio Rank: 9090
Calmar Ratio Rank
EVLU Martin Ratio Rank: 9090
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. EVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Emerging Markets Value Momentum ETF (UEVM) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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.


UEVMEVLUDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

1.30

1.67

-0.37

Calmar ratioReturn relative to maximum drawdown

2.56

5.61

-3.06

Martin ratioReturn relative to average drawdown

8.65

20.79

-12.14

UEVM vs. EVLU - Sharpe Ratio Comparison

The current UEVM Sharpe Ratio is 1.65, which is lower than the EVLU Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of UEVM and EVLU, 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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Sharpe Ratios by Period


UEVMEVLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

3.80

-2.15

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

2.23

-1.91

Drawdowns

UEVM vs. EVLU - Drawdown Comparison

The maximum UEVM drawdown since its inception was -45.44%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for UEVM and EVLU.


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Drawdown Indicators


UEVMEVLUDifference

Max Drawdown

Largest peak-to-trough decline

-45.44%

-17.17%

-28.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-12.90%

+3.11%

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%

-2.27%

+0.09%

Average Drawdown

Average peak-to-trough decline

-11.67%

-3.48%

-8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.48%

-0.59%

Volatility

UEVM vs. EVLU - Volatility Comparison

The current volatility for VictoryShares Emerging Markets Value Momentum ETF (UEVM) is 5.15%, while iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a volatility of 9.17%. This indicates that UEVM experiences smaller price fluctuations and is considered to be less risky than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEVMEVLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

9.17%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

16.23%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

19.04%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

19.93%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

19.93%

-1.54%

UEVM vs. EVLU - Expense Ratio Comparison

UEVM has a 0.45% expense ratio, which is higher than EVLU's 0.35% expense ratio.


Dividends

UEVM vs. EVLU - Dividend Comparison

UEVM's dividend yield for the trailing twelve months is around 3.05%, less than EVLU's 3.88% yield.


PositionTTM202520242023202220212020201920182017
EVLU
iShares MSCI Emerging Markets Value Factor ETF
3.88%5.20%1.03%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 EVLU have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVLU has higher volatility (9.17%) compared to UEVM (5.15%). In terms of maximum drawdown, UEVM dropped -45.44% vs EVLU's -17.17%.

On 1-year performance, EVLU leads with 72.04% vs 24.92% for UEVM. On fees, EVLU is cheaper at 0.35% per year. On volatility, UEVM has been the lower-risk option at 5.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EVLU has performed better with a 72.04% return vs 24.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVLU is cheaper with a 0.35% expense ratio, compared with 0.45% for UEVM.

EVLU has the higher dividend yield at 3.88%, compared with 3.05% for UEVM.

UEVM is categorized as Momentum, while EVLU is Emerging Markets Equities. UEVM tracks Nasdaq Victory Emerging Market Value Momentum Index, while EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net). They also come from different issuers: Victory Capital and iShares. Their fees differ too: 0.45% for UEVM and 0.35% for EVLU.

EVLU currently has the higher Sharpe Ratio (3.80 vs 1.65), 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.

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