PortfoliosLab logoPortfoliosLab logo
UEVM vs. UCRD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEVM vs. UCRD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, UEVM achieves a 9.19% return, which is significantly higher than UCRD's -0.42% return.


UEVM

1D
-0.02%
1M
4.45%
6M
2.40%
YTD
9.19%
1Y
18.69%
3Y*
16.40%
5Y*
8.36%
10Y*
ALL TIME*
5.82%

UCRD

1D
0.37%
1M
-1.34%
6M
-0.69%
YTD
-0.42%
1Y
2.18%
3Y*
5.21%
5Y*
10Y*
ALL TIME*
0.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.77K$3.70K$2.89K
$142.75K$200.41K$201.25K

UEVM vs. UCRD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UEVM
VictoryShares Emerging Markets Value Momentum ETF
9.19%22.74%11.92%17.41%-14.60%2.82%
UCRD
VictoryShares ESG Corporate Bond ETF
-0.42%7.90%2.68%9.27%-17.13%0.32%

Correlation

The correlation between UEVM and UCRD is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.40

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2021

0.23

The correlation between UEVM and UCRD shifts across timeframes, from 0.23 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UEVM vs. UCRD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UEVM
UEVM Risk / Return Rank: 4646
Overall Rank
UEVM Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
UEVM Sortino Ratio Rank: 4343
Sortino Ratio Rank
UEVM Omega Ratio Rank: 4444
Omega Ratio Rank
UEVM Calmar Ratio Rank: 5151
Calmar Ratio Rank
UEVM Martin Ratio Rank: 4747
Martin Ratio Rank

UCRD
UCRD Risk / Return Rank: 2323
Overall Rank
UCRD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UCRD Sortino Ratio Rank: 2121
Sortino Ratio Rank
UCRD Omega Ratio Rank: 2020
Omega Ratio Rank
UCRD Calmar Ratio Rank: 2424
Calmar Ratio Rank
UCRD Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UEVM vs. UCRD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Emerging Markets Value Momentum ETF (UEVM) and VictoryShares ESG Corporate Bond ETF (UCRD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UEVMUCRDDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratioReturn relative to maximum drawdown

1.92

0.76

+1.16

Martin ratioReturn relative to average drawdown

5.56

2.02

+3.54

UEVM vs. UCRD - Sharpe Ratio Comparison

The current UEVM Sharpe Ratio is 1.18, which is higher than the UCRD Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of UEVM and UCRD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

UEVM vs. UCRD - Drawdown Comparison

The maximum UEVM drawdown since its inception was -45.44%, which is greater than UCRD's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for UEVM and UCRD.


Loading charts...

Drawdown Indicators


UEVMUCRDDifference

Max Drawdown

Largest peak-to-trough decline

-45.44%

-22.37%

-23.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-2.90%

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-5.54%

-13.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

Current Drawdown

Current decline from peak

-2.00%

-2.05%

+0.05%

Average Drawdown

Average peak-to-trough decline

-11.53%

-8.17%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

1.08%

+2.29%

Volatility

UEVM vs. UCRD - Volatility Comparison

VictoryShares Emerging Markets Value Momentum ETF (UEVM) has a higher volatility of 4.13% compared to VictoryShares ESG Corporate Bond ETF (UCRD) at 1.10%. This indicates that UEVM's price experiences larger fluctuations and is considered to be riskier than UCRD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UEVMUCRDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

1.10%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

3.42%

+9.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

4.22%

+11.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

7.46%

+8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

7.46%

+10.90%

UEVM vs. UCRD - Expense Ratio Comparison

UEVM has a 0.45% expense ratio, which is higher than UCRD's 0.40% expense ratio.


Dividends

UEVM vs. UCRD - Dividend Comparison

UEVM's dividend yield for the trailing twelve months is around 2.66%, less than UCRD's 4.29% yield.


PositionTTM202520242023202220212020201920182017
UCRD
VictoryShares ESG Corporate Bond ETF
4.29%4.05%4.00%3.56%2.72%0.54%0.00%0.00%0.00%0.00%
UEVM
VictoryShares Emerging Markets Value Momentum ETF
2.66%4.02%5.65%4.71%3.46%4.49%2.19%2.79%2.34%0.79%

Frequently Asked Questions


UEVM and UCRD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UEVM has higher volatility (4.13%) compared to UCRD (1.10%). In terms of maximum drawdown, UEVM dropped -45.44% vs UCRD's -22.37%.

On 3-year performance, UEVM leads with 16.40% vs 5.21% for UCRD. On fees, UCRD is cheaper at 0.40% per year. On volatility, UCRD has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UEVM has performed better with a 16.40% return vs 5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCRD is cheaper with a 0.40% expense ratio, compared with 0.45% for UEVM.

UCRD has the higher dividend yield at 4.29%, compared with 2.66% for UEVM.

UEVM is categorized as Momentum, while UCRD is Corporate Bonds. Their fees differ too: 0.45% for UEVM and 0.40% for UCRD.

UEVM currently has the higher Sharpe Ratio (1.18 vs 0.52), 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.

Portfolio Optimizer

Find the right allocation for UEVM and UCRD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer