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UEVM vs. UITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEVM vs. UITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Emerging Markets Value Momentum ETF (UEVM) and VictoryShares Core Intermediate Bond ETF (UITB). 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 higher than UITB's 0.17% return.


UEVM

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

UITB

1D
-0.19%
1M
0.24%
YTD
0.17%
6M
0.03%
1Y
5.06%
3Y*
4.33%
5Y*
0.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEVM vs. UITB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UEVM
VictoryShares Emerging Markets Value Momentum ETF
8.99%22.74%11.92%17.41%-14.60%11.09%3.77%10.71%-16.96%3.70%
UITB
VictoryShares Core Intermediate Bond ETF
0.17%7.32%1.81%6.49%-12.23%-0.88%7.99%11.40%-1.31%0.99%

Correlation

The correlation between UEVM and UITB is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.09

Over the past year, UEVM and UITB have become more correlated (0.32) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

UEVM vs. UITB — 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

UITB
UITB Risk / Return Rank: 3838
Overall Rank
UITB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UITB Sortino Ratio Rank: 4141
Sortino Ratio Rank
UITB Omega Ratio Rank: 3838
Omega Ratio Rank
UITB Calmar Ratio Rank: 3737
Calmar Ratio Rank
UITB Martin Ratio Rank: 3636
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. UITB - Risk-Adjusted Trends Comparison

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


UEVMUITBDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.56

1.81

+0.75

Martin ratioReturn relative to average drawdown

8.65

5.57

+3.08

UEVM vs. UITB - Sharpe Ratio Comparison

The current UEVM Sharpe Ratio is 1.65, which is comparable to the UITB Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of UEVM and UITB, 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


UEVMUITBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.39

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.10

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.46

-0.14

Drawdowns

UEVM vs. UITB - Drawdown Comparison

The maximum UEVM drawdown since its inception was -45.44%, which is greater than UITB's maximum drawdown of -17.02%. Use the drawdown chart below to compare losses from any high point for UEVM and UITB.


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Drawdown Indicators


UEVMUITBDifference

Max Drawdown

Largest peak-to-trough decline

-45.44%

-17.02%

-28.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-2.80%

-6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-5.44%

-13.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-17.02%

-9.96%

Current Drawdown

Current decline from peak

-2.18%

-1.61%

-0.57%

Average Drawdown

Average peak-to-trough decline

-11.67%

-4.35%

-7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

0.91%

+1.98%

Volatility

UEVM vs. UITB - Volatility Comparison

VictoryShares Emerging Markets Value Momentum ETF (UEVM) has a higher volatility of 5.15% compared to VictoryShares Core Intermediate Bond ETF (UITB) at 1.24%. This indicates that UEVM's price experiences larger fluctuations and is considered to be riskier than UITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEVMUITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

1.24%

+3.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

2.58%

+9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

3.66%

+11.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

5.64%

+10.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

4.98%

+13.41%

UEVM vs. UITB - Expense Ratio Comparison

UEVM has a 0.45% expense ratio, which is higher than UITB's 0.38% expense ratio.


Dividends

UEVM vs. UITB - Dividend Comparison

UEVM's dividend yield for the trailing twelve months is around 3.05%, less than UITB's 4.17% yield.


PositionTTM202520242023202220212020201920182017
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%
UITB
VictoryShares Core Intermediate Bond ETF
4.17%4.04%3.89%3.14%2.32%1.95%2.79%3.01%2.99%0.50%

Frequently Asked Questions


UEVM and UITB have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UEVM has higher volatility (5.15%) compared to UITB (1.24%). In terms of maximum drawdown, UEVM dropped -45.44% vs UITB's -17.02%.

On 5-year performance, UEVM leads with 7.55% vs 0.56% for UITB. On fees, UITB is cheaper at 0.38% per year. On volatility, UITB has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UEVM has performed better with a 7.55% return vs 0.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UITB is cheaper with a 0.38% expense ratio, compared with 0.45% for UEVM.

UITB has the higher dividend yield at 4.17%, compared with 3.05% for UEVM.

UEVM is categorized as Momentum, while UITB is Intermediate Core Bond. Their fees differ too: 0.45% for UEVM and 0.38% for UITB.

UEVM currently has the higher Sharpe Ratio (1.65 vs 1.39), 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 UITB

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