UEVM vs. VBR
Compare and contrast key facts about VictoryShares USAA MSCI Emerging Markets Value Momentum ETF (UEVM) and Vanguard Small-Cap Value ETF (VBR).
UEVM and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UEVM is a passively managed fund by Crestview that tracks the performance of the MSCI EM Select Value Momentum Blend. It was launched on Oct 24, 2017. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both UEVM and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UEVM or VBR.
Key characteristics
| UEVM | VBR | |
|---|---|---|
| YTD Return | 6.58% | 2.07% |
| 1Y Return | 18.48% | 21.78% |
| 3Y Return (Ann) | 2.36% | 3.83% |
| 5Y Return (Ann) | 4.88% | 8.55% |
| Sharpe Ratio | 1.40 | 1.26 |
| Daily Std Dev | 13.16% | 16.97% |
| Max Drawdown | -45.44% | -62.01% |
| Current Drawdown | 0.00% | -4.74% |
Correlation
The correlation between UEVM and VBR is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UEVM vs. VBR - Performance Comparison
In the year-to-date period, UEVM achieves a 6.58% return, which is significantly higher than VBR's 2.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UEVM vs. VBR - Expense Ratio Comparison
UEVM has a 0.45% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
UEVM vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares USAA MSCI Emerging Markets Value Momentum ETF (UEVM) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
UEVM vs. VBR - Dividend Comparison
UEVM's dividend yield for the trailing twelve months is around 4.06%, more than VBR's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UEVM VictoryShares USAA MSCI Emerging Markets Value Momentum ETF | 4.06% | 4.71% | 3.46% | 4.49% | 2.19% | 2.79% | 2.34% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.11% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
UEVM vs. VBR - Drawdown Comparison
The maximum UEVM drawdown since its inception was -45.44%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for UEVM and VBR. For additional features, visit the drawdowns tool.
Volatility
UEVM vs. VBR - Volatility Comparison
The current volatility for VictoryShares USAA MSCI Emerging Markets Value Momentum ETF (UEVM) is 3.75%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 4.48%. This indicates that UEVM experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.