VEM vs. SDCP

Last updated Jul 10, 2026

VEM (Virtus Emerging Markets Dividend ETF) and SDCP (Virtus Newfleet Short Duration Core Plus Bond ETF) are both exchange-traded funds - VEM is a Emerging Markets Equities fund actively managed by Virtus, while SDCP is a Short-Term Bond fund actively managed by Virtus. Both are actively managed. At a 0.41 correlation, their price movements are largely independent. VEM charges 0.49%/yr vs 0.35%/yr for SDCP.

Performance

VEM vs. SDCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Emerging Markets Dividend ETF (VEM) and Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VEM

• 1D: 0.33%
• 1M: 1.08%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDCP

• 1D: 0.04%
• 1M: 0.42%
• 6M: 1.39%
• YTD: 1.45%
• 1Y: 3.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VEM vs. SDCP - Yearly Performance Comparison

	2026 (YTD)
VEM Virtus Emerging Markets Dividend ETF	8.93%
SDCP Virtus Newfleet Short Duration Core Plus Bond ETF	1.10%

Correlation

The correlation between VEM and SDCP is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 4, 2026	0.41

Return for Risk

VEM vs. SDCP — Risk / Return Rank

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

VEM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SDCP

SDCP Risk / Return Rank: 94
SDCP Sharpe Ratio Rank: 95
SDCP Sortino Ratio Rank: 96
SDCP Omega Ratio Rank: 96
SDCP Calmar Ratio Rank: 92
SDCP Martin Ratio Rank: 92

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.

VEM vs. SDCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Emerging Markets Dividend ETF (VEM) and Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). 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.

	VEM	SDCP	Difference
Sharpe ratio: Return per unit of total volatility	—	3.01	—
Sortino ratio: Return per unit of downside risk	—	4.74	—
Omega ratio: Gain probability vs. loss probability	—	1.70	—
Calmar ratio: Return relative to maximum drawdown	—	4.78	—
Martin ratio: Return relative to average drawdown	—	18.08	—

Drawdowns

VEM vs. SDCP - Drawdown Comparison

The maximum VEM drawdown since its inception was -13.55%, which is greater than SDCP's maximum drawdown of -1.00%. Use the drawdown chart below to compare losses from any high point for VEM and SDCP.

Drawdown Indicators

	VEM	SDCP	Difference
Max Drawdown Largest peak-to-trough decline	-13.55%	-1.00%	-12.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.82%	—
Current Drawdown Current decline from peak	-5.85%	-0.10%	-5.75%
Average Drawdown Average peak-to-trough decline	-4.08%	-0.18%	-3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.22%	—

Volatility

Volatility by Period

	VEM	SDCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.29%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	30.97%	1.31%	+29.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.97%	2.01%	+28.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.97%	2.01%	+28.96%

VEM vs. SDCP - Expense Ratio Comparison

VEM has a 0.49% expense ratio, which is higher than SDCP's 0.35% expense ratio.

Dividends

VEM vs. SDCP - Dividend Comparison

VEM's dividend yield for the trailing twelve months is around 2.02%, less than SDCP's 5.21% yield.

Position	TTM	2025	2024	2023
SDCP Virtus Newfleet Short Duration Core Plus Bond ETF	5.21%	5.16%	5.25%	0.59%
VEM Virtus Emerging Markets Dividend ETF	2.02%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VEM and SDCP in my portfolio?

VEM and SDCP have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VEM or SDCP?

On fees, SDCP is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VEM or SDCP?

SDCP is cheaper with a 0.35% expense ratio, compared with 0.49% for VEM.

Which ETF pays a higher dividend yield, VEM or SDCP?

SDCP has the higher dividend yield at 5.21%, compared with 2.02% for VEM.

What is the main difference between VEM and SDCP?

VEM is categorized as Emerging Markets Equities, while SDCP is Short-Term Bond. Their fees differ too: 0.49% for VEM and 0.35% for SDCP.