THLV vs EVYM
Comparison between THOR EQUAL WEIGHT LOW VOLATILITY ETF (THLV, ETF) and EATON VANCE HIGH INCOME MUNICIPAL ETF (EVYM, ETF).
THLV vs EVYM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
THLV
$60M
EVYM
$60M
Expense Ratio
THLV
0.64%
Winner
EVYM
0.40%
Max Drawdown
THLV
14.18%
Winner
EVYM
6.08%
Sharpe Ratio
THLV
1.37
Winner
EVYM
1.74
5Y Beta
THLV
0.46
Winner
EVYM
0.00
THLV vs EVYM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
THLV
+1.13%
EVYM
+1.06%
3M
Winner
THLV
+3.02%
EVYM
+2.39%
6M
Winner
THLV
+10.05%
EVYM
+4.25%
1Y
Winner
THLV
+18.22%
EVYM
+9.90%
Max(CAGR)
Winner
THLV
+10.39%
EVYM
+5.70%
THLV vs EVYM - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | THLV | EVYM |
|---|---|---|
| 2026 | +9.40% | +3.50% |
| 2025 | +11.11% | +3.69% |
| 2024 | +9.61% | N/A |
| 2023 | +5.80% | N/A |
| 2022 | +2.56% | N/A |
THLV vs EVYM Drawdown Comparison
The maximum drawdown for THLV was -13.14%, occurring on Apr 21, 2025. Recovery took 159 trading sessions.
The maximum drawdown for EVYM was -6.08%, occurring on Apr 11, 2025. Recovery took 111 trading sessions.
The current THLV drawdown is -1.36%.
| Rank | THLV | EVYM |
|---|---|---|
| #1 | -13.14% Nov 29, 2024 - Jul 23, 2025 | -6.08% Apr 4, 2025 - Sep 15, 2025 |
| #2 | -11.61% Jan 13, 2023 - Feb 22, 2024 | -2.77% Feb 27, 2026 - Apr 27, 2026 |
| #3 | -6.87% Sep 14, 2022 - Oct 28, 2022 | -2.04% Mar 3, 2025 - Apr 4, 2025 |
| #4 | -6.66% Feb 27, 2026 - Mar 20, 2026 | -1.06% May 8, 2026 - May 27, 2026 |
| #5 | -5.57% Dec 1, 2022 - Jan 13, 2023 | -0.70% Jan 14, 2026 - Feb 2, 2026 |
| #6 | -4.78% Mar 28, 2024 - May 17, 2024 | -0.61% Apr 27, 2026 - May 6, 2026 |
| #7 | -3.99% Oct 27, 2025 - Dec 26, 2025 | -0.59% Sep 17, 2025 - Oct 2, 2025 |
| #8 | -3.50% Jul 16, 2024 - Aug 15, 2024 | -0.55% Oct 27, 2025 - Nov 11, 2025 |
| #9 | -3.07% Oct 18, 2024 - Nov 7, 2024 | -0.52% Nov 11, 2025 - Nov 26, 2025 |
| #10 | -2.98% May 17, 2024 - Jul 12, 2024 | -0.47% Nov 26, 2025 - Dec 19, 2025 |
| #11 | -2.72% Jul 25, 2025 - Aug 22, 2025 | -0.29% Jun 4, 2026 - Jun 12, 2026 |
| #12 | -2.55% Oct 28, 2022 - Nov 8, 2022 | -0.16% Feb 2, 2026 - Feb 4, 2026 |
| #13 | -2.53% Oct 6, 2025 - Oct 23, 2025 | -0.15% Jun 2, 2026 - Jun 4, 2026 |
| #14 | -2.22% Aug 30, 2024 - Sep 13, 2024 | -0.14% Oct 13, 2025 - Oct 15, 2025 |
| #15 | -2.01% Sep 30, 2024 - Oct 16, 2024 | -0.11% May 6, 2026 - May 8, 2026 |
Correlation
Correlation between THLV and EVYM is 0.89 which considered as a strong positive correlation - the stocks tend to move together.
0.89
-101
Dividend Comparison (2022 - 2026)
THLV vs EVYM dividend yield comparison.
| Year | THLV | EVYM |
|---|---|---|
| 2026 | 0.00% | 2.02% |
| 2025 | 1.77% | 3.72% |
| 2024 | 1.25% | 0.00% |
| 2023 | 2.72% | 0.00% |
| 2022 | 0.62% | 0.00% |
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