XRMI vs VEMY

Comparison between GLOBAL X S&P 500 RISK MANAGED INCOME ETF (XRMI, ETF) and VIRTUS STONE HARBOR EMERGING MARKETS HIGH YIELD BOND ETF (VEMY, ETF).

XRMI vs VEMY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XRMI(ETF)	VEMY(ETF)
Net Assets	$50M	$50M
Expense Ratio	0.60%	0.55%
Max Drawdown	37.83%	10.78%
Sharpe Ratio	1.22	1.22
5Y Beta	0.30	0.30
P/E Ratio	26.15	N/A
Forward P/E	20.93	N/A
PEG Ratio	0.40	N/A
5Y EPS CAGR	26.39%	N/A
Debt to Equity	46.82%	N/A
P/S Ratio	3.72	N/A
P/B Ratio	5.56	N/A

Net Assets

Winner

XRMI

$50M

VEMY

$50M

Expense Ratio

XRMI

0.60%

Winner

VEMY

0.55%

Max Drawdown

XRMI

37.83%

Winner

VEMY

10.78%

Sharpe Ratio

XRMI

1.22

Winner

VEMY

1.22

5Y Beta

XRMI

0.30

Winner

VEMY

0.30

P/E Ratio

XRMI

26.15

VEMY

N/A

Forward P/E

XRMI

20.93

VEMY

N/A

PEG Ratio

XRMI

0.40

VEMY

N/A

5Y EPS CAGR

XRMI

26.39%

VEMY

N/A

Debt to Equity

XRMI

46.82%

VEMY

N/A

P/S Ratio

XRMI

3.72

VEMY

N/A

P/B Ratio

XRMI

5.56

VEMY

N/A

XRMI vs VEMY - Historical Returns

Returns include dividend reinvestment.

Period	XRMI	VEMY
1 month	+1.73%	+0.56%
3 months	+3.59%	+1.32%
6 months	+3.04%	+2.53%
1 year	+10.81%	+12.09%
5 years(CAGR)	+3.06%	N/A
Max(CAGR)	+3.06%	+13.05%

Winner

XRMI

+1.73%

VEMY

+0.56%

Winner

XRMI

+3.59%

VEMY

+1.32%

Winner

XRMI

+3.04%

VEMY

+2.53%

XRMI

+10.81%

Winner

VEMY

+12.09%

5Y(CAGR)

XRMI

+3.06%

VEMY

N/A

Max(CAGR)

XRMI

+3.06%

Winner

VEMY

+13.05%

XRMI vs VEMY - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	XRMI	VEMY
2026	+4.74%	+6.25%
2025	+4.80%	+14.64%
2024	+15.01%	+14.24%
2023	+4.58%	+13.54%
2022	-14.20%	-1.08%
2021	+2.68%	N/A

XRMI vs VEMY Drawdown Comparison

The maximum drawdown for XRMI was -15.29%, occurring on Oct 14, 2022. Recovery took 718 trading sessions.

The maximum drawdown for VEMY was -8.75%, occurring on Mar 20, 2023. Recovery took 121 trading sessions.

The current VEMY drawdown is -0.48%.

Rank	XRMI	VEMY
#1	-15.29% Dec 29, 2021 - Nov 6, 2024	-8.75% Feb 2, 2023 - Jul 28, 2023
#2	-8.34% Feb 20, 2025 - Nov 24, 2025	-6.57% Feb 28, 2025 - Jun 11, 2025
#3	-5.03% Feb 25, 2026 - Jun 2, 2026	-4.39% Jul 31, 2023 - Nov 14, 2023
#4	-2.24% Sep 15, 2021 - Oct 15, 2021	-4.00% Feb 18, 2026 - Apr 13, 2026
#5	-1.56% Jun 2, 2026 - Jun 15, 2026	-3.01% Apr 9, 2024 - May 15, 2024
#6	-1.50% Nov 22, 2021 - Dec 8, 2021	-1.96% Dec 9, 2024 - Jan 21, 2025
#7	-1.45% Dec 15, 2021 - Dec 27, 2021	-1.66% May 6, 2026 - May 28, 2026
#8	-1.37% Feb 2, 2026 - Feb 9, 2026	-1.64% Dec 27, 2023 - Jan 12, 2024
#9	-1.15% Jan 6, 2025 - Jan 15, 2025	-1.60% Sep 24, 2025 - Oct 24, 2025
#10	-0.99% Dec 8, 2021 - Dec 15, 2021	-1.41% Jul 10, 2026 - Jul 29, 2026
#11	-0.89% Feb 10, 2026 - Feb 20, 2026	-1.38% Dec 13, 2022 - Jan 4, 2023
#12	-0.84% Jul 21, 2026 - Aug 3, 2026	-1.35% Oct 16, 2024 - Nov 7, 2024
#13	-0.81% Jan 6, 2026 - Jan 26, 2026	-1.19% May 15, 2024 - Jul 5, 2024
#14	-0.78% Dec 17, 2024 - Dec 20, 2024	-1.17% Apr 17, 2026 - May 6, 2026
#15	-0.70% Jun 22, 2026 - Jun 30, 2026	-1.07% Jan 24, 2023 - Feb 1, 2023