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Virtus Duff & Phelps Clean Energy ETF (VCLN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
92790A702
Inception Date
Aug 3, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Virtus Duff & Phelps Clean Energy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Virtus Duff & Phelps Clean Energy ETF (VCLN) has returned 9.96% so far this year and 72.36% over the past 12 months.


Virtus Duff & Phelps Clean Energy ETF

1D
4.26%
1M
-0.55%
YTD
9.96%
6M
19.57%
1Y
72.36%
3Y*
9.48%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 4, 2021, VCLN's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Jul 2022 with a return of +19.4%, while the worst month was Sep 2022 at -12.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, VCLN closed higher 49% of trading days. The best single day was Nov 26, 2025 with a return of +8.9%, while the worst single day was Jun 13, 2022 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.46%0.10%-0.55%9.96%
20251.84%-3.17%0.76%2.00%8.64%5.75%6.01%10.37%5.14%7.87%2.63%-1.78%55.75%
2024-8.93%0.38%4.71%-1.75%15.77%-11.27%7.10%1.16%4.59%-8.44%1.79%-8.53%-6.69%
20234.82%-5.42%1.29%-5.05%-2.63%1.97%-0.26%-10.97%-8.35%-8.26%9.48%6.55%-17.54%
2022-11.87%7.38%3.81%-11.42%4.89%-7.14%19.35%-0.59%-12.86%1.64%10.00%-5.98%-7.87%
20211.88%-6.02%14.78%-7.00%-7.05%-5.00%

Benchmark Metrics

Virtus Duff & Phelps Clean Energy ETF has an annualized alpha of -2.46%, beta of 0.93, and R² of 0.34 versus S&P 500 Index. Calculated based on daily prices since August 05, 2021.

  • This ETF participated in 124.84% of S&P 500 Index downside but only 104.43% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.34 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.46%
Beta
0.93
0.34
Upside Capture
104.43%
Downside Capture
124.84%

Expense Ratio

VCLN has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VCLN ranks 95 for risk / return — in the top 95% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VCLN Risk / Return Rank: 9595
Overall Rank
VCLN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VCLN Sortino Ratio Rank: 9595
Sortino Ratio Rank
VCLN Omega Ratio Rank: 9191
Omega Ratio Rank
VCLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
VCLN Martin Ratio Rank: 9797
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Virtus Duff & Phelps Clean Energy ETF (VCLN) and compare them to a chosen benchmark (S&P 500 Index).


VCLNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.44

0.90

+1.54

Sortino ratio

Return per unit of downside risk

3.16

1.39

+1.77

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.19

Calmar ratio

Return relative to maximum drawdown

5.64

1.40

+4.24

Martin ratio

Return relative to average drawdown

20.86

6.61

+14.26

Explore VCLN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Virtus Duff & Phelps Clean Energy ETF provided a 1.83% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.52$0.52$0.20$0.21$0.14

Dividend yield

1.83%2.01%1.16%1.14%0.65%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus Duff & Phelps Clean Energy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.33$0.52
2024$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.09$0.20
2023$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.08$0.21
2022$0.11$0.00$0.00$0.00$0.00$0.00$0.03$0.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Virtus Duff & Phelps Clean Energy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Virtus Duff & Phelps Clean Energy ETF was 45.66%, occurring on Apr 8, 2025. Recovery took 195 trading sessions.

The current Virtus Duff & Phelps Clean Energy ETF drawdown is 5.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.66%Nov 2, 2021861Apr 8, 2025195Jan 16, 20261056
-10.18%Sep 3, 202121Oct 4, 202113Oct 21, 202134
-9.61%Feb 26, 20267Mar 6, 2026
-3.82%Jan 29, 20266Feb 5, 20264Feb 11, 202610
-3.51%Feb 12, 20261Feb 12, 20267Feb 24, 20268

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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