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CUSIP
92790A702
Inception Date
Aug 3, 2021
Region
Global (Broad)
Category
Sustainable
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$6M

Share Price Chart


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Performance

VCLN Performance Chart

Virtus Duff & Phelps Clean Energy ETF (VCLN) is up 29.7% since the beginning of the year. VCLN is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

Virtus Duff & Phelps Clean Energy ETF (VCLN) has returned 29.71% so far this year and 73.69% over the past 12 months.


Virtus Duff & Phelps Clean Energy ETF

1D
1.65%
1M
-3.17%
YTD
29.71%
6M
25.66%
1Y
73.69%
3Y*
19.29%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCLN Monthly Returns History

Based on dividend-adjusted daily data since Aug 4, 2021, VCLN's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 58% of months were positive and 42% 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 5, 2026 at -6.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.46%0.10%-0.55%13.20%11.80%-6.79%29.71%
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%
20211.65%-6.02%14.78%-7.00%-7.05%-5.21%

Benchmark Metrics

Virtus Duff & Phelps Clean Energy ETF has an annualized alpha of -1.55%, beta of 0.95, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since August 04, 2021.

  • This ETF participated in 128.96% of S&P 500 Index downside but only 112.17% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.35 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
-1.55%
Beta
0.95
0.35
Upside Capture
112.17%
Downside Capture
128.96%

Expense Ratio

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


Return for Risk

Risk / Return Rank

VCLN ranks 80 for risk / return — better than 80% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VCLN Risk / Return Rank: 8080
Overall Rank
VCLN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VCLN Sortino Ratio Rank: 7474
Sortino Ratio Rank
VCLN Omega Ratio Rank: 6868
Omega Ratio Rank
VCLN Calmar Ratio Rank: 8989
Calmar Ratio Rank
VCLN Martin Ratio Rank: 8989
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 S&P 500 Index.

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.


VCLNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

5.13

2.78

+2.34

Martin ratioReturn relative to average drawdown

18.99

12.44

+6.55

Dividends

Dividend History

Virtus Duff & Phelps Clean Energy ETF provided a 1.61% dividend yield over the last twelve months, with an annual payout of $0.53 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$0.53$0.52$0.20$0.21$0.14

Dividend yield

1.61%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$0.00$0.21$0.21
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 7.87%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-45.66%Apr 2025
3y 5mo9mo 13d
4y 2moNov 2021 - Jan 2026
2026 correction2026
-14.45%Jun 2026
7d
20d 14hJun 2026 - now
2021 correction2021
-10.18%Oct 2021
1mo 1d17d
1mo 18dSep 2021 - Oct 2021
2026 pullback2026
-9.61%Mar 2026
8d1mo 9d
1mo 17dFeb 2026 - Apr 2026
2026 pullback2026
-4.69%May 2026
5d2d
7dMay 2026 - May 2026

Drawdown Indicators


VCLNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-56.78%

+11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-9.10%

-5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-29.25%

-18.90%

-10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-7.87%

-1.80%

-6.07%

Average Drawdown

Average peak-to-trough decline

-23.92%

-10.71%

-13.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

2.03%

+1.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VCLN

Add Virtus Duff & Phelps Clean Energy ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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