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ISIN
US92204A8760
CUSIP
92204A876
Issuer
Vanguard
Inception Date
Jan 26, 2004
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI US Investable Market Utilities 25/50 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$11B

Share Price Chart


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Performance

VPU Performance Chart

Vanguard Utilities ETF (VPU) is up 6.0% since the beginning of the year. VPU is currently trading at $195 per share. Investors who bought $1,000 worth of VPU shares 5 years ago would now be looking at an investment worth $1,624.


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S&P 500 Index

Returns By Period

Vanguard Utilities ETF (VPU) has returned 5.98% so far this year and 14.60% over the past 12 months. Over the last ten years, VPU has returned 9.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Utilities ETF

1D
0.45%
1M
-0.84%
YTD
5.98%
6M
6.31%
1Y
14.60%
3Y*
14.56%
5Y*
10.18%
10Y*
9.17%

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)

VPU Monthly Returns History

Based on dividend-adjusted daily data since Jan 30, 2004, VPU's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Mar 2021 with a return of +10.3%, while the worst month was Feb 2009 at -12.9%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VPU closed higher 54% of trading days. The best single day was Mar 17, 2020 with a return of +13.0%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.59%9.51%-3.12%2.20%-4.85%1.12%5.98%
20252.84%2.03%0.34%0.11%3.49%0.45%4.95%-1.38%4.36%1.93%1.76%-5.12%16.46%
2024-3.33%1.41%6.95%1.59%8.69%-5.26%6.83%4.47%6.23%-1.19%4.15%-8.05%23.04%
2023-1.58%-5.74%4.54%1.50%-5.62%1.40%2.41%-6.34%-5.59%0.82%5.11%2.39%-7.45%
2022-3.36%-1.87%9.80%-4.38%4.51%-5.08%5.71%0.29%-11.16%2.45%7.04%-0.94%1.06%
2021-1.04%-5.54%10.30%3.78%-2.34%-1.85%3.92%3.70%-6.16%5.12%-1.59%9.42%17.40%

Benchmark Metrics

Vanguard Utilities ETF has an annualized alpha of 4.53%, beta of 0.65, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since January 30, 2004.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.11%) than losses (46.03%) - typical of diversified or defensive assets.
  • Beta of 0.65 may look defensive, but with R2 of 0.45 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.45 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
4.53%
Beta
0.65
0.45
Upside Capture
61.11%
Downside Capture
46.03%

Expense Ratio

VPU has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

VPU ranks 29 for risk / return — below 29% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VPU Risk / Return Rank: 2929
Overall Rank
VPU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 2727
Sortino Ratio Rank
VPU Omega Ratio Rank: 2727
Omega Ratio Rank
VPU Calmar Ratio Rank: 3434
Calmar Ratio Rank
VPU Martin Ratio Rank: 2727
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 Vanguard Utilities ETF (VPU) 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.


VPUBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.65

2.78

-1.14

Martin ratioReturn relative to average drawdown

3.51

12.44

-8.92

Dividends

Dividend History

Vanguard Utilities ETF provided a 2.61% dividend yield over the last twelve months, with an annual payout of $5.09 per share. The fund has been increasing its distributions for 4 consecutive years.


2.80%3.00%3.20%3.40%3.60%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$5.09$5.04$4.93$4.78$4.58$4.22$4.35$4.04$3.81$3.71$3.41$3.41

Dividend yield

2.61%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Utilities 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$1.28$0.00$0.00$0.00$1.28
2025$0.00$0.00$1.23$0.00$0.00$1.23$0.00$0.00$1.23$0.00$0.00$1.36$5.04
2024$0.00$0.00$1.10$0.00$0.00$1.24$0.00$0.00$1.31$0.00$0.00$1.28$4.93
2023$0.00$0.00$1.14$0.00$0.00$1.11$0.00$0.00$1.21$0.00$0.00$1.31$4.78
2022$0.00$0.00$1.01$0.00$0.00$1.09$0.00$0.00$1.28$0.00$0.00$1.20$4.58
2021$0.00$0.00$0.96$0.00$0.00$1.01$0.00$0.00$1.19$0.00$0.00$1.06$4.22

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 Vanguard Utilities 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 Vanguard Utilities ETF was 46.31%, occurring on Mar 9, 2009. Recovery took 819 trading sessions.

The current Vanguard Utilities ETF drawdown is 4.74%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-46.31%Mar 2009
1y 2mo3y 3mo
4y 5moDec 2007 - Jun 2012
COVID crash2020
-36.42%Mar 2020
1mo 3d1y 4mo
1y 5moFeb 2020 - Aug 2021
2023 bear market2023
-25.15%Oct 2023
1y 19d10mo 4d
1y 10moSep 2022 - Aug 2024
2015 correction2015
-16.15%Sep 2015
7mo 7d6mo 6d
1y 1moJan 2015 - Mar 2016
Bear market2022
-15.28%Jun 2022
2mo 7d1mo 26d
4mo 3dApr 2022 - Aug 2022

Drawdown Indicators


VPUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.31%

-56.78%

+10.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-9.10%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

-18.90%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-25.43%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.42%

-33.92%

-2.50%

Current Drawdown

Current decline from peak

-4.74%

-1.80%

-2.94%

Average Drawdown

Average peak-to-trough decline

-7.78%

-10.71%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

2.03%

+2.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VPU

Add Vanguard Utilities 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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