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^UTY vs. HERD
Performance
Return for Risk
Drawdowns
Volatility

Performance

^UTY vs. HERD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PHLX Utility Sector Index (^UTY) and Pacer Cash Cows Fund of Funds ETF (HERD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^UTY achieves a 6.10% return, which is significantly lower than HERD's 7.34% return.


^UTY

1D
0.97%
1M
-0.53%
YTD
6.10%
6M
6.28%
1Y
11.86%
3Y*
10.50%
5Y*
6.60%
10Y*
5.93%

HERD

1D
-0.26%
1M
-2.84%
YTD
7.34%
6M
6.64%
1Y
23.02%
3Y*
15.44%
5Y*
9.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^UTY vs. HERD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
^UTY
PHLX Utility Sector Index
6.10%13.45%16.89%-12.33%-2.35%14.64%-0.62%11.18%
HERD
Pacer Cash Cows Fund of Funds ETF
7.34%19.07%2.91%20.72%-6.96%28.58%10.71%6.95%

Correlation

The correlation between ^UTY and HERD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.26

The correlation between ^UTY and HERD shifts across timeframes, from 0.16 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

^UTY vs. HERD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^UTY
^UTY Risk / Return Rank: 3030
Overall Rank
^UTY Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
^UTY Sortino Ratio Rank: 2929
Sortino Ratio Rank
^UTY Omega Ratio Rank: 2929
Omega Ratio Rank
^UTY Calmar Ratio Rank: 3232
Calmar Ratio Rank
^UTY Martin Ratio Rank: 3131
Martin Ratio Rank

HERD
HERD Risk / Return Rank: 6969
Overall Rank
HERD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HERD Sortino Ratio Rank: 6464
Sortino Ratio Rank
HERD Omega Ratio Rank: 6161
Omega Ratio Rank
HERD Calmar Ratio Rank: 8282
Calmar Ratio Rank
HERD Martin Ratio Rank: 7474
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.

^UTY vs. HERD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PHLX Utility Sector Index (^UTY) and Pacer Cash Cows Fund of Funds ETF (HERD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


^UTYHERDDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.15

1.35

-0.20

Calmar ratioReturn relative to maximum drawdown

1.28

4.07

-2.79

Martin ratioReturn relative to average drawdown

2.72

12.97

-10.26

^UTY vs. HERD - Sharpe Ratio Comparison

The current ^UTY Sharpe Ratio is 0.82, which is lower than the HERD Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of ^UTY and HERD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^UTY vs. HERD - Drawdown Comparison

The maximum ^UTY drawdown since its inception was -48.16%, which is greater than HERD's maximum drawdown of -39.41%. Use the drawdown chart below to compare losses from any high point for ^UTY and HERD.


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Drawdown Indicators


^UTYHERDDifference

Max Drawdown

Largest peak-to-trough decline

-48.16%

-39.41%

-8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-5.68%

-3.60%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-18.90%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-21.60%

-7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-36.10%

Current Drawdown

Current decline from peak

-4.69%

-4.85%

+0.16%

Average Drawdown

Average peak-to-trough decline

-12.45%

-4.54%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

1.78%

+2.59%

Volatility

^UTY vs. HERD - Volatility Comparison

PHLX Utility Sector Index (^UTY) has a higher volatility of 5.49% compared to Pacer Cash Cows Fund of Funds ETF (HERD) at 3.85%. This indicates that ^UTY's price experiences larger fluctuations and is considered to be riskier than HERD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^UTYHERDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

3.85%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

8.27%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

11.94%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

17.75%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

20.46%

-0.91%

Frequently Asked Questions


^UTY and HERD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^UTY has higher volatility (5.49%) compared to HERD (3.85%). In terms of maximum drawdown, ^UTY dropped -48.16% vs HERD's -39.41%.

HERD currently has the higher Sharpe Ratio (1.94 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^UTY and HERD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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