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ACES vs. VPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACES and VPU is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ACES vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Clean Energy ETF (ACES) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
-9.82%
7.92%
ACES
VPU

Key characteristics

Sharpe Ratio

ACES:

-0.87

VPU:

1.32

Sortino Ratio

ACES:

-1.17

VPU:

1.83

Omega Ratio

ACES:

0.87

VPU:

1.23

Calmar Ratio

ACES:

-0.40

VPU:

1.04

Martin Ratio

ACES:

-1.42

VPU:

6.24

Ulcer Index

ACES:

20.65%

VPU:

3.25%

Daily Std Dev

ACES:

33.84%

VPU:

15.43%

Max Drawdown

ACES:

-73.53%

VPU:

-46.31%

Current Drawdown

ACES:

-73.53%

VPU:

-10.38%

Returns By Period

In the year-to-date period, ACES achieves a -28.13% return, which is significantly lower than VPU's 19.93% return.


ACES

YTD

-28.13%

1M

-3.45%

6M

-9.82%

1Y

-25.89%

5Y*

-4.40%

10Y*

N/A

VPU

YTD

19.93%

1M

-6.99%

6M

8.82%

1Y

19.55%

5Y*

5.50%

10Y*

8.05%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ACES vs. VPU - Expense Ratio Comparison

ACES has a 0.55% expense ratio, which is higher than VPU's 0.10% expense ratio.


ACES
ALPS Clean Energy ETF
Expense ratio chart for ACES: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VPU: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

ACES vs. VPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Clean Energy ETF (ACES) and Vanguard Utilities ETF (VPU). 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.


Sharpe ratio
The chart of Sharpe ratio for ACES, currently valued at -0.87, compared to the broader market0.002.004.00-0.871.27
The chart of Sortino ratio for ACES, currently valued at -1.17, compared to the broader market-2.000.002.004.006.008.0010.00-1.171.77
The chart of Omega ratio for ACES, currently valued at 0.87, compared to the broader market0.501.001.502.002.503.000.871.22
The chart of Calmar ratio for ACES, currently valued at -0.40, compared to the broader market0.005.0010.0015.00-0.401.00
The chart of Martin ratio for ACES, currently valued at -1.42, compared to the broader market0.0020.0040.0060.0080.00100.00-1.425.90
ACES
VPU

The current ACES Sharpe Ratio is -0.87, which is lower than the VPU Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ACES and VPU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.87
1.27
ACES
VPU

Dividends

ACES vs. VPU - Dividend Comparison

ACES's dividend yield for the trailing twelve months is around 1.38%, less than VPU's 2.28% yield.


TTM20232022202120202019201820172016201520142013
ACES
ALPS Clean Energy ETF
1.38%1.44%1.09%0.71%0.56%1.30%0.34%0.00%0.00%0.00%0.00%0.00%
VPU
Vanguard Utilities ETF
2.28%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%3.76%

Drawdowns

ACES vs. VPU - Drawdown Comparison

The maximum ACES drawdown since its inception was -73.53%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for ACES and VPU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.53%
-10.38%
ACES
VPU

Volatility

ACES vs. VPU - Volatility Comparison

ALPS Clean Energy ETF (ACES) has a higher volatility of 8.87% compared to Vanguard Utilities ETF (VPU) at 4.78%. This indicates that ACES's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.87%
4.78%
ACES
VPU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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