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

Correlation

The correlation between ACES and VPU is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
-2.34%
80.53%
ACES
VPU

Key characteristics

Sharpe Ratio

ACES:

-0.39

VPU:

1.28

Sortino Ratio

ACES:

-0.35

VPU:

1.77

Omega Ratio

ACES:

0.96

VPU:

1.23

Calmar Ratio

ACES:

-0.17

VPU:

2.10

Martin Ratio

ACES:

-0.79

VPU:

5.33

Ulcer Index

ACES:

16.60%

VPU:

4.03%

Daily Std Dev

ACES:

33.93%

VPU:

16.84%

Max Drawdown

ACES:

-79.05%

VPU:

-46.31%

Current Drawdown

ACES:

-76.18%

VPU:

-4.03%

Returns By Period

In the year-to-date period, ACES achieves a -11.77% return, which is significantly lower than VPU's 4.38% return.


ACES

YTD

-11.77%

1M

-2.36%

6M

-17.36%

1Y

-12.16%

5Y*

-5.32%

10Y*

N/A

VPU

YTD

4.38%

1M

0.94%

6M

-0.61%

1Y

20.30%

5Y*

9.24%

10Y*

9.08%

*Annualized

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ACES vs. VPU - Expense Ratio Comparison

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


Expense ratio chart for ACES: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACES: 0.55%
Expense ratio chart for VPU: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VPU: 0.10%

Risk-Adjusted Performance

ACES vs. VPU — Risk-Adjusted Performance Rank

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

ACES
The Risk-Adjusted Performance Rank of ACES is 88
Overall Rank
The Sharpe Ratio Rank of ACES is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ACES is 77
Sortino Ratio Rank
The Omega Ratio Rank of ACES is 88
Omega Ratio Rank
The Calmar Ratio Rank of ACES is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ACES is 88
Martin Ratio Rank

VPU
The Risk-Adjusted Performance Rank of VPU is 8787
Overall Rank
The Sharpe Ratio Rank of VPU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VPU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VPU is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VPU is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VPU is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ACES, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00
ACES: -0.39
VPU: 1.28
The chart of Sortino ratio for ACES, currently valued at -0.35, compared to the broader market-2.000.002.004.006.008.00
ACES: -0.35
VPU: 1.77
The chart of Omega ratio for ACES, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
ACES: 0.96
VPU: 1.23
The chart of Calmar ratio for ACES, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.00
ACES: -0.17
VPU: 2.10
The chart of Martin ratio for ACES, currently valued at -0.79, compared to the broader market0.0020.0040.0060.00
ACES: -0.79
VPU: 5.33

The current ACES Sharpe Ratio is -0.39, which is lower than the VPU Sharpe Ratio of 1.28. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.39
1.28
ACES
VPU

Dividends

ACES vs. VPU - Dividend Comparison

ACES's dividend yield for the trailing twelve months is around 1.29%, less than VPU's 2.99% yield.


TTM20242023202220212020201920182017201620152014
ACES
ALPS Clean Energy ETF
1.29%1.10%1.44%1.09%0.71%0.56%1.30%0.34%0.00%0.00%0.00%0.00%
VPU
Vanguard Utilities ETF
2.99%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%

Drawdowns

ACES vs. VPU - Drawdown Comparison

The maximum ACES drawdown since its inception was -79.05%, 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%NovemberDecember2025FebruaryMarchApril
-76.18%
-4.03%
ACES
VPU

Volatility

ACES vs. VPU - Volatility Comparison

ALPS Clean Energy ETF (ACES) has a higher volatility of 15.28% compared to Vanguard Utilities ETF (VPU) at 8.61%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.28%
8.61%
ACES
VPU