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DVUT vs. ECLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVUT vs. ECLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Utilities XLU Defined Volatility ETF (DVUT) and First Trust EIP Carbon Impact ETF (ECLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVUT achieves a 7.47% return, which is significantly lower than ECLN's 12.96% return.


DVUT

1D
1.10%
1M
-0.99%
YTD
7.47%
6M
7.72%
1Y
3Y*
5Y*
10Y*

ECLN

1D
0.16%
1M
-1.81%
YTD
12.96%
6M
12.92%
1Y
19.73%
3Y*
17.40%
5Y*
12.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVUT vs. ECLN - Yearly Performance Comparison


Correlation

The correlation between DVUT and ECLN is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.84

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Return for Risk

DVUT vs. ECLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Utilities XLU Defined Volatility ETF (DVUT) and First Trust EIP Carbon Impact ETF (ECLN). 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.


DVUTECLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

4.33

Martin ratioReturn relative to average drawdown

11.59

DVUT vs. ECLN - Sharpe Ratio Comparison


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Drawdowns

DVUT vs. ECLN - Drawdown Comparison

The maximum DVUT drawdown since its inception was -18.27%, smaller than the maximum ECLN drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for DVUT and ECLN.


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Drawdown Indicators


DVUTECLNDifference

Max Drawdown

Largest peak-to-trough decline

-18.27%

-32.28%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

Current Drawdown

Current decline from peak

-10.07%

-2.96%

-7.11%

Average Drawdown

Average peak-to-trough decline

-7.86%

-4.99%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

DVUT vs. ECLN - Volatility Comparison


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Volatility by Period


DVUTECLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

Volatility (1Y)

Calculated over the trailing 1-year period

26.24%

10.45%

+15.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.24%

14.22%

+12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.24%

17.39%

+8.85%

DVUT vs. ECLN - Expense Ratio Comparison

DVUT has a 0.89% expense ratio, which is lower than ECLN's 0.97% expense ratio.


Dividends

DVUT vs. ECLN - Dividend Comparison

Neither DVUT nor ECLN has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
DVUT
WEBs Utilities XLU Defined Volatility ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ECLN
First Trust EIP Carbon Impact ETF
1.81%1.97%2.52%2.54%1.72%1.66%1.68%0.71%

Frequently Asked Questions


DVUT and ECLN have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DVUT is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DVUT is cheaper with a 0.89% expense ratio, compared with 0.97% for ECLN.

ECLN has the higher dividend yield at 1.81%, compared with 0.00% for DVUT.

They also come from different issuers: WEBs and First Trust. Their fees differ too: 0.89% for DVUT and 0.97% for ECLN.

Portfolio Optimizer

Find the right allocation for DVUT and ECLN

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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