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DVUT vs. FPWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVUT vs. FPWR - 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 Power Solutions ETF (FPWR). 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 FPWR's 14.10% return.


DVUT

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

FPWR

1D
0.73%
1M
-0.82%
YTD
14.10%
6M
14.06%
1Y
20.93%
3Y*
18.24%
5Y*
12.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVUT vs. FPWR - Yearly Performance Comparison


Correlation

The correlation between DVUT and FPWR is 0.86, 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

0.86

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Return for Risk

DVUT vs. FPWR — Risk / Return Rank

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

DVUT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FPWR
FPWR Risk / Return Rank: 7070
Overall Rank
FPWR Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FPWR Sortino Ratio Rank: 7171
Sortino Ratio Rank
FPWR Omega Ratio Rank: 6464
Omega Ratio Rank
FPWR Calmar Ratio Rank: 8484
Calmar Ratio Rank
FPWR Martin Ratio Rank: 6464
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.

DVUT vs. FPWR - 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 Power Solutions ETF (FPWR). 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.


DVUTFPWRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

4.19

Martin ratioReturn relative to average drawdown

10.54

DVUT vs. FPWR - Sharpe Ratio Comparison


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Drawdowns

DVUT vs. FPWR - Drawdown Comparison

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


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Drawdown Indicators


DVUTFPWRDifference

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%

-1.98%

-8.09%

Average Drawdown

Average peak-to-trough decline

-7.86%

-4.98%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

DVUT vs. FPWR - Volatility Comparison


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Volatility by Period


DVUTFPWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

26.24%

10.57%

+15.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.24%

14.21%

+12.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.24%

17.36%

+8.88%

DVUT vs. FPWR - Expense Ratio Comparison

DVUT has a 0.89% expense ratio, which is lower than FPWR's 0.96% expense ratio.


Dividends

DVUT vs. FPWR - Dividend Comparison

DVUT has not paid dividends to shareholders, while FPWR's dividend yield for the trailing twelve months is around 1.80%.


PositionTTM2025202420232022202120202019
DVUT
WEBs Utilities XLU Defined Volatility ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPWR
First Trust EIP Power Solutions ETF
1.80%1.97%2.52%2.54%1.72%1.66%1.68%0.71%

Frequently Asked Questions


DVUT and FPWR have a correlation of 0.86, 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 0.96% for FPWR.

FPWR has the higher dividend yield at 1.80%, 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 0.96% for FPWR.

Portfolio Optimizer

Find the right allocation for DVUT and FPWR

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