DVUT vs. POWR

Last updated Jun 4, 2026

DVUT (WEBs Utilities XLU Defined Volatility ETF) and POWR (iShares U.S. Power Infrastructure ETF) are both Utilities Equities funds. DVUT is passively managed, while POWR is actively managed. At a 0.48 correlation, their price movements are largely independent. DVUT charges 0.89%/yr vs 0.40%/yr for POWR.

Performance

DVUT vs. POWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Utilities XLU Defined Volatility ETF (DVUT) and iShares U.S. Power Infrastructure ETF (POWR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DVUT achieves a 2.83% return, which is significantly lower than POWR's 18.53% return.

DVUT

• 1D: -0.38%
• 1M: -8.69%
• YTD: 2.83%
• 6M: -0.88%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

POWR

• 1D: -0.11%
• 1M: -0.93%
• YTD: 18.53%
• 6M: 15.28%
• 1Y: 28.87%
• 3Y*: 12.09%
• 5Y*: 15.16%
• 10Y*: 8.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVUT vs. POWR - Yearly Performance Comparison

	2026 (YTD)	2025
DVUT WEBs Utilities XLU Defined Volatility ETF	2.83%	2.12%
POWR iShares U.S. Power Infrastructure ETF	18.53%	1.67%

Correlation

The correlation between DVUT and POWR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025	0.48

Return for Risk

DVUT vs. POWR — Risk / Return Rank

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

POWR

POWR Risk / Return Rank: 59
POWR Sharpe Ratio Rank: 50
POWR Sortino Ratio Rank: 48
POWR Omega Ratio Rank: 47
POWR Calmar Ratio Rank: 86
POWR Martin Ratio Rank: 66

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. POWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Utilities XLU Defined Volatility ETF (DVUT) and iShares U.S. Power Infrastructure ETF (POWR). 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.

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

Sharpe Ratios by Period

	DVUT	POWR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.74	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.34	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.19	+0.03

Drawdowns

DVUT vs. POWR - Drawdown Comparison

The maximum DVUT drawdown since its inception was -18.27%, smaller than the maximum POWR drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for DVUT and POWR.

Drawdown Indicators

	DVUT	POWR	Difference
Max Drawdown Largest peak-to-trough decline	-18.27%	-65.98%	+47.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.98%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.09%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-63.42%	—
Current Drawdown Current decline from peak	-13.96%	-1.45%	-12.51%
Average Drawdown Average peak-to-trough decline	-7.63%	-18.15%	+10.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.38%	—

Volatility

Volatility by Period

	DVUT	POWR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.80%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	26.67%	16.65%	+10.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.67%	23.08%	+3.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.67%	25.62%	+1.05%

DVUT vs. POWR - Expense Ratio Comparison

DVUT has a 0.89% expense ratio, which is higher than POWR's 0.40% expense ratio.

Dividends

DVUT vs. POWR - Dividend Comparison

DVUT has not paid dividends to shareholders, while POWR's dividend yield for the trailing twelve months is around 6.67%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DVUT WEBs Utilities XLU Defined Volatility ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
POWR iShares U.S. Power Infrastructure ETF	6.67%	7.56%	4.36%	4.16%	4.82%	3.94%	3.96%	5.71%	3.17%	3.11%	2.75%	3.42%

Frequently Asked Questions

Can I hold both DVUT and POWR in my portfolio?

DVUT and POWR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DVUT or POWR?

On fees, POWR is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DVUT or POWR?

POWR is cheaper with a 0.40% expense ratio, compared with 0.89% for DVUT.

Which ETF pays a higher dividend yield, DVUT or POWR?

POWR has the higher dividend yield at 6.67%, compared with 0.00% for DVUT.

What is the main difference between DVUT and POWR?

They also come from different issuers: WEBs and iShares. Their fees differ too: 0.89% for DVUT and 0.40% for POWR.