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ECLN vs. UTES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECLN vs. UTES - Performance Comparison

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

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ECLN vs. UTES - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ECLN
First Trust EIP Carbon Impact ETF
13.60%16.78%22.60%-3.36%5.28%12.26%8.98%5.66%
UTES
Virtus Reaves Utilities ETF
1.60%25.71%45.35%-2.46%0.80%20.74%-0.30%4.80%

Returns By Period

In the year-to-date period, ECLN achieves a 13.60% return, which is significantly higher than UTES's 1.60% return.


ECLN

1D
-0.11%
1M
-0.66%
YTD
13.60%
6M
13.13%
1Y
24.21%
3Y*
16.62%
5Y*
12.57%
10Y*

UTES

1D
0.11%
1M
-6.27%
YTD
1.60%
6M
-3.38%
1Y
25.54%
3Y*
22.73%
5Y*
16.38%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECLN vs. UTES - Expense Ratio Comparison

ECLN has a 0.97% expense ratio, which is higher than UTES's 0.49% expense ratio.


Return for Risk

ECLN vs. UTES — Risk / Return Rank

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

ECLN
ECLN Risk / Return Rank: 9090
Overall Rank
ECLN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ECLN Sortino Ratio Rank: 9090
Sortino Ratio Rank
ECLN Omega Ratio Rank: 8989
Omega Ratio Rank
ECLN Calmar Ratio Rank: 9090
Calmar Ratio Rank
ECLN Martin Ratio Rank: 9292
Martin Ratio Rank

UTES
UTES Risk / Return Rank: 6464
Overall Rank
UTES Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 6565
Sortino Ratio Rank
UTES Omega Ratio Rank: 6161
Omega Ratio Rank
UTES Calmar Ratio Rank: 7676
Calmar Ratio Rank
UTES Martin Ratio Rank: 5252
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.

ECLN vs. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Carbon Impact ETF (ECLN) and Virtus Reaves Utilities ETF (UTES). 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.


ECLNUTESDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.13

+0.78

Sortino ratio

Return per unit of downside risk

2.52

1.56

+0.95

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

3.00

1.88

+1.12

Martin ratio

Return relative to average drawdown

12.68

4.68

+8.00

ECLN vs. UTES - Sharpe Ratio Comparison

The current ECLN Sharpe Ratio is 1.91, which is higher than the UTES Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ECLN and UTES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ECLNUTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.13

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.81

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.72

-0.02

Correlation

The correlation between ECLN and UTES is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ECLN vs. UTES - Dividend Comparison

ECLN's dividend yield for the trailing twelve months is around 1.80%, more than UTES's 1.47% yield.


TTM20252024202320222021202020192018201720162015
ECLN
First Trust EIP Carbon Impact ETF
1.80%1.97%2.52%2.54%1.72%1.66%1.68%0.71%0.00%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF
1.47%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Drawdowns

ECLN vs. UTES - Drawdown Comparison

The maximum ECLN drawdown since its inception was -32.28%, smaller than the maximum UTES drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for ECLN and UTES.


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Drawdown Indicators


ECLNUTESDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-35.39%

+3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-13.88%

+5.43%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

-20.40%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

Current Drawdown

Current decline from peak

-0.89%

-7.89%

+7.00%

Average Drawdown

Average peak-to-trough decline

-5.08%

-5.51%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

5.59%

-3.59%

Volatility

ECLN vs. UTES - Volatility Comparison

The current volatility for First Trust EIP Carbon Impact ETF (ECLN) is 2.87%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 8.04%. This indicates that ECLN experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECLNUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

8.04%

-5.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

16.26%

-8.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

22.79%

-10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

20.28%

-6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

20.03%

-2.51%