PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ECLN vs. UTES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECLN and UTES is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

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.

60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
74.39%
88.37%
ECLN
UTES

Key characteristics

Sharpe Ratio

ECLN:

2.46

UTES:

1.66

Sortino Ratio

ECLN:

3.28

UTES:

2.11

Omega Ratio

ECLN:

1.44

UTES:

1.30

Calmar Ratio

ECLN:

2.43

UTES:

2.55

Martin Ratio

ECLN:

11.46

UTES:

7.86

Ulcer Index

ECLN:

2.66%

UTES:

4.99%

Daily Std Dev

ECLN:

12.39%

UTES:

23.61%

Max Drawdown

ECLN:

-32.28%

UTES:

-35.39%

Current Drawdown

ECLN:

0.00%

UTES:

-8.36%

Returns By Period

In the year-to-date period, ECLN achieves a 8.03% return, which is significantly higher than UTES's 4.48% return.


ECLN

YTD

8.03%

1M

2.46%

6M

7.37%

1Y

30.12%

5Y*

14.06%

10Y*

N/A

UTES

YTD

4.48%

1M

1.81%

6M

3.10%

1Y

39.20%

5Y*

17.84%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ECLN vs. UTES - Expense Ratio Comparison

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


ECLN
First Trust EIP Carbon Impact ETF
Expense ratio chart for ECLN: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ECLN: 0.97%
Expense ratio chart for UTES: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UTES: 0.49%

Risk-Adjusted Performance

ECLN vs. UTES — Risk-Adjusted Performance Rank

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

ECLN
The Risk-Adjusted Performance Rank of ECLN is 9494
Overall Rank
The Sharpe Ratio Rank of ECLN is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ECLN is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ECLN is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ECLN is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ECLN is 9393
Martin Ratio Rank

UTES
The Risk-Adjusted Performance Rank of UTES is 8989
Overall Rank
The Sharpe Ratio Rank of UTES is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of UTES is 8888
Sortino Ratio Rank
The Omega Ratio Rank of UTES is 9090
Omega Ratio Rank
The Calmar Ratio Rank of UTES is 9191
Calmar Ratio Rank
The Martin Ratio Rank of UTES is 8888
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.

ECLN vs. UTES - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ECLN, currently valued at 2.46, compared to the broader market0.002.004.00
ECLN: 2.46
UTES: 1.66
The chart of Sortino ratio for ECLN, currently valued at 3.28, compared to the broader market-2.000.002.004.006.008.0010.0012.00
ECLN: 3.28
UTES: 2.11
The chart of Omega ratio for ECLN, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.00
ECLN: 1.44
UTES: 1.30
The chart of Calmar ratio for ECLN, currently valued at 2.43, compared to the broader market0.005.0010.0015.00
ECLN: 2.43
UTES: 2.55
The chart of Martin ratio for ECLN, currently valued at 11.46, compared to the broader market0.0020.0040.0060.0080.00100.00
ECLN: 11.46
UTES: 7.86

The current ECLN Sharpe Ratio is 2.46, which is higher than the UTES Sharpe Ratio of 1.66. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.46
1.66
ECLN
UTES

Dividends

ECLN vs. UTES - Dividend Comparison

ECLN's dividend yield for the trailing twelve months is around 2.52%, more than UTES's 1.45% yield.


TTM2024202320222021202020192018201720162015
ECLN
First Trust EIP Carbon Impact ETF
2.52%2.52%2.54%1.83%1.66%1.68%0.71%0.00%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF
1.45%1.51%2.44%2.13%1.94%2.09%1.84%2.16%2.81%3.28%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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-8.36%
ECLN
UTES

Volatility

ECLN vs. UTES - Volatility Comparison

The current volatility for First Trust EIP Carbon Impact ETF (ECLN) is 3.90%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 6.79%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
3.90%
6.79%
ECLN
UTES
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab