Correlation
The correlation between EFNL and VPU is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
EFNL vs. VPU
Compare and contrast key facts about iShares MSCI Finland ETF (EFNL) and Vanguard Utilities ETF (VPU).
EFNL and VPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFNL is a passively managed fund by iShares that tracks the performance of the MSCI Finland IMI 25/50 Index. It was launched on Jan 25, 2012. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004. Both EFNL and VPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFNL or VPU.
Performance
EFNL vs. VPU - Performance Comparison
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Key characteristics
EFNL:
0.68
VPU:
1.08
EFNL:
0.99
VPU:
1.51
EFNL:
1.12
VPU:
1.20
EFNL:
0.38
VPU:
1.76
EFNL:
1.65
VPU:
4.49
EFNL:
6.94%
VPU:
4.03%
EFNL:
18.62%
VPU:
16.90%
EFNL:
-38.70%
VPU:
-46.31%
EFNL:
-10.53%
VPU:
-1.04%
Returns By Period
In the year-to-date period, EFNL achieves a 25.32% return, which is significantly higher than VPU's 9.07% return. Over the past 10 years, EFNL has underperformed VPU with an annualized return of 5.42%, while VPU has yielded a comparatively higher 9.82% annualized return.
EFNL
25.32%
5.07%
23.05%
12.63%
5.35%
6.70%
5.42%
VPU
9.07%
3.49%
0.29%
18.07%
6.45%
9.61%
9.82%
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EFNL vs. VPU - Expense Ratio Comparison
EFNL has a 0.53% expense ratio, which is higher than VPU's 0.10% expense ratio.
Risk-Adjusted Performance
EFNL vs. VPU — Risk-Adjusted Performance Rank
EFNL
VPU
EFNL vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Finland ETF (EFNL) and Vanguard Utilities ETF (VPU). 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.
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Dividends
EFNL vs. VPU - Dividend Comparison
EFNL's dividend yield for the trailing twelve months is around 4.03%, more than VPU's 2.86% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFNL iShares MSCI Finland ETF | 4.03% | 5.05% | 4.31% | 5.94% | 2.29% | 2.94% | 5.70% | 3.83% | 3.30% | 2.40% | 1.57% | 3.54% |
VPU Vanguard Utilities ETF | 2.86% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% |
Drawdowns
EFNL vs. VPU - Drawdown Comparison
The maximum EFNL drawdown since its inception was -38.70%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for EFNL and VPU.
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Volatility
EFNL vs. VPU - Volatility Comparison
The current volatility for iShares MSCI Finland ETF (EFNL) is 2.94%, while Vanguard Utilities ETF (VPU) has a volatility of 4.71%. This indicates that EFNL experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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