FILL vs. VPU
Compare and contrast key facts about iShares MSCI Global Energy Producers ETF (FILL) and Vanguard Utilities ETF (VPU).
FILL and VPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FILL is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Select Energy Producers Investable Market Index. It was launched on Jan 31, 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 FILL 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: FILL or VPU.
Key characteristics
| FILL | VPU | |
|---|---|---|
| YTD Return | 4.57% | 28.19% |
| 1Y Return | 5.64% | 36.56% |
| 3Y Return (Ann) | 14.96% | 8.96% |
| 5Y Return (Ann) | 10.01% | 7.83% |
| 10Y Return (Ann) | 4.14% | 9.28% |
| Sharpe Ratio | 0.38 | 2.36 |
| Sortino Ratio | 0.62 | 3.26 |
| Omega Ratio | 1.07 | 1.41 |
| Calmar Ratio | 0.47 | 1.77 |
| Martin Ratio | 1.11 | 11.98 |
| Ulcer Index | 5.60% | 3.10% |
| Daily Std Dev | 16.19% | 15.82% |
| Max Drawdown | -65.98% | -46.31% |
| Current Drawdown | -9.51% | -3.11% |
Correlation
The correlation between FILL and VPU is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FILL vs. VPU - Performance Comparison
In the year-to-date period, FILL achieves a 4.57% return, which is significantly lower than VPU's 28.19% return. Over the past 10 years, FILL has underperformed VPU with an annualized return of 4.14%, while VPU has yielded a comparatively higher 9.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FILL vs. VPU - Expense Ratio Comparison
FILL has a 0.39% expense ratio, which is higher than VPU's 0.10% expense ratio.
Risk-Adjusted Performance
FILL vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Energy Producers ETF (FILL) 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.
Dividends
FILL vs. VPU - Dividend Comparison
FILL's dividend yield for the trailing twelve months is around 4.08%, more than VPU's 2.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILL iShares MSCI Global Energy Producers ETF | 4.08% | 4.16% | 4.82% | 3.93% | 3.97% | 5.71% | 3.17% | 3.10% | 2.75% | 3.41% | 2.43% | 2.46% |
VPU Vanguard Utilities ETF | 2.89% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
FILL vs. VPU - Drawdown Comparison
The maximum FILL drawdown since its inception was -65.98%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for FILL and VPU. For additional features, visit the drawdowns tool.
Volatility
FILL vs. VPU - Volatility Comparison
The current volatility for iShares MSCI Global Energy Producers ETF (FILL) is 4.65%, while Vanguard Utilities ETF (VPU) has a volatility of 5.26%. This indicates that FILL 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.