FPWR vs. VPU
FPWR (First Trust EIP Power Solutions ETF) and VPU (Vanguard Utilities ETF) are both Utilities Equities funds. FPWR is actively managed, while VPU is passively managed. Over the past 5 years, FPWR returned 12.01%/yr vs 9.41%/yr for VPU. Their correlation of 0.87 suggests significant overlap in exposure. FPWR charges 0.96%/yr vs 0.09%/yr for VPU.
Performance
FPWR vs. VPU - Performance Comparison
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Returns By Period
In the year-to-date period, FPWR achieves a 12.96% return, which is significantly higher than VPU's 4.64% return.
FPWR
- 1D
- 0.16%
- 1M
- -1.04%
- YTD
- 12.96%
- 6M
- 11.36%
- 1Y
- 21.65%
- 3Y*
- 17.40%
- 5Y*
- 12.01%
- 10Y*
- —
VPU
- 1D
- 0.79%
- 1M
- -2.87%
- YTD
- 4.64%
- 6M
- 3.87%
- 1Y
- 13.20%
- 3Y*
- 14.00%
- 5Y*
- 9.41%
- 10Y*
- 9.18%
FPWR vs. VPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FPWR First Trust EIP Power Solutions ETF | 12.96% | 16.78% | 22.60% | -3.36% | 5.28% | 12.26% | 8.98% | 5.66% |
VPU Vanguard Utilities ETF | 4.64% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 5.80% |
Correlation
The correlation between FPWR and VPU is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2019 | 0.87 |
The correlation between FPWR and VPU has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
FPWR vs. VPU — Risk / Return Rank
FPWR
VPU
FPWR vs. VPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Power Solutions ETF (FPWR) 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.
| FPWR | VPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 1.49 | +2.84 |
| Martin ratioReturn relative to average drawdown | 11.59 | 3.31 | +8.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FPWR | VPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 0.93 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.55 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.54 | +0.14 |
Drawdowns
FPWR vs. VPU - Drawdown Comparison
The maximum FPWR drawdown since its inception was -32.28%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for FPWR and VPU.
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Drawdown Indicators
| FPWR | VPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.28% | -46.31% | +14.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -8.90% | +3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -17.34% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -19.88% | -25.15% | +5.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.42% | — |
Current DrawdownCurrent decline from peak | -2.96% | -5.95% | +2.99% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -7.78% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 3.99% | -2.12% |
Volatility
FPWR vs. VPU - Volatility Comparison
The current volatility for First Trust EIP Power Solutions ETF (FPWR) is 3.75%, while Vanguard Utilities ETF (VPU) has a volatility of 5.40%. This indicates that FPWR 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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Volatility by Period
| FPWR | VPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 5.40% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 11.38% | -3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.45% | 14.23% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 17.05% | -2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 19.12% | -1.72% |
FPWR vs. VPU - Expense Ratio Comparison
FPWR has a 0.96% expense ratio, which is higher than VPU's 0.09% expense ratio.
Dividends
FPWR vs. VPU - Dividend Comparison
FPWR's dividend yield for the trailing twelve months is around 1.81%, less than VPU's 2.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPWR First Trust EIP Power Solutions ETF | 1.81% | 1.97% | 2.52% | 2.54% | 1.72% | 1.66% | 1.68% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.65% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
Frequently Asked Questions
FPWR and VPU have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VPU has higher volatility (5.40%) compared to FPWR (3.75%). In terms of maximum drawdown, FPWR dropped -32.28% vs VPU's -46.31%.
On 5-year performance, FPWR leads with 12.01% vs 9.41% for VPU. On fees, VPU is cheaper at 0.09% per year. On volatility, FPWR has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FPWR has performed better with a 12.01% return vs 9.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VPU is cheaper with a 0.09% expense ratio, compared with 0.96% for FPWR.
VPU has the higher dividend yield at 2.65%, compared with 1.81% for FPWR.
They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.96% for FPWR and 0.09% for VPU.
FPWR currently has the higher Sharpe Ratio (2.08 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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