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GII vs. VPU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GII vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Infrastructure ETF (GII) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

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GII vs. VPU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GII
SPDR S&P Global Infrastructure ETF
8.96%21.79%14.30%5.90%-0.54%11.39%-6.81%26.32%-10.08%19.07%
VPU
Vanguard Utilities ETF
7.79%16.46%23.04%-7.45%1.06%17.40%-0.74%24.89%4.38%12.44%

Returns By Period

In the year-to-date period, GII achieves a 8.96% return, which is significantly higher than VPU's 7.79% return. Over the past 10 years, GII has underperformed VPU with an annualized return of 8.95%, while VPU has yielded a comparatively higher 9.62% annualized return.


GII

1D
0.69%
1M
-3.47%
YTD
8.96%
6M
11.19%
1Y
26.64%
3Y*
15.62%
5Y*
11.34%
10Y*
8.95%

VPU

1D
0.02%
1M
-3.12%
YTD
7.79%
6M
6.07%
1Y
19.23%
3Y*
13.81%
5Y*
10.49%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GII vs. VPU - Expense Ratio Comparison

GII has a 0.40% expense ratio, which is higher than VPU's 0.10% expense ratio.


Return for Risk

GII vs. VPU — Risk / Return Rank

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

GII
GII Risk / Return Rank: 9292
Overall Rank
GII Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GII Sortino Ratio Rank: 9292
Sortino Ratio Rank
GII Omega Ratio Rank: 9393
Omega Ratio Rank
GII Calmar Ratio Rank: 9191
Calmar Ratio Rank
GII Martin Ratio Rank: 9595
Martin Ratio Rank

VPU
VPU Risk / Return Rank: 7171
Overall Rank
VPU Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 7171
Sortino Ratio Rank
VPU Omega Ratio Rank: 6666
Omega Ratio Rank
VPU Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPU Martin Ratio Rank: 6161
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.

GII vs. VPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Infrastructure ETF (GII) 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.


GIIVPUDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.25

+0.78

Sortino ratio

Return per unit of downside risk

2.66

1.70

+0.97

Omega ratio

Gain probability vs. loss probability

1.41

1.23

+0.18

Calmar ratio

Return relative to maximum drawdown

3.09

2.30

+0.79

Martin ratio

Return relative to average drawdown

15.68

5.48

+10.19

GII vs. VPU - Sharpe Ratio Comparison

The current GII Sharpe Ratio is 2.03, which is higher than the VPU Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of GII and VPU, 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


GIIVPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.25

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.62

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.51

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.55

-0.26

Correlation

The correlation between GII and VPU is 0.68, 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.


Dividends

GII vs. VPU - Dividend Comparison

GII's dividend yield for the trailing twelve months is around 2.91%, more than VPU's 2.57% yield.


TTM20252024202320222021202020192018201720162015
GII
SPDR S&P Global Infrastructure ETF
2.91%3.17%3.23%3.70%3.07%2.37%2.66%3.39%3.31%3.38%3.11%3.54%
VPU
Vanguard Utilities ETF
2.57%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Drawdowns

GII vs. VPU - Drawdown Comparison

The maximum GII drawdown since its inception was -50.98%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for GII and VPU.


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Drawdown Indicators


GIIVPUDifference

Max Drawdown

Largest peak-to-trough decline

-50.98%

-46.31%

-4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-8.90%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-25.15%

+4.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.84%

-36.42%

-6.42%

Current Drawdown

Current decline from peak

-3.47%

-3.12%

-0.35%

Average Drawdown

Average peak-to-trough decline

-11.60%

-7.82%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

3.74%

-2.01%

Volatility

GII vs. VPU - Volatility Comparison

The current volatility for SPDR S&P Global Infrastructure ETF (GII) is 4.56%, while Vanguard Utilities ETF (VPU) has a volatility of 4.99%. This indicates that GII 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


GIIVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

4.99%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

10.18%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

15.54%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

16.91%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

19.07%

-1.92%