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JXI vs. VPU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JXI vs. VPU - Performance Comparison

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

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JXI vs. VPU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JXI
iShares Global Utilities ETF
10.76%25.91%13.14%0.63%-4.17%10.88%5.19%23.94%2.31%14.79%
VPU
Vanguard Utilities ETF
8.24%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, JXI achieves a 10.76% return, which is significantly higher than VPU's 8.24% return. Both investments have delivered pretty close results over the past 10 years, with JXI having a 9.66% annualized return and VPU not far ahead at 9.67%.


JXI

1D
0.89%
1M
-1.70%
YTD
10.76%
6M
12.58%
1Y
28.98%
3Y*
16.49%
5Y*
10.83%
10Y*
9.66%

VPU

1D
0.42%
1M
-2.05%
YTD
8.24%
6M
5.69%
1Y
19.37%
3Y*
13.96%
5Y*
10.58%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JXI vs. VPU - Expense Ratio Comparison

JXI has a 0.46% expense ratio, which is higher than VPU's 0.10% expense ratio.


Return for Risk

JXI vs. VPU — Risk / Return Rank

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

JXI
JXI Risk / Return Rank: 9191
Overall Rank
JXI Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 9090
Sortino Ratio Rank
JXI Omega Ratio Rank: 8989
Omega Ratio Rank
JXI Calmar Ratio Rank: 9393
Calmar Ratio Rank
JXI Martin Ratio Rank: 9393
Martin Ratio Rank

VPU
VPU Risk / Return Rank: 6565
Overall Rank
VPU Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 6565
Sortino Ratio Rank
VPU Omega Ratio Rank: 6060
Omega Ratio Rank
VPU Calmar Ratio Rank: 7979
Calmar Ratio Rank
VPU Martin Ratio Rank: 5252
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.

JXI vs. VPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Utilities ETF (JXI) 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.


JXIVPUDifference

Sharpe ratio

Return per unit of total volatility

2.04

1.25

+0.79

Sortino ratio

Return per unit of downside risk

2.60

1.71

+0.89

Omega ratio

Gain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratio

Return relative to maximum drawdown

3.61

2.22

+1.39

Martin ratio

Return relative to average drawdown

14.00

5.27

+8.73

JXI vs. VPU - Sharpe Ratio Comparison

The current JXI Sharpe Ratio is 2.04, which is higher than the VPU Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of JXI 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


JXIVPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.25

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.63

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.51

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.55

-0.21

Correlation

The correlation between JXI and VPU is 0.85, 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.


Dividends

JXI vs. VPU - Dividend Comparison

JXI's dividend yield for the trailing twelve months is around 2.31%, less than VPU's 2.56% yield.


TTM20252024202320222021202020192018201720162015
JXI
iShares Global Utilities ETF
2.31%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%
VPU
Vanguard Utilities ETF
2.56%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Drawdowns

JXI vs. VPU - Drawdown Comparison

The maximum JXI drawdown since its inception was -50.23%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for JXI and VPU.


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Drawdown Indicators


JXIVPUDifference

Max Drawdown

Largest peak-to-trough decline

-50.23%

-46.31%

-3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.90%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

-25.15%

+2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-36.42%

+2.22%

Current Drawdown

Current decline from peak

-2.47%

-2.71%

+0.24%

Average Drawdown

Average peak-to-trough decline

-12.90%

-7.82%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

3.74%

-1.63%

Volatility

JXI vs. VPU - Volatility Comparison

iShares Global Utilities ETF (JXI) and Vanguard Utilities ETF (VPU) have volatilities of 5.23% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JXIVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

4.99%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

10.18%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

15.51%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

16.91%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

19.07%

-2.13%