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PCLO vs. UTES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCLO vs. UTES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus SEIX AAA Private Credit CLO ETF (PCLO) and Virtus Reaves Utilities ETF (UTES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCLO achieves a 2.68% return, which is significantly higher than UTES's 0.36% return.


PCLO

1D
0.00%
1M
0.34%
6M
2.19%
YTD
2.68%
1Y
5.10%
3Y*
5Y*
10Y*
ALL TIME*
5.14%

UTES

1D
1.44%
1M
-2.90%
6M
3.82%
YTD
0.36%
1Y
-2.59%
3Y*
22.82%
5Y*
14.89%
10Y*
12.14%
ALL TIME*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$90.83K$132.76K$166.26K
$11.31M$10.12M$13.80M

PCLO vs. UTES - Yearly Performance Comparison


2026 (YTD)20252024
PCLO
Virtus SEIX AAA Private Credit CLO ETF
2.68%5.39%0.46%
UTES
Virtus Reaves Utilities ETF
0.36%25.71%-6.29%

Correlation

The correlation between PCLO and UTES is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.00

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2024

0.10

The correlation between PCLO and UTES shifts across timeframes, from -0.00 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PCLO vs. UTES — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PCLO
PCLO Risk / Return Rank: 9999
Overall Rank
PCLO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PCLO Sortino Ratio Rank: 9999
Sortino Ratio Rank
PCLO Omega Ratio Rank: 9999
Omega Ratio Rank
PCLO Calmar Ratio Rank: 9999
Calmar Ratio Rank
PCLO Martin Ratio Rank: 9999
Martin Ratio Rank

UTES
UTES Risk / Return Rank: 99
Overall Rank
UTES Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 99
Sortino Ratio Rank
UTES Omega Ratio Rank: 99
Omega Ratio Rank
UTES Calmar Ratio Rank: 99
Calmar Ratio Rank
UTES Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PCLO vs. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus SEIX AAA Private Credit CLO ETF (PCLO) and Virtus Reaves Utilities ETF (UTES). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PCLOUTESDifference
Sharpe ratioReturn per unit of total volatility

+6.24

Sortino ratioReturn per unit of downside risk

+11.25

Omega ratioGain probability vs. loss probability

2.70

1.00

+1.70

Calmar ratioReturn relative to maximum drawdown

19.50

-0.19

+19.69

Martin ratioReturn relative to average drawdown

120.92

-0.39

+121.31

PCLO vs. UTES - Sharpe Ratio Comparison

The current PCLO Sharpe Ratio is 6.11, which is higher than the UTES Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of PCLO and UTES, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PCLO vs. UTES - Drawdown Comparison

The maximum PCLO drawdown since its inception was -0.76%, smaller than the maximum UTES drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for PCLO and UTES.


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Drawdown Indicators


PCLOUTESDifference

Max Drawdown

Largest peak-to-trough decline

-0.76%

-35.39%

+34.63%

Max Drawdown (1Y)

Largest decline over 1 year

-0.26%

-13.88%

+13.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

Current Drawdown

Current decline from peak

0.00%

-9.00%

+9.00%

Average Drawdown

Average peak-to-trough decline

-0.03%

-5.54%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

6.74%

-6.70%

Volatility

PCLO vs. UTES - Volatility Comparison

The current volatility for Virtus SEIX AAA Private Credit CLO ETF (PCLO) is 0.22%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 5.50%. This indicates that PCLO experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCLOUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

5.50%

-5.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.68%

16.23%

-15.55%

Volatility (1Y)

Calculated over the trailing 1-year period

0.84%

21.46%

-20.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.12%

20.75%

-19.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.12%

20.27%

-19.15%

PCLO vs. UTES - Expense Ratio Comparison

PCLO has a 0.29% expense ratio, which is lower than UTES's 0.49% expense ratio.


Dividends

PCLO vs. UTES - Dividend Comparison

PCLO's dividend yield for the trailing twelve months is around 5.19%, more than UTES's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
PCLO
Virtus SEIX AAA Private Credit CLO ETF
5.19%5.53%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF
1.51%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Frequently Asked Questions


PCLO and UTES have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTES has higher volatility (5.50%) compared to PCLO (0.22%). In terms of maximum drawdown, PCLO dropped -0.76% vs UTES's -35.39%.

On 1-year performance, PCLO leads with 5.10% vs -2.59% for UTES. On fees, PCLO is cheaper at 0.29% per year. On volatility, PCLO has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PCLO has performed better with a 5.10% return vs -2.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PCLO is cheaper with a 0.29% expense ratio, compared with 0.49% for UTES.

PCLO has the higher dividend yield at 5.19%, compared with 1.51% for UTES.

PCLO is categorized as CLO, while UTES is Utilities Equities. Their fees differ too: 0.29% for PCLO and 0.49% for UTES.

PCLO currently has the higher Sharpe Ratio (6.11 vs -0.12), 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.

Portfolio Optimizer

Find the right allocation for PCLO and UTES

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