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PHO vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PHOVDC
YTD Return4.41%2.52%
1Y Return21.20%2.14%
3Y Return (Ann)7.54%4.78%
5Y Return (Ann)13.69%8.58%
10Y Return (Ann)9.73%8.41%
Sharpe Ratio1.480.27
Daily Std Dev14.70%10.36%
Max Drawdown-55.62%-34.24%
Current Drawdown-4.64%-4.50%

Correlation

-0.50.00.51.00.6

The correlation between PHO and VDC is 0.64, 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.

Performance

PHO vs. VDC - Performance Comparison

In the year-to-date period, PHO achieves a 4.41% return, which is significantly higher than VDC's 2.52% return. Over the past 10 years, PHO has outperformed VDC with an annualized return of 9.73%, while VDC has yielded a comparatively lower 8.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
22.93%
9.83%
PHO
VDC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco Water Resources ETF

Vanguard Consumer Staples ETF

PHO vs. VDC - Expense Ratio Comparison

PHO has a 0.60% expense ratio, which is higher than VDC's 0.10% expense ratio.

PHO
Invesco Water Resources ETF
0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PHO vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Water Resources ETF (PHO) and Vanguard Consumer Staples ETF (VDC). 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.


PHO
Sharpe ratio
The chart of Sharpe ratio for PHO, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.005.001.48
Sortino ratio
The chart of Sortino ratio for PHO, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.002.12
Omega ratio
The chart of Omega ratio for PHO, currently valued at 1.26, compared to the broader market1.001.502.002.501.26
Calmar ratio
The chart of Calmar ratio for PHO, currently valued at 1.25, compared to the broader market0.002.004.006.008.0010.0012.001.25
Martin ratio
The chart of Martin ratio for PHO, currently valued at 4.69, compared to the broader market0.0020.0040.0060.0080.004.69
VDC
Sharpe ratio
The chart of Sharpe ratio for VDC, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.005.000.27
Sortino ratio
The chart of Sortino ratio for VDC, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.000.44
Omega ratio
The chart of Omega ratio for VDC, currently valued at 1.05, compared to the broader market1.001.502.002.501.05
Calmar ratio
The chart of Calmar ratio for VDC, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.000.22
Martin ratio
The chart of Martin ratio for VDC, currently valued at 0.58, compared to the broader market0.0020.0040.0060.0080.000.58

PHO vs. VDC - Sharpe Ratio Comparison

The current PHO Sharpe Ratio is 1.48, which is higher than the VDC Sharpe Ratio of 0.27. The chart below compares the 12-month rolling Sharpe Ratio of PHO and VDC.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.48
0.27
PHO
VDC

Dividends

PHO vs. VDC - Dividend Comparison

PHO's dividend yield for the trailing twelve months is around 0.54%, less than VDC's 2.60% yield.


TTM20232022202120202019201820172016201520142013
PHO
Invesco Water Resources ETF
0.54%0.59%0.49%0.20%0.39%0.43%0.46%0.34%0.47%0.75%0.59%0.49%
VDC
Vanguard Consumer Staples ETF
2.60%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%

Drawdowns

PHO vs. VDC - Drawdown Comparison

The maximum PHO drawdown since its inception was -55.62%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for PHO and VDC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.64%
-4.50%
PHO
VDC

Volatility

PHO vs. VDC - Volatility Comparison

Invesco Water Resources ETF (PHO) has a higher volatility of 3.98% compared to Vanguard Consumer Staples ETF (VDC) at 2.80%. This indicates that PHO's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
3.98%
2.80%
PHO
VDC