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

Correlation

The correlation between PHO and VDC is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PHO vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Water Resources ETF (PHO) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
364.07%
513.69%
PHO
VDC

Key characteristics

Sharpe Ratio

PHO:

0.09

VDC:

0.91

Sortino Ratio

PHO:

0.27

VDC:

1.38

Omega Ratio

PHO:

1.03

VDC:

1.17

Calmar Ratio

PHO:

0.09

VDC:

1.33

Martin Ratio

PHO:

0.30

VDC:

4.34

Ulcer Index

PHO:

5.99%

VDC:

2.73%

Daily Std Dev

PHO:

18.59%

VDC:

13.06%

Max Drawdown

PHO:

-55.63%

VDC:

-34.24%

Current Drawdown

PHO:

-10.33%

VDC:

-2.86%

Returns By Period

In the year-to-date period, PHO achieves a -1.81% return, which is significantly lower than VDC's 3.93% return. Over the past 10 years, PHO has outperformed VDC with an annualized return of 10.35%, while VDC has yielded a comparatively lower 8.35% annualized return.


PHO

YTD

-1.81%

1M

-1.13%

6M

-6.40%

1Y

0.21%

5Y*

14.60%

10Y*

10.35%

VDC

YTD

3.93%

1M

3.26%

6M

2.29%

1Y

10.77%

5Y*

10.83%

10Y*

8.35%

*Annualized

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PHO vs. VDC - Expense Ratio Comparison

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


Expense ratio chart for PHO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PHO: 0.60%
Expense ratio chart for VDC: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDC: 0.10%

Risk-Adjusted Performance

PHO vs. VDC — Risk-Adjusted Performance Rank

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

PHO
The Risk-Adjusted Performance Rank of PHO is 3030
Overall Rank
The Sharpe Ratio Rank of PHO is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of PHO is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PHO is 2929
Omega Ratio Rank
The Calmar Ratio Rank of PHO is 3232
Calmar Ratio Rank
The Martin Ratio Rank of PHO is 3030
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 8181
Overall Rank
The Sharpe Ratio Rank of VDC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PHO, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.00
PHO: 0.09
VDC: 0.91
The chart of Sortino ratio for PHO, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.00
PHO: 0.27
VDC: 1.38
The chart of Omega ratio for PHO, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
PHO: 1.03
VDC: 1.17
The chart of Calmar ratio for PHO, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.00
PHO: 0.09
VDC: 1.33
The chart of Martin ratio for PHO, currently valued at 0.29, compared to the broader market0.0020.0040.0060.00
PHO: 0.30
VDC: 4.34

The current PHO Sharpe Ratio is 0.09, which is lower than the VDC Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PHO and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.09
0.91
PHO
VDC

Dividends

PHO vs. VDC - Dividend Comparison

PHO's dividend yield for the trailing twelve months is around 0.52%, less than VDC's 2.40% yield.


TTM20242023202220212020201920182017201620152014
PHO
Invesco Water Resources ETF
0.52%0.45%0.59%0.49%0.20%0.39%0.43%0.46%0.34%0.47%0.75%0.59%
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

Drawdowns

PHO vs. VDC - Drawdown Comparison

The maximum PHO drawdown since its inception was -55.63%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.33%
-2.86%
PHO
VDC

Volatility

PHO vs. VDC - Volatility Comparison

Invesco Water Resources ETF (PHO) has a higher volatility of 11.34% compared to Vanguard Consumer Staples ETF (VDC) at 8.04%. 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.34%
8.04%
PHO
VDC