PLDR vs. VCLN

Last updated Jun 4, 2026

PLDR (Putnam Sustainable Leaders ETF) and VCLN (Virtus Duff & Phelps Clean Energy ETF) are both Sustainable funds. Both are actively managed. Over the past 3 years, PLDR returned 18.32%/yr vs 20.62%/yr for VCLN. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.59% expense ratio.

Performance

PLDR vs. VCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Leaders ETF (PLDR) and Virtus Duff & Phelps Clean Energy ETF (VCLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PLDR achieves a 4.85% return, which is significantly lower than VCLN's 39.16% return.

PLDR

• 1D: -0.20%
• 1M: 4.50%
• YTD: 4.85%
• 6M: 4.09%
• 1Y: 20.39%
• 3Y*: 18.32%
• 5Y*: 9.82%
• 10Y*: —

VCLN

• 1D: -1.16%
• 1M: 11.34%
• YTD: 39.16%
• 6M: 37.23%
• 1Y: 95.86%
• 3Y*: 20.62%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLDR vs. VCLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PLDR Putnam Sustainable Leaders ETF	4.85%	12.03%	23.47%	27.47%	-22.52%	4.47%
VCLN Virtus Duff & Phelps Clean Energy ETF	39.16%	55.75%	-6.69%	-17.54%	-7.87%	-5.00%

Correlation

The correlation between PLDR and VCLN is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Aug 5, 2021	0.56

The correlation between PLDR and VCLN shifts across timeframes, from 0.43 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

PLDR vs. VCLN - Sectors Allocation Comparison

Sectors	PLDR	VCLN
Technology	24.1%	22.4%
Communication Services	12.0%	-
Consumer Cyclical	8.8%	-
Industrials	8.3%	36.7%
Financial Services	6.9%	-
Consumer Defensive	5.2%	-
Healthcare	4.9%	-
Utilities	2.9%	39.8%
Energy	2.8%	1.1%
Basic Materials	2.4%	-
Real Estate	0.9%	-

Return for Risk

PLDR vs. VCLN — Risk / Return Rank

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

PLDR

PLDR Risk / Return Rank: 43
PLDR Sharpe Ratio Rank: 48
PLDR Sortino Ratio Rank: 47
PLDR Omega Ratio Rank: 47
PLDR Calmar Ratio Rank: 33
PLDR Martin Ratio Rank: 38

VCLN

VCLN Risk / Return Rank: 90
VCLN Sharpe Ratio Rank: 92
VCLN Sortino Ratio Rank: 88
VCLN Omega Ratio Rank: 83
VCLN Calmar Ratio Rank: 95
VCLN Martin Ratio Rank: 95

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.

PLDR vs. VCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders ETF (PLDR) and Virtus Duff & Phelps Clean Energy ETF (VCLN). 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.

	PLDR	VCLN	Difference
Sharpe ratio: Return per unit of total volatility	1.66	3.30	-1.64
Sortino ratio: Return per unit of downside risk	2.33	4.05	-1.72
Omega ratio: Gain probability vs. loss probability	1.30	1.51	-0.21
Calmar ratio: Return relative to maximum drawdown	1.60	7.66	-6.06
Martin ratio: Return relative to average drawdown	6.04	29.03	-22.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PLDR vs. VCLN - Sharpe Ratio Comparison

The current PLDR Sharpe Ratio is 1.66, which is lower than the VCLN Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of PLDR and VCLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PLDR	VCLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	3.30	-1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.30	+0.28

Drawdowns

PLDR vs. VCLN - Drawdown Comparison

The maximum PLDR drawdown since its inception was -29.58%, smaller than the maximum VCLN drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for PLDR and VCLN.

Drawdown Indicators

	PLDR	VCLN	Difference
Max Drawdown Largest peak-to-trough decline	-29.58%	-45.66%	+16.08%
Max Drawdown (1Y) Largest decline over 1 year	-12.81%	-12.58%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-23.00%	-29.25%	+6.25%
Max Drawdown (5Y) Largest decline over 5 years	-29.58%	—	—
Current Drawdown Current decline from peak	-0.20%	-1.16%	+0.96%
Average Drawdown Average peak-to-trough decline	-8.59%	-24.09%	+15.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	3.31%	+0.07%

Volatility

PLDR vs. VCLN - Volatility Comparison

The current volatility for Putnam Sustainable Leaders ETF (PLDR) is 3.19%, while Virtus Duff & Phelps Clean Energy ETF (VCLN) has a volatility of 9.04%. This indicates that PLDR experiences smaller price fluctuations and is considered to be less risky than VCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLDR	VCLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	9.04%	-5.85%
Volatility (6M) Calculated over the trailing 6-month period	9.56%	20.11%	-10.55%
Volatility (1Y) Calculated over the trailing 1-year period	12.38%	29.22%	-16.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	27.43%	-10.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.04%	27.43%	-10.39%

PLDR vs. VCLN - Expense Ratio Comparison

Both PLDR and VCLN have an expense ratio of 0.59%.

Dividends

PLDR vs. VCLN - Dividend Comparison

PLDR's dividend yield for the trailing twelve months is around 0.36%, less than VCLN's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021
PLDR Putnam Sustainable Leaders ETF	0.36%	0.37%	0.38%	0.56%	0.63%	0.39%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.45%	2.01%	1.16%	1.14%	0.65%	0.00%

Frequently Asked Questions

Can I hold both PLDR and VCLN in my portfolio?

PLDR and VCLN have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PLDR or VCLN?

VCLN has higher volatility (9.04%) compared to PLDR (3.19%). In terms of maximum drawdown, PLDR dropped -29.58% vs VCLN's -45.66%.

Which ETF is better, PLDR or VCLN?

On 3-year performance, VCLN leads with 20.62% vs 18.32% for PLDR. Both ETFs have the same 0.59% expense ratio. On volatility, PLDR has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLDR or VCLN?

Over the 3-year period, VCLN has performed better with a 20.62% return vs 18.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLDR or VCLN?

PLDR and VCLN have the same expense ratio: 0.59% per year.

Which ETF pays a higher dividend yield, PLDR or VCLN?

VCLN has the higher dividend yield at 1.45%, compared with 0.36% for PLDR.

What is the main difference between PLDR and VCLN?

They also come from different issuers: Power Corporation of Canada and Virtus Investment Partners.

Which has better risk-adjusted returns?

VCLN currently has the higher Sharpe Ratio (3.30 vs 1.66), 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.