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RYU vs. VPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYU and VPU is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

RYU vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Utilities ETF (RYU) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
66.00%
327.27%
RYU
VPU

Key characteristics

Returns By Period


RYU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VPU

YTD

4.38%

1M

0.94%

6M

-0.61%

1Y

20.30%

5Y*

9.24%

10Y*

9.08%

*Annualized

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RYU vs. VPU - Expense Ratio Comparison

RYU has a 0.40% expense ratio, which is higher than VPU's 0.10% expense ratio.


Expense ratio chart for RYU: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYU: 0.40%
Expense ratio chart for VPU: 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%
VPU: 0.10%

Risk-Adjusted Performance

RYU vs. VPU — Risk-Adjusted Performance Rank

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

RYU
The Risk-Adjusted Performance Rank of RYU is 66
Overall Rank
The Sharpe Ratio Rank of RYU is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of RYU is 66
Sortino Ratio Rank
The Omega Ratio Rank of RYU is 55
Omega Ratio Rank
The Calmar Ratio Rank of RYU is 1111
Calmar Ratio Rank
The Martin Ratio Rank of RYU is 00
Martin Ratio Rank

VPU
The Risk-Adjusted Performance Rank of VPU is 8787
Overall Rank
The Sharpe Ratio Rank of VPU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VPU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VPU is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VPU is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VPU is 8585
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.

RYU vs. VPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Utilities ETF (RYU) 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.


The chart of Calmar ratio for RYU, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
RYU: 0.00
VPU: 2.10


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.00
1.28
RYU
VPU

Dividends

RYU vs. VPU - Dividend Comparison

RYU has not paid dividends to shareholders, while VPU's dividend yield for the trailing twelve months is around 2.99%.


TTM20242023202220212020201920182017201620152014
RYU
Invesco S&P 500® Equal Weight Utilities ETF
0.00%1.32%2.92%2.35%2.41%2.94%2.54%0.74%3.08%2.98%4.14%2.91%
VPU
Vanguard Utilities ETF
2.99%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%

Drawdowns

RYU vs. VPU - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-57.74%
-4.03%
RYU
VPU

Volatility

RYU vs. VPU - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Utilities ETF (RYU) is 0.00%, while Vanguard Utilities ETF (VPU) has a volatility of 8.61%. This indicates that RYU experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril0
8.61%
RYU
VPU