PortfoliosLab logoPortfoliosLab logo
SPICHA.SW vs. VPU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPICHA.SW vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SPICHA.SW is traded in CHF, while VPU is traded in USD. To make them comparable, the VPU values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPICHA.SW achieves a 2.38% return, which is significantly lower than VPU's 2.89% return. Over the past 10 years, SPICHA.SW has outperformed VPU with an annualized return of 7.65%, while VPU has yielded a comparatively lower 6.76% annualized return.


SPICHA.SW

1D
-0.57%
1M
2.01%
YTD
2.38%
6M
5.46%
1Y
10.61%
3Y*
7.26%
5Y*
4.49%
10Y*
7.65%

VPU

1D
0.03%
1M
-4.55%
YTD
2.89%
6M
0.22%
1Y
5.22%
3Y*
8.47%
5Y*
6.35%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPICHA.SW vs. VPU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.38%17.65%6.05%5.82%-16.70%23.29%3.83%29.94%-8.35%19.42%
VPU
Vanguard Utilities ETF
2.89%1.76%32.74%-15.73%2.45%20.86%-9.11%22.77%5.39%7.67%

Correlation

The correlation between SPICHA.SW and VPU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2011

0.19

Compare stocks, funds, or ETFs

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


Return for Risk

SPICHA.SW vs. VPU — Risk / Return Rank

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

SPICHA.SW
SPICHA.SW Risk / Return Rank: 2525
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2626
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
Martin Ratio Rank

VPU
VPU Risk / Return Rank: 2020
Overall Rank
VPU Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 1818
Sortino Ratio Rank
VPU Omega Ratio Rank: 1919
Omega Ratio Rank
VPU Calmar Ratio Rank: 2323
Calmar Ratio Rank
VPU Martin Ratio Rank: 2020
Martin Ratio Rank
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.

SPICHA.SW vs. VPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) 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.


SPICHA.SWVPUDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.18

1.07

+0.11

Calmar ratioReturn relative to maximum drawdown

0.99

0.53

+0.46

Martin ratioReturn relative to average drawdown

3.47

1.21

+2.26

SPICHA.SW vs. VPU - Sharpe Ratio Comparison

The current SPICHA.SW Sharpe Ratio is 0.95, which is higher than the VPU Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SPICHA.SW and VPU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SPICHA.SWVPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.34

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.36

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.34

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.28

+0.28

Drawdowns

SPICHA.SW vs. VPU - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum VPU drawdown of -47.22%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and VPU.


Loading charts...

Drawdown Indicators


SPICHA.SWVPUDifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-47.22%

+20.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-9.92%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

-14.67%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-29.30%

+7.82%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-36.34%

+9.42%

Current Drawdown

Current decline from peak

-3.00%

-6.73%

+3.73%

Average Drawdown

Average peak-to-trough decline

-5.21%

-12.93%

+7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

4.41%

-1.32%

Volatility

SPICHA.SW vs. VPU - Volatility Comparison

The current volatility for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) is 3.25%, while Vanguard Utilities ETF (VPU) has a volatility of 5.98%. This indicates that SPICHA.SW 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.


Loading charts...

Volatility by Period


SPICHA.SWVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

5.98%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

12.23%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

15.68%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

17.77%

-4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

19.97%

-6.05%

SPICHA.SW vs. VPU - Expense Ratio Comparison

SPICHA.SW has a 0.10% expense ratio, which is higher than VPU's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPICHA.SW vs. VPU - Dividend Comparison

SPICHA.SW's dividend yield for the trailing twelve months is around 2.22%, less than VPU's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.22%2.64%2.96%2.94%2.83%2.26%2.55%2.60%3.21%2.62%3.04%2.87%
VPU
Vanguard Utilities ETF
2.69%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Frequently Asked Questions


SPICHA.SW and VPU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VPU is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VPU is cheaper with a 0.09% expense ratio, compared with 0.10% for SPICHA.SW.

SPICHA.SW is categorized as Europe Equities, while VPU is Utilities Equities. SPICHA.SW tracks SPI® Index, while VPU tracks MSCI US Investable Market Utilities 25/50 Index. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.10% for SPICHA.SW and 0.09% for VPU.

Portfolio Optimizer

Find the right allocation for SPICHA.SW and VPU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer