TPYP vs. EBLU
Compare and contrast key facts about Tortoise North American Pipeline Fund (TPYP) and Ecofin Global Water ESG Fund (EBLU).
TPYP and EBLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TPYP is a passively managed fund by Tortoise that tracks the performance of the Tortoise North American Pipeline Index. It was launched on Jun 30, 2015. EBLU is a passively managed fund by Tortoise that tracks the performance of the Ecofin Water ESG Index. It was launched on Feb 15, 2017. Both TPYP and EBLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TPYP vs. EBLU - Performance Comparison
Loading graphics...
TPYP vs. EBLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPYP Tortoise North American Pipeline Fund | 20.98% | 7.59% | 37.37% | 10.51% | 16.09% | 34.97% | -20.99% | 23.35% | -11.13% | -1.19% |
EBLU Ecofin Global Water ESG Fund | -0.76% | 11.82% | 8.54% | 20.95% | -25.99% | 28.93% | 15.74% | 38.72% | -12.80% | 20.21% |
Returns By Period
In the year-to-date period, TPYP achieves a 20.98% return, which is significantly higher than EBLU's -0.76% return.
TPYP
- 1D
- -1.05%
- 1M
- 2.89%
- YTD
- 20.98%
- 6M
- 18.25%
- 1Y
- 20.82%
- 3Y*
- 25.55%
- 5Y*
- 21.03%
- 10Y*
- 13.45%
EBLU
- 1D
- 2.16%
- 1M
- -9.97%
- YTD
- -0.76%
- 6M
- -3.03%
- 1Y
- 10.04%
- 3Y*
- 10.62%
- 5Y*
- 5.51%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TPYP vs. EBLU - Expense Ratio Comparison
Both TPYP and EBLU have an expense ratio of 0.40%.
Return for Risk
TPYP vs. EBLU — Risk / Return Rank
TPYP
EBLU
TPYP vs. EBLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tortoise North American Pipeline Fund (TPYP) and Ecofin Global Water ESG Fund (EBLU). 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.
| TPYP | EBLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.59 | +0.67 |
Sortino ratioReturn per unit of downside risk | 1.64 | 0.98 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.12 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.78 | +0.82 |
Martin ratioReturn relative to average drawdown | 5.57 | 2.55 | +3.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TPYP | EBLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.59 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | 0.32 | +0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.52 | -0.08 |
Correlation
The correlation between TPYP and EBLU is 0.44, 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.
Dividends
TPYP vs. EBLU - Dividend Comparison
TPYP's dividend yield for the trailing twelve months is around 3.23%, less than EBLU's 3.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPYP Tortoise North American Pipeline Fund | 3.23% | 3.91% | 3.95% | 4.83% | 4.48% | 4.86% | 6.14% | 4.45% | 4.58% | 3.71% | 3.49% | 2.56% |
EBLU Ecofin Global Water ESG Fund | 3.33% | 3.31% | 1.34% | 1.46% | 1.64% | 1.55% | 1.42% | 1.58% | 1.35% | 1.32% | 0.00% | 0.00% |
Drawdowns
TPYP vs. EBLU - Drawdown Comparison
The maximum TPYP drawdown since its inception was -51.91%, which is greater than EBLU's maximum drawdown of -37.58%. Use the drawdown chart below to compare losses from any high point for TPYP and EBLU.
Loading graphics...
Drawdown Indicators
| TPYP | EBLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.91% | -37.58% | -14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.17% | -13.17% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -17.96% | -35.36% | +17.40% |
Max Drawdown (10Y)Largest decline over 10 years | -51.91% | — | — |
Current DrawdownCurrent decline from peak | -1.65% | -10.54% | +8.89% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -8.13% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 4.03% | -0.26% |
Volatility
TPYP vs. EBLU - Volatility Comparison
The current volatility for Tortoise North American Pipeline Fund (TPYP) is 3.19%, while Ecofin Global Water ESG Fund (EBLU) has a volatility of 5.85%. This indicates that TPYP experiences smaller price fluctuations and is considered to be less risky than EBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TPYP | EBLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 5.85% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 10.58% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 17.16% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 17.21% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 19.00% | +2.96% |