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UMAX.TO vs. UTES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMAX.TO vs. UTES - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.TO) and Virtus Reaves Utilities ETF (UTES). The values are adjusted to include any dividend payments, if applicable.

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UMAX.TO vs. UTES - Yearly Performance Comparison


2026 (YTD)202520242023
UMAX.TO
Hamilton Utilities YIELD MAXIMIZER ETF
4.87%9.95%5.97%0.81%
UTES
Virtus Reaves Utilities ETF
2.97%19.95%57.84%-1.76%
Different Trading Currencies

UMAX.TO is traded in CAD, while UTES is traded in USD. To make them comparable, the UTES values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UMAX.TO achieves a 4.87% return, which is significantly higher than UTES's 2.97% return.


UMAX.TO

1D
-0.84%
1M
-2.21%
YTD
4.87%
6M
5.47%
1Y
11.19%
3Y*
5Y*
10Y*

UTES

1D
0.00%
1M
-4.42%
YTD
2.97%
6M
-3.47%
1Y
21.36%
3Y*
23.91%
5Y*
18.81%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMAX.TO vs. UTES - Expense Ratio Comparison

UMAX.TO has a 0.65% expense ratio, which is higher than UTES's 0.49% expense ratio.


Return for Risk

UMAX.TO vs. UTES — Risk / Return Rank

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

UMAX.TO
UMAX.TO Risk / Return Rank: 7878
Overall Rank
UMAX.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UMAX.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
UMAX.TO Omega Ratio Rank: 7676
Omega Ratio Rank
UMAX.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
UMAX.TO Martin Ratio Rank: 8181
Martin Ratio Rank

UTES
UTES Risk / Return Rank: 6464
Overall Rank
UTES Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 6565
Sortino Ratio Rank
UTES Omega Ratio Rank: 6161
Omega Ratio Rank
UTES Calmar Ratio Rank: 7676
Calmar Ratio Rank
UTES Martin Ratio Rank: 5252
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.

UMAX.TO vs. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.TO) and Virtus Reaves Utilities ETF (UTES). 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.


UMAX.TOUTESDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.94

+0.50

Sortino ratio

Return per unit of downside risk

2.00

1.33

+0.67

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

1.85

1.39

+0.46

Martin ratio

Return relative to average drawdown

8.59

3.41

+5.19

UMAX.TO vs. UTES - Sharpe Ratio Comparison

The current UMAX.TO Sharpe Ratio is 1.44, which is higher than the UTES Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of UMAX.TO and UTES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UMAX.TOUTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.94

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.77

+0.13

Correlation

The correlation between UMAX.TO and UTES is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UMAX.TO vs. UTES - Dividend Comparison

UMAX.TO's dividend yield for the trailing twelve months is around 13.09%, more than UTES's 1.47% yield.


TTM20252024202320222021202020192018201720162015
UMAX.TO
Hamilton Utilities YIELD MAXIMIZER ETF
13.09%14.86%14.81%6.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF
1.47%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Drawdowns

UMAX.TO vs. UTES - Drawdown Comparison

The maximum UMAX.TO drawdown since its inception was -10.09%, smaller than the maximum UTES drawdown of -29.38%. Use the drawdown chart below to compare losses from any high point for UMAX.TO and UTES.


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Drawdown Indicators


UMAX.TOUTESDifference

Max Drawdown

Largest peak-to-trough decline

-10.09%

-35.39%

+25.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-13.88%

+7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

Current Drawdown

Current decline from peak

-2.84%

-7.89%

+5.05%

Average Drawdown

Average peak-to-trough decline

-2.05%

-5.51%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

5.59%

-4.20%

Volatility

UMAX.TO vs. UTES - Volatility Comparison

The current volatility for Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.TO) is 2.22%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 8.67%. This indicates that UMAX.TO experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMAX.TOUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

8.67%

-6.45%

Volatility (6M)

Calculated over the trailing 6-month period

4.78%

16.43%

-11.65%

Volatility (1Y)

Calculated over the trailing 1-year period

7.81%

22.78%

-14.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.68%

19.25%

-10.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

19.38%

-10.70%