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UTEN vs. PPL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTEN vs. PPL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 10 Year Note ETF (UTEN) and Pembina Pipeline Corporation (PPL.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, UTEN achieves a -0.49% return, which is significantly lower than PPL.TO's 28.18% return.


UTEN

1D
-0.21%
1M
0.36%
YTD
-0.49%
6M
-0.13%
1Y
3.90%
3Y*
2.29%
5Y*
10Y*

PPL.TO

1D
-0.64%
1M
-1.43%
YTD
28.18%
6M
26.37%
1Y
32.53%
3Y*
22.00%
5Y*
13.84%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTEN vs. PPL.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTEN
US Treasury 10 Year Note ETF
-0.49%7.82%-1.67%3.18%-7.81%
PPL.TO
Pembina Pipeline Corporation
28.18%8.72%13.13%8.13%-3.17%

Correlation

The correlation between UTEN and PPL.TO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.02

The correlation between UTEN and PPL.TO shifts across timeframes, from -0.12 (1 year) to 0.04 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

UTEN vs. PPL.TO — Risk / Return Rank

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

UTEN
UTEN Risk / Return Rank: 2121
Overall Rank
UTEN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 2121
Sortino Ratio Rank
UTEN Omega Ratio Rank: 1919
Omega Ratio Rank
UTEN Calmar Ratio Rank: 2020
Calmar Ratio Rank
UTEN Martin Ratio Rank: 2121
Martin Ratio Rank

PPL.TO
PPL.TO Risk / Return Rank: 8686
Overall Rank
PPL.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PPL.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
PPL.TO Omega Ratio Rank: 8686
Omega Ratio Rank
PPL.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
PPL.TO Martin Ratio Rank: 8383
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.

UTEN vs. PPL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) and Pembina Pipeline Corporation (PPL.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UTENPPL.TODifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.11

1.31

-0.20

Calmar ratioReturn relative to maximum drawdown

0.76

2.80

-2.04

Martin ratioReturn relative to average drawdown

2.16

6.47

-4.31

UTEN vs. PPL.TO - Sharpe Ratio Comparison

The current UTEN Sharpe Ratio is 0.67, which is lower than the PPL.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of UTEN and PPL.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UTEN vs. PPL.TO - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, smaller than the maximum PPL.TO drawdown of -71.00%. Use the drawdown chart below to compare losses from any high point for UTEN and PPL.TO.


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Drawdown Indicators


UTENPPL.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-71.00%

+57.64%

Max Drawdown (1Y)

Largest decline over 1 year

-4.57%

-12.40%

+7.83%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-19.03%

+10.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.90%

Max Drawdown (10Y)

Largest decline over 10 years

-71.00%

Current Drawdown

Current decline from peak

-2.85%

-2.65%

-0.20%

Average Drawdown

Average peak-to-trough decline

-4.81%

-14.11%

+9.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

5.35%

-3.75%

Volatility

UTEN vs. PPL.TO - Volatility Comparison

The current volatility for US Treasury 10 Year Note ETF (UTEN) is 1.79%, while Pembina Pipeline Corporation (PPL.TO) has a volatility of 6.14%. This indicates that UTEN experiences smaller price fluctuations and is considered to be less risky than PPL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTENPPL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

6.14%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

13.80%

-10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.18%

19.58%

-14.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

19.85%

-11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

31.56%

-23.52%

Dividends

UTEN vs. PPL.TO - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.04%, less than PPL.TO's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
PPL.TO
Pembina Pipeline Corporation
4.20%5.39%5.15%5.82%5.55%6.57%8.37%4.90%5.53%4.48%4.52%5.97%
UTEN
US Treasury 10 Year Note ETF
4.04%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTEN and PPL.TO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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