UTES vs. PUI

In the year-to-date period, UTES achieves a 8.11% return, which is significantly higher than PUI's 7.11% return.

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UTES has a 0.49% expense ratio, which is lower than PUI's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Virtus Reaves Utilities ETF (UTES) and Invesco DWA Utilities Momentum ETF (PUI). 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 current UTES Sharpe Ratio is 1.17, which is comparable to the PUI Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of UTES and PUI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UTES's dividend yield for the trailing twelve months is around 1.40%, less than PUI's 2.20% yield.

The maximum UTES drawdown since its inception was -35.39%, smaller than the maximum PUI drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for UTES and PUI. For additional features, visit the drawdowns tool.

Virtus Reaves Utilities ETF (UTES) has a higher volatility of 6.67% compared to Invesco DWA Utilities Momentum ETF (PUI) at 4.75%. This indicates that UTES's price experiences larger fluctuations and is considered to be riskier than PUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.