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UTES vs. SEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTES vs. SEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Reaves Utilities ETF (UTES) and Virtus Seix Senior Loan ETF (SEIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTES achieves a 0.36% return, which is significantly lower than SEIX's 3.10% return.


UTES

1D
1.44%
1M
-2.90%
6M
3.82%
YTD
0.36%
1Y
-2.59%
3Y*
22.82%
5Y*
14.89%
10Y*
12.14%
ALL TIME*
13.64%

SEIX

1D
0.15%
1M
0.83%
6M
3.15%
YTD
3.10%
1Y
5.59%
3Y*
7.18%
5Y*
5.79%
10Y*
ALL TIME*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.85M$1.52M$1.74M
$11.31M$10.12M$13.80M

UTES vs. SEIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UTES
Virtus Reaves Utilities ETF
0.36%25.71%45.35%-2.46%0.80%20.74%-0.30%13.15%
SEIX
Virtus Seix Senior Loan ETF
3.10%5.10%8.42%12.51%-1.77%5.49%3.17%3.44%

Correlation

The correlation between UTES and SEIX is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2019

0.10

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Return for Risk

UTES vs. SEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UTES
UTES Risk / Return Rank: 99
Overall Rank
UTES Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 99
Sortino Ratio Rank
UTES Omega Ratio Rank: 99
Omega Ratio Rank
UTES Calmar Ratio Rank: 99
Calmar Ratio Rank
UTES Martin Ratio Rank: 88
Martin Ratio Rank

SEIX
SEIX Risk / Return Rank: 9696
Overall Rank
SEIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SEIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEIX Omega Ratio Rank: 9797
Omega Ratio Rank
SEIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SEIX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UTES vs. SEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Reaves Utilities ETF (UTES) and Virtus Seix Senior Loan ETF (SEIX). 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.


UTESSEIXDifference
Sharpe ratioReturn per unit of total volatility

-3.57

Sortino ratioReturn per unit of downside risk

-5.53

Omega ratioGain probability vs. loss probability

1.00

1.76

-0.76

Calmar ratioReturn relative to maximum drawdown

-0.19

4.97

-5.16

Martin ratioReturn relative to average drawdown

-0.39

19.73

-20.11

UTES vs. SEIX - Sharpe Ratio Comparison

The current UTES Sharpe Ratio is -0.12, which is lower than the SEIX Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of UTES and SEIX, 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

UTES vs. SEIX - Drawdown Comparison

The maximum UTES drawdown since its inception was -35.39%, which is greater than SEIX's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for UTES and SEIX.


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Drawdown Indicators


UTESSEIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-17.51%

-17.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-1.13%

-12.75%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-3.01%

-14.61%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-6.69%

-13.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

Current Drawdown

Current decline from peak

-9.00%

-0.04%

-8.96%

Average Drawdown

Average peak-to-trough decline

-5.54%

-0.85%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.74%

0.28%

+6.46%

Volatility

UTES vs. SEIX - Volatility Comparison

Virtus Reaves Utilities ETF (UTES) has a higher volatility of 5.50% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.44%. This indicates that UTES's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTESSEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

0.44%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.23%

1.32%

+14.91%

Volatility (1Y)

Calculated over the trailing 1-year period

21.46%

1.63%

+19.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

2.92%

+17.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.27%

4.29%

+15.98%

UTES vs. SEIX - Expense Ratio Comparison

UTES has a 0.49% expense ratio, which is lower than SEIX's 0.57% expense ratio.


Dividends

UTES vs. SEIX - Dividend Comparison

UTES's dividend yield for the trailing twelve months is around 1.51%, less than SEIX's 7.15% yield.


PositionTTM20252024202320222021202020192018201720162015
SEIX
Virtus Seix Senior Loan ETF
7.15%7.52%8.09%8.74%5.76%4.16%3.75%3.82%0.00%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF
1.51%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Frequently Asked Questions


UTES and SEIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTES has higher volatility (5.50%) compared to SEIX (0.44%). In terms of maximum drawdown, UTES dropped -35.39% vs SEIX's -17.51%.

On 5-year performance, UTES leads with 14.89% vs 5.79% for SEIX. On fees, UTES is cheaper at 0.49% per year. On volatility, SEIX has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UTES has performed better with a 14.89% return vs 5.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTES is cheaper with a 0.49% expense ratio, compared with 0.57% for SEIX.

SEIX has the higher dividend yield at 7.15%, compared with 1.51% for UTES.

UTES is categorized as Utilities Equities, while SEIX is Bank Loan. Their fees differ too: 0.49% for UTES and 0.57% for SEIX.

SEIX currently has the higher Sharpe Ratio (3.45 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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