UTES vs. VOO
Compare and contrast key facts about Virtus Reaves Utilities ETF (UTES) and Vanguard S&P 500 ETF (VOO).
UTES and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UTES is an actively managed fund by Virtus Investment Partners. It was launched on Sep 23, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTES or VOO.
Performance
UTES vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, UTES achieves a 58.21% return, which is significantly higher than VOO's 26.16% return.
UTES
58.21%
7.45%
30.26%
61.35%
14.20%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| UTES | VOO | |
|---|---|---|
| Sharpe Ratio | 3.34 | 2.70 |
| Sortino Ratio | 4.40 | 3.60 |
| Omega Ratio | 1.56 | 1.50 |
| Calmar Ratio | 4.29 | 3.90 |
| Martin Ratio | 20.57 | 17.65 |
| Ulcer Index | 3.04% | 1.86% |
| Daily Std Dev | 18.71% | 12.19% |
| Max Drawdown | -35.39% | -33.99% |
| Current Drawdown | 0.00% | -0.86% |
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UTES vs. VOO - Expense Ratio Comparison
UTES has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between UTES and VOO is 0.36, 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.
Risk-Adjusted Performance
UTES vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Reaves Utilities ETF (UTES) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
UTES vs. VOO - Dividend Comparison
UTES's dividend yield for the trailing twelve months is around 1.46%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTES Virtus Reaves Utilities ETF | 1.46% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.16% | 2.81% | 3.28% | 0.61% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
UTES vs. VOO - Drawdown Comparison
The maximum UTES drawdown since its inception was -35.39%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UTES and VOO. For additional features, visit the drawdowns tool.
Volatility
UTES vs. VOO - Volatility Comparison
Virtus Reaves Utilities ETF (UTES) has a higher volatility of 7.65% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that UTES's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.