UTIL.L vs. VFMV
Compare and contrast key facts about SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) and Vanguard U.S. Minimum Volatility ETF (VFMV).
UTIL.L and VFMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UTIL.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Utilities NR USD. It was launched on Dec 5, 2014. VFMV is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
UTIL.L vs. VFMV - Performance Comparison
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UTIL.L vs. VFMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UTIL.L SPDR MSCI Europe Utilities UCITS ETF | 13.78% | 33.98% | 1.33% | 13.09% | -6.77% | 8.27% | 11.82% | 29.32% | 13.19% |
VFMV Vanguard U.S. Minimum Volatility ETF | 4.17% | -2.59% | 24.63% | 5.60% | 0.12% | 29.78% | -8.42% | 30.13% | 7.90% |
Different Trading Currencies
UTIL.L is traded in EUR, while VFMV is traded in USD. To make them comparable, the VFMV values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UTIL.L achieves a 13.78% return, which is significantly higher than VFMV's 4.17% return.
UTIL.L
- 1D
- 0.31%
- 1M
- -3.48%
- YTD
- 13.78%
- 6M
- 25.67%
- 1Y
- 37.77%
- 3Y*
- 17.50%
- 5Y*
- 11.88%
- 10Y*
- 11.23%
VFMV
- 1D
- 0.56%
- 1M
- -2.32%
- YTD
- 4.17%
- 6M
- 4.17%
- 1Y
- 0.42%
- 3Y*
- 10.31%
- 5Y*
- 9.64%
- 10Y*
- —
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UTIL.L vs. VFMV - Expense Ratio Comparison
UTIL.L has a 0.18% expense ratio, which is higher than VFMV's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
UTIL.L vs. VFMV — Risk / Return Rank
UTIL.L
VFMV
UTIL.L vs. VFMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.
| UTIL.L | VFMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 0.03 | +2.24 |
Sortino ratioReturn per unit of downside risk | 2.78 | 0.14 | +2.64 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.02 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.13 | +3.44 |
Martin ratioReturn relative to average drawdown | 14.30 | 0.33 | +13.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UTIL.L | VFMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 0.03 | +2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.77 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.69 | -0.17 |
Correlation
The correlation between UTIL.L and VFMV is 0.24, 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
UTIL.L vs. VFMV - Dividend Comparison
UTIL.L has not paid dividends to shareholders, while VFMV's dividend yield for the trailing twelve months is around 2.04%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UTIL.L SPDR MSCI Europe Utilities UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.04% | 2.12% | 1.46% | 2.20% | 2.08% | 1.31% | 2.14% | 2.43% | 2.29% |
Drawdowns
UTIL.L vs. VFMV - Drawdown Comparison
The maximum UTIL.L drawdown since its inception was -34.59%, roughly equal to the maximum VFMV drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for UTIL.L and VFMV.
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Drawdown Indicators
| UTIL.L | VFMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -33.64% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -9.63% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -15.41% | -6.71% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -3.48% | -4.59% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -3.69% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.07% | +0.53% |
Volatility
UTIL.L vs. VFMV - Volatility Comparison
SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) has a higher volatility of 8.00% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 2.69%. This indicates that UTIL.L's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UTIL.L | VFMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 2.69% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 7.37% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 14.50% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 12.51% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 15.16% | +2.47% |