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UTIL.L vs. VFMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTIL.L vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

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UTIL.L vs. VFMV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

UTIL.L
UTIL.L Risk / Return Rank: 9393
Overall Rank
UTIL.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
UTIL.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
UTIL.L Omega Ratio Rank: 9494
Omega Ratio Rank
UTIL.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
UTIL.L Martin Ratio Rank: 9494
Martin Ratio Rank

VFMV
VFMV Risk / Return Rank: 3737
Overall Rank
VFMV Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VFMV Sortino Ratio Rank: 3333
Sortino Ratio Rank
VFMV Omega Ratio Rank: 3333
Omega Ratio Rank
VFMV Calmar Ratio Rank: 3838
Calmar Ratio Rank
VFMV Martin Ratio Rank: 4545
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.

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.LVFMVDifference

Sharpe ratio

Return per unit of total volatility

2.27

0.03

+2.24

Sortino ratio

Return per unit of downside risk

2.78

0.14

+2.64

Omega ratio

Gain probability vs. loss probability

1.43

1.02

+0.41

Calmar ratio

Return relative to maximum drawdown

3.57

0.13

+3.44

Martin ratio

Return relative to average drawdown

14.30

0.33

+13.97

UTIL.L vs. VFMV - Sharpe Ratio Comparison

The current UTIL.L Sharpe Ratio is 2.27, which is higher than the VFMV Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of UTIL.L and VFMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UTIL.LVFMVDifference

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%.


TTM20252024202320222021202020192018
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.LVFMVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.48%

-4.59%

+1.11%

Average Drawdown

Average peak-to-trough decline

-6.03%

-3.69%

-2.34%

Ulcer Index

Depth 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.LVFMVDifference

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%