VCLN vs. BASV

Last updated Jun 24, 2026

VCLN (Virtus Duff & Phelps Clean Energy ETF) and BASV (Brown Advisory Sustainable Value ETF) are both exchange-traded funds - VCLN is a Sustainable fund actively managed by Virtus Investment Partners, while BASV is a Large Cap Value Equities fund managed by Brown Advisory. Over the past year, VCLN returned 72.58% vs 20.72% for BASV. At a 0.42 correlation, their price movements are largely independent. VCLN charges 0.59%/yr vs 0.71%/yr for BASV.

Performance

VCLN vs. BASV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Clean Energy ETF (VCLN) and Brown Advisory Sustainable Value ETF (BASV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VCLN achieves a 25.35% return, which is significantly higher than BASV's 9.54% return.

VCLN

• 1D: -3.36%
• 1M: -6.42%
• YTD: 25.35%
• 6M: 23.25%
• 1Y: 72.58%
• 3Y*: 17.94%
• 5Y*: —
• 10Y*: —

BASV

• 1D: 0.12%
• 1M: 4.84%
• YTD: 9.54%
• 6M: 8.35%
• 1Y: 20.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VCLN vs. BASV - Yearly Performance Comparison

	2026 (YTD)	2025
VCLN Virtus Duff & Phelps Clean Energy ETF	25.35%	34.25%
BASV Brown Advisory Sustainable Value ETF	9.54%	10.32%

Correlation

The correlation between VCLN and BASV is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jun 16, 2025	0.42

Return for Risk

VCLN vs. BASV — Risk / Return Rank

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

VCLN

VCLN Risk / Return Rank: 81
VCLN Sharpe Ratio Rank: 81
VCLN Sortino Ratio Rank: 75
VCLN Omega Ratio Rank: 70
VCLN Calmar Ratio Rank: 89
VCLN Martin Ratio Rank: 89

BASV

BASV Risk / Return Rank: 48
BASV Sharpe Ratio Rank: 47
BASV Sortino Ratio Rank: 48
BASV Omega Ratio Rank: 46
BASV Calmar Ratio Rank: 49
BASV Martin Ratio Rank: 50

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.

VCLN vs. BASV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Clean Energy ETF (VCLN) and Brown Advisory Sustainable Value ETF (BASV). 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.

	VCLN	BASV	Difference
Sharpe ratio: Return per unit of total volatility	2.41	1.51	+0.90
Sortino ratio: Return per unit of downside risk	3.11	2.18	+0.93
Omega ratio: Gain probability vs. loss probability	1.39	1.27	+0.12
Calmar ratio: Return relative to maximum drawdown	5.05	2.21	+2.84
Martin ratio: Return relative to average drawdown	18.41	7.81	+10.60

VCLN vs. BASV - Sharpe Ratio Comparison

The current VCLN Sharpe Ratio is 2.41, which is higher than the BASV Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VCLN and BASV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VCLN vs. BASV - Drawdown Comparison

The maximum VCLN drawdown since its inception was -45.66%, which is greater than BASV's maximum drawdown of -9.43%. Use the drawdown chart below to compare losses from any high point for VCLN and BASV.

Drawdown Indicators

	VCLN	BASV	Difference
Max Drawdown Largest peak-to-trough decline	-45.66%	-9.43%	-36.23%
Max Drawdown (1Y) Largest decline over 1 year	-14.45%	-9.43%	-5.02%
Max Drawdown (3Y) Largest decline over 3 years	-29.25%	—	—
Current Drawdown Current decline from peak	-10.96%	-0.49%	-10.47%
Average Drawdown Average peak-to-trough decline	-23.91%	-1.66%	-22.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	2.66%	+1.29%

Volatility

VCLN vs. BASV - Volatility Comparison

Virtus Duff & Phelps Clean Energy ETF (VCLN) has a higher volatility of 11.33% compared to Brown Advisory Sustainable Value ETF (BASV) at 4.35%. This indicates that VCLN's price experiences larger fluctuations and is considered to be riskier than BASV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VCLN	BASV	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.33%	4.35%	+6.98%
Volatility (6M) Calculated over the trailing 6-month period	21.41%	11.01%	+10.40%
Volatility (1Y) Calculated over the trailing 1-year period	30.43%	13.83%	+16.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.65%	13.75%	+13.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.65%	13.75%	+13.90%

VCLN vs. BASV - Expense Ratio Comparison

VCLN has a 0.59% expense ratio, which is lower than BASV's 0.71% expense ratio.

Dividends

VCLN vs. BASV - Dividend Comparison

VCLN's dividend yield for the trailing twelve months is around 1.67%, more than BASV's 0.38% yield.

Position	TTM	2025	2024	2023	2022
BASV Brown Advisory Sustainable Value ETF	0.38%	0.41%	0.00%	0.00%	0.00%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.67%	2.01%	1.16%	1.14%	0.65%

Frequently Asked Questions

Can I hold both VCLN and BASV in my portfolio?

VCLN and BASV have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VCLN or BASV?

VCLN has higher volatility (11.33%) compared to BASV (4.35%). In terms of maximum drawdown, VCLN dropped -45.66% vs BASV's -9.43%.

Which ETF is better, VCLN or BASV?

On 1-year performance, VCLN leads with 72.58% vs 20.72% for BASV. On fees, VCLN is cheaper at 0.59% per year. On volatility, BASV has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VCLN or BASV?

Over the 1-year period, VCLN has performed better with a 72.58% return vs 20.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VCLN or BASV?

VCLN is cheaper with a 0.59% expense ratio, compared with 0.71% for BASV.

Which ETF pays a higher dividend yield, VCLN or BASV?

VCLN has the higher dividend yield at 1.67%, compared with 0.38% for BASV.

What is the main difference between VCLN and BASV?

VCLN is categorized as Sustainable, while BASV is Large Cap Value Equities. They also come from different issuers: Virtus Investment Partners and Brown Advisory. Their fees differ too: 0.59% for VCLN and 0.71% for BASV.

Which has better risk-adjusted returns?

VCLN currently has the higher Sharpe Ratio (2.41 vs 1.51), 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.