VCLN vs. BBP

Last updated Jul 14, 2026

VCLN (Virtus Duff & Phelps Clean Energy ETF) and BBP (Virtus LifeSci Biotech Products ETF) are both exchange-traded funds - VCLN is a Sustainable fund actively managed by Virtus Investment Partners, while BBP is a Health & Biotech Equities fund tracking the LifeSci Biotechnology Products Index. VCLN is actively managed, while BBP is passively managed. Over the past 3 years, VCLN returned 12.22%/yr vs 22.72%/yr for BBP. At a 0.45 correlation, their price movements are largely independent. VCLN charges 0.59%/yr vs 0.79%/yr for BBP.

Performance

VCLN vs. BBP - Performance Comparison

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

Returns By Period

In the year-to-date period, VCLN achieves a 13.17% return, which is significantly lower than BBP's 22.76% return.

VCLN

• 1D: -2.57%
• 1M: -10.99%
• 6M: 7.84%
• YTD: 13.17%
• 1Y: 48.20%
• 3Y*: 12.22%
• 5Y*: —
• 10Y*: —

BBP

• 1D: -2.15%
• 1M: 12.55%
• 6M: 21.73%
• YTD: 22.76%
• 1Y: 60.14%
• 3Y*: 22.72%
• 5Y*: 14.11%
• 10Y*: 13.15%

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

VCLN vs. BBP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VCLN Virtus Duff & Phelps Clean Energy ETF	13.17%	55.75%	-6.69%	-17.54%	-7.87%	-5.21%
BBP Virtus LifeSci Biotech Products ETF	22.76%	33.15%	3.32%	17.88%	0.85%	-3.89%

Correlation

The correlation between VCLN and BBP is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021	0.45

Over the past year, the correlation between VCLN and BBP has dropped to 0.24 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

VCLN vs. BBP - Sectors Allocation Comparison

Sectors	VCLN	BBP
Industrials	36.1%	-
Utilities	33.5%	-
Technology	29.6%	-
Energy	0.8%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	100.0%
Real Estate	-	-

Return for Risk

VCLN vs. BBP — Risk / Return Rank

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

VCLN

VCLN Risk / Return Rank: 59
VCLN Sharpe Ratio Rank: 58
VCLN Sortino Ratio Rank: 58
VCLN Omega Ratio Rank: 53
VCLN Calmar Ratio Rank: 62
VCLN Martin Ratio Rank: 64

BBP

BBP Risk / Return Rank: 91
BBP Sharpe Ratio Rank: 91
BBP Sortino Ratio Rank: 90
BBP Omega Ratio Rank: 84
BBP Calmar Ratio Rank: 95
BBP Martin Ratio Rank: 94

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. BBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Clean Energy ETF (VCLN) and Virtus LifeSci Biotech Products ETF (BBP). 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	BBP	Difference
Sharpe ratio: Return per unit of total volatility	1.56	2.50	-0.93
Sortino ratio: Return per unit of downside risk	2.21	3.37	-1.16
Omega ratio: Gain probability vs. loss probability	1.27	1.40	-0.13
Calmar ratio: Return relative to maximum drawdown	2.47	6.51	-4.04
Martin ratio: Return relative to average drawdown	9.06	20.15	-11.08

VCLN vs. BBP - Sharpe Ratio Comparison

The current VCLN Sharpe Ratio is 1.56, which is lower than the BBP Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of VCLN and BBP, 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. BBP - Drawdown Comparison

The maximum VCLN drawdown since its inception was -45.66%, roughly equal to the maximum BBP drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for VCLN and BBP.

Drawdown Indicators

	VCLN	BBP	Difference
Max Drawdown Largest peak-to-trough decline	-45.66%	-44.32%	-1.34%
Max Drawdown (1Y) Largest decline over 1 year	-19.62%	-9.28%	-10.34%
Max Drawdown (3Y) Largest decline over 3 years	-29.25%	-26.09%	-3.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.32%	—
Current Drawdown Current decline from peak	-19.62%	-5.32%	-14.30%
Average Drawdown Average peak-to-trough decline	-23.82%	-11.93%	-11.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.33%	2.99%	+2.34%

Volatility

VCLN vs. BBP - Volatility Comparison

Virtus Duff & Phelps Clean Energy ETF (VCLN) has a higher volatility of 10.18% compared to Virtus LifeSci Biotech Products ETF (BBP) at 7.62%. This indicates that VCLN's price experiences larger fluctuations and is considered to be riskier than BBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VCLN	BBP	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.18%	7.62%	+2.56%
Volatility (6M) Calculated over the trailing 6-month period	22.38%	19.21%	+3.17%
Volatility (1Y) Calculated over the trailing 1-year period	31.05%	24.25%	+6.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.74%	26.45%	+1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.74%	27.37%	+0.37%

VCLN vs. BBP - Expense Ratio Comparison

VCLN has a 0.59% expense ratio, which is lower than BBP's 0.79% expense ratio.

Dividends

VCLN vs. BBP - Dividend Comparison

VCLN's dividend yield for the trailing twelve months is around 1.85%, while BBP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBP Virtus LifeSci Biotech Products ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.18%	0.00%	1.29%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.85%	2.01%	1.16%	1.14%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VCLN and BBP in my portfolio?

VCLN and BBP have a correlation of 0.24, 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 BBP?

VCLN has higher volatility (10.18%) compared to BBP (7.62%). In terms of maximum drawdown, VCLN dropped -45.66% vs BBP's -44.32%.

Which ETF is better, VCLN or BBP?

On 3-year performance, BBP leads with 22.72% vs 12.22% for VCLN. On fees, VCLN is cheaper at 0.59% per year. On volatility, BBP has been the lower-risk option at 7.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VCLN or BBP?

Over the 3-year period, BBP has performed better with a 22.72% return vs 12.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VCLN or BBP?

VCLN is cheaper with a 0.59% expense ratio, compared with 0.79% for BBP.

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

VCLN has the higher dividend yield at 1.85%, compared with 0.00% for BBP.

What is the main difference between VCLN and BBP?

VCLN is categorized as Sustainable, while BBP is Health & Biotech Equities. Their fees differ too: 0.59% for VCLN and 0.79% for BBP.

Which has better risk-adjusted returns?

BBP currently has the higher Sharpe Ratio (2.50 vs 1.56), 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.