VFMV vs. UTIL.L
Compare and contrast key facts about Vanguard U.S. Minimum Volatility ETF (VFMV) and SPDR MSCI Europe Utilities UCITS ETF (UTIL.L).
VFMV and UTIL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFMV is an actively managed fund by Vanguard. It was launched on Feb 13, 2018. 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.
Performance
VFMV vs. UTIL.L - Performance Comparison
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VFMV vs. UTIL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMV Vanguard U.S. Minimum Volatility ETF | 2.55% | 10.52% | 16.91% | 8.86% | -5.73% | 20.75% | -0.19% | 27.26% | -1.10% |
UTIL.L SPDR MSCI Europe Utilities UCITS ETF | 12.11% | 51.98% | -4.93% | 16.67% | -12.37% | 0.89% | 21.72% | 26.81% | 3.59% |
Different Trading Currencies
VFMV is traded in USD, while UTIL.L is traded in EUR. To make them comparable, the UTIL.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VFMV achieves a 2.55% return, which is significantly lower than UTIL.L's 12.11% return.
VFMV
- 1D
- 1.45%
- 1M
- -4.47%
- YTD
- 2.55%
- 6M
- 2.66%
- 1Y
- 7.33%
- 3Y*
- 12.70%
- 5Y*
- 9.24%
- 10Y*
- —
UTIL.L
- 1D
- 1.29%
- 1M
- -5.47%
- YTD
- 12.11%
- 6M
- 23.95%
- 1Y
- 47.44%
- 3Y*
- 20.09%
- 5Y*
- 11.49%
- 10Y*
- 11.41%
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VFMV vs. UTIL.L - Expense Ratio Comparison
VFMV has a 0.13% expense ratio, which is lower than UTIL.L's 0.18% expense ratio. Despite the difference, 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
VFMV vs. UTIL.L — Risk / Return Rank
VFMV
UTIL.L
VFMV vs. UTIL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Minimum Volatility ETF (VFMV) and SPDR MSCI Europe Utilities UCITS ETF (UTIL.L). 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.
| VFMV | UTIL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 2.37 | -1.77 |
Sortino ratioReturn per unit of downside risk | 0.90 | 2.92 | -2.02 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.44 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 4.17 | -3.31 |
Martin ratioReturn relative to average drawdown | 4.02 | 15.14 | -11.12 |
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
| VFMV | UTIL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 2.37 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.61 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.44 | +0.21 |
Correlation
The correlation between VFMV and UTIL.L is 0.34, 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
VFMV vs. UTIL.L - Dividend Comparison
VFMV's dividend yield for the trailing twelve months is around 2.04%, while UTIL.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
VFMV vs. UTIL.L - Drawdown Comparison
The maximum VFMV drawdown since its inception was -33.64%, smaller than the maximum UTIL.L drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for VFMV and UTIL.L.
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Drawdown Indicators
| VFMV | UTIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.64% | -34.59% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -10.41% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -15.41% | -22.12% | +6.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -4.59% | -3.48% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -6.03% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.60% | -0.53% |
Volatility
VFMV vs. UTIL.L - Volatility Comparison
The current volatility for Vanguard U.S. Minimum Volatility ETF (VFMV) is 3.44%, while SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) has a volatility of 8.34%. This indicates that VFMV experiences smaller price fluctuations and is considered to be less risky than UTIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFMV | UTIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 8.34% | -4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.62% | 11.87% | -5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 19.95% | -7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.77% | 18.93% | -7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.35% | 19.53% | -5.18% |