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VIS vs. PWI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIS vs. PWI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and Sustainable Power & Infrastructure Split Corp. (PWI.TO). The values are adjusted to include any dividend payments, if applicable.

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VIS vs. PWI.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VIS
Vanguard Industrials ETF
6.64%18.57%16.85%22.50%-8.57%3.95%
PWI.TO
Sustainable Power & Infrastructure Split Corp.
14.86%35.56%46.36%-6.23%-21.42%2.89%
Different Trading Currencies

VIS is traded in USD, while PWI.TO is traded in CAD. To make them comparable, the PWI.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VIS achieves a 6.64% return, which is significantly lower than PWI.TO's 14.86% return.


VIS

1D
1.66%
1M
-7.79%
YTD
6.64%
6M
7.84%
1Y
28.69%
3Y*
20.03%
5Y*
12.21%
10Y*
13.35%

PWI.TO

1D
0.00%
1M
-11.25%
YTD
14.86%
6M
18.12%
1Y
61.82%
3Y*
29.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VIS vs. PWI.TO — Risk / Return Rank

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

VIS
VIS Risk / Return Rank: 7777
Overall Rank
VIS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VIS Sortino Ratio Rank: 7777
Sortino Ratio Rank
VIS Omega Ratio Rank: 7272
Omega Ratio Rank
VIS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VIS Martin Ratio Rank: 8080
Martin Ratio Rank

PWI.TO
PWI.TO Risk / Return Rank: 9292
Overall Rank
PWI.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PWI.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
PWI.TO Omega Ratio Rank: 9595
Omega Ratio Rank
PWI.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
PWI.TO Martin Ratio Rank: 9494
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.

VIS vs. PWI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and Sustainable Power & Infrastructure Split Corp. (PWI.TO). 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.


VISPWI.TODifference

Sharpe ratio

Return per unit of total volatility

1.40

2.49

-1.09

Sortino ratio

Return per unit of downside risk

2.03

3.15

-1.12

Omega ratio

Gain probability vs. loss probability

1.28

1.52

-0.24

Calmar ratio

Return relative to maximum drawdown

2.34

3.65

-1.31

Martin ratio

Return relative to average drawdown

9.13

17.07

-7.93

VIS vs. PWI.TO - Sharpe Ratio Comparison

The current VIS Sharpe Ratio is 1.40, which is lower than the PWI.TO Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of VIS and PWI.TO, 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


VISPWI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.49

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.44

+0.07

Correlation

The correlation between VIS and PWI.TO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VIS vs. PWI.TO - Dividend Comparison

VIS's dividend yield for the trailing twelve months is around 0.96%, less than PWI.TO's 9.14% yield.


TTM20252024202320222021202020192018201720162015
VIS
Vanguard Industrials ETF
0.96%1.01%1.23%1.36%1.52%1.11%1.38%1.68%1.90%1.60%1.81%1.94%
PWI.TO
Sustainable Power & Infrastructure Split Corp.
9.14%9.92%9.69%11.91%10.65%4.75%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VIS vs. PWI.TO - Drawdown Comparison

The maximum VIS drawdown since its inception was -63.51%, which is greater than PWI.TO's maximum drawdown of -51.71%. Use the drawdown chart below to compare losses from any high point for VIS and PWI.TO.


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Drawdown Indicators


VISPWI.TODifference

Max Drawdown

Largest peak-to-trough decline

-63.51%

-46.67%

-16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-17.27%

+4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.96%

Max Drawdown (10Y)

Largest decline over 10 years

-42.42%

Current Drawdown

Current decline from peak

-7.79%

-10.57%

+2.78%

Average Drawdown

Average peak-to-trough decline

-8.42%

-10.57%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.76%

-0.52%

Volatility

VIS vs. PWI.TO - Volatility Comparison

Vanguard Industrials ETF (VIS) has a higher volatility of 7.14% compared to Sustainable Power & Infrastructure Split Corp. (PWI.TO) at 3.63%. This indicates that VIS's price experiences larger fluctuations and is considered to be riskier than PWI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VISPWI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

3.63%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

14.01%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.53%

24.94%

-4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

27.23%

-9.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

27.23%

-6.90%