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VIS vs. VPU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIS vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

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VIS vs. VPU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIS
Vanguard Industrials ETF
4.90%18.57%16.85%22.50%-8.57%20.80%12.34%30.09%-14.01%21.47%
VPU
Vanguard Utilities ETF
7.79%16.46%23.04%-7.45%1.06%17.40%-0.74%24.89%4.38%12.44%

Returns By Period

In the year-to-date period, VIS achieves a 4.90% return, which is significantly lower than VPU's 7.79% return. Over the past 10 years, VIS has outperformed VPU with an annualized return of 13.16%, while VPU has yielded a comparatively lower 9.62% annualized return.


VIS

1D
3.42%
1M
-8.44%
YTD
4.90%
6M
5.93%
1Y
27.43%
3Y*
19.38%
5Y*
11.84%
10Y*
13.16%

VPU

1D
0.02%
1M
-3.12%
YTD
7.79%
6M
6.07%
1Y
19.23%
3Y*
13.81%
5Y*
10.49%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIS vs. VPU - Expense Ratio Comparison

Both VIS and VPU have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VIS vs. VPU — Risk / Return Rank

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

VIS
VIS Risk / Return Rank: 7979
Overall Rank
VIS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VIS Sortino Ratio Rank: 7979
Sortino Ratio Rank
VIS Omega Ratio Rank: 7575
Omega Ratio Rank
VIS Calmar Ratio Rank: 8383
Calmar Ratio Rank
VIS Martin Ratio Rank: 8282
Martin Ratio Rank

VPU
VPU Risk / Return Rank: 7171
Overall Rank
VPU Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 7171
Sortino Ratio Rank
VPU Omega Ratio Rank: 6666
Omega Ratio Rank
VPU Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPU Martin Ratio Rank: 6161
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. VPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and Vanguard Utilities ETF (VPU). 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.


VISVPUDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.25

+0.10

Sortino ratio

Return per unit of downside risk

1.95

1.70

+0.26

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

2.23

2.30

-0.07

Martin ratio

Return relative to average drawdown

8.80

5.48

+3.32

VIS vs. VPU - Sharpe Ratio Comparison

The current VIS Sharpe Ratio is 1.35, which is comparable to the VPU Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VIS and VPU, 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


VISVPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.25

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.62

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.51

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.55

-0.05

Correlation

The correlation between VIS and VPU is 0.49, 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. VPU - Dividend Comparison

VIS's dividend yield for the trailing twelve months is around 0.97%, less than VPU's 2.57% yield.


TTM20252024202320222021202020192018201720162015
VIS
Vanguard Industrials ETF
0.97%1.01%1.23%1.36%1.52%1.11%1.38%1.68%1.90%1.60%1.81%1.94%
VPU
Vanguard Utilities ETF
2.57%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Drawdowns

VIS vs. VPU - Drawdown Comparison

The maximum VIS drawdown since its inception was -63.51%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for VIS and VPU.


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Drawdown Indicators


VISVPUDifference

Max Drawdown

Largest peak-to-trough decline

-63.51%

-46.31%

-17.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-8.90%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.96%

-25.15%

+2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.42%

-36.42%

-6.00%

Current Drawdown

Current decline from peak

-9.29%

-3.12%

-6.17%

Average Drawdown

Average peak-to-trough decline

-8.42%

-7.82%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.74%

-0.54%

Volatility

VIS vs. VPU - Volatility Comparison

Vanguard Industrials ETF (VIS) has a higher volatility of 7.06% compared to Vanguard Utilities ETF (VPU) at 4.99%. This indicates that VIS's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VISVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

4.99%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

10.18%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.47%

15.54%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

16.91%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

19.07%

+1.26%