VPU vs. ETH-USD
VPU (Vanguard Utilities ETF) is Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VPU returned 8.85%/yr vs 61.34%/yr for ETH-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
VPU vs. ETH-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VPU achieves a 2.68% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, VPU has underperformed ETH-USD with an annualized return of 8.85%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
VPU
- 1D
- -1.87%
- 1M
- -2.65%
- YTD
- 2.68%
- 6M
- 3.11%
- 1Y
- 10.68%
- 3Y*
- 12.74%
- 5Y*
- 8.91%
- 10Y*
- 8.85%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
VPU vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 2.68% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VPU and ETH-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.07 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VPU vs. ETH-USD — Risk / Return Rank
VPU
ETH-USD
VPU vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and Ethereum (ETH-USD). 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.
| VPU | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.96 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.50 | +1.71 |
| Martin ratioReturn relative to average drawdown | 2.66 | -0.88 | +3.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VPU | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | -0.50 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | -0.12 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.65 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.75 | -0.22 |
Drawdowns
VPU vs. ETH-USD - Drawdown Comparison
The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VPU and ETH-USD.
Loading charts...
Drawdown Indicators
| VPU | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.31% | -94.01% | +47.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -67.53% | +58.63% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -67.53% | +50.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -79.35% | +54.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -94.01% | +57.59% |
Current DrawdownCurrent decline from peak | -7.71% | -65.60% | +57.89% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -50.89% | +43.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 44.58% | -40.56% |
Volatility
VPU vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Utilities ETF (VPU) is 5.56%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that VPU experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VPU | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 16.88% | -11.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 46.80% | -35.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 56.55% | -42.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 59.65% | -42.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 78.04% | -58.90% |
Frequently Asked Questions
VPU and ETH-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to VPU (5.56%). In terms of maximum drawdown, VPU dropped -46.31% vs ETH-USD's -94.01%.
VPU currently has the higher Sharpe Ratio (0.75 vs -0.50), 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.
Find the right allocation for VPU and ETH-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer