VPU vs. ETSZ.DE
VPU (Vanguard Utilities ETF) and ETSZ.DE (BNP Paribas Easy STOXX Europe 600 UCITS ETF) are both exchange-traded funds - VPU is a Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index, while ETSZ.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, VPU returned 8.85%/yr vs 9.41%/yr for ETSZ.DE. At a 0.22 correlation, their price movements are largely independent. VPU charges 0.09%/yr vs 0.20%/yr for ETSZ.DE.
Performance
VPU vs. ETSZ.DE - Performance Comparison
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Different Trading Currencies
VPU is traded in USD, while ETSZ.DE is traded in EUR. To make them comparable, the ETSZ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VPU achieves a 2.68% return, which is significantly lower than ETSZ.DE's 5.99% return. Over the past 10 years, VPU has underperformed ETSZ.DE with an annualized return of 8.85%, while ETSZ.DE has yielded a comparatively higher 9.41% 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%
ETSZ.DE
- 1D
- 0.70%
- 1M
- 0.96%
- YTD
- 5.99%
- 6M
- 9.60%
- 1Y
- 17.85%
- 3Y*
- 16.81%
- 5Y*
- 8.60%
- 10Y*
- 9.41%
VPU vs. ETSZ.DE - 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% |
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 5.99% | 35.96% | 2.03% | 19.26% | -15.25% | 15.04% | 8.13% | 26.14% | -15.35% | 26.27% |
Correlation
The correlation between VPU and ETSZ.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2013 | 0.22 |
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Return for Risk
VPU vs. ETSZ.DE — Risk / Return Rank
VPU
ETSZ.DE
VPU vs. ETSZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE). 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 | ETSZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.60 | -0.40 |
| Martin ratioReturn relative to average drawdown | 2.66 | 5.70 | -3.04 |
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
| VPU | ETSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.22 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.48 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.53 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.40 | +0.13 |
Drawdowns
VPU vs. ETSZ.DE - Drawdown Comparison
The maximum VPU drawdown since its inception was -46.31%, which is greater than ETSZ.DE's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for VPU and ETSZ.DE.
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Drawdown Indicators
| VPU | ETSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.31% | -35.67% | -10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -11.30% | +2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -15.08% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -32.15% | +7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -35.67% | -0.75% |
Current DrawdownCurrent decline from peak | -7.71% | -1.97% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -7.72% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 3.18% | +0.84% |
Volatility
VPU vs. ETSZ.DE - Volatility Comparison
Vanguard Utilities ETF (VPU) has a higher volatility of 5.56% compared to BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) at 4.93%. This indicates that VPU's price experiences larger fluctuations and is considered to be riskier than ETSZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VPU | ETSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 4.93% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 12.30% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 14.80% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 17.62% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 17.77% | +1.37% |
VPU vs. ETSZ.DE - Expense Ratio Comparison
VPU has a 0.09% expense ratio, which is lower than ETSZ.DE's 0.20% 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%.
Dividends
VPU vs. ETSZ.DE - Dividend Comparison
VPU's dividend yield for the trailing twelve months is around 2.70%, while ETSZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.70% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
Frequently Asked Questions
VPU and ETSZ.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VPU is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VPU is cheaper with a 0.09% expense ratio, compared with 0.20% for ETSZ.DE.
VPU is categorized as Utilities Equities, while ETSZ.DE is Europe Equities. VPU tracks MSCI US Investable Market Utilities 25/50 Index, while ETSZ.DE tracks STOXX® Europe 600. They also come from different issuers: Vanguard and BNP Paribas. Their fees differ too: 0.09% for VPU and 0.20% for ETSZ.DE.
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