VPU vs. JXI
Compare and contrast key facts about Vanguard Utilities ETF (VPU) and iShares Global Utilities ETF (JXI).
VPU and JXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004. JXI is a passively managed fund by iShares that tracks the performance of the S&P Global Utilities Index. It was launched on Sep 21, 2006. Both VPU and JXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPU or JXI.
Performance
VPU vs. JXI - Performance Comparison
Returns By Period
In the year-to-date period, VPU achieves a 27.84% return, which is significantly higher than JXI's 17.31% return. Over the past 10 years, VPU has outperformed JXI with an annualized return of 9.08%, while JXI has yielded a comparatively lower 6.72% annualized return.
VPU
27.84%
-3.37%
10.81%
32.13%
7.61%
9.08%
JXI
17.31%
-5.30%
6.25%
22.40%
6.67%
6.72%
Key characteristics
| VPU | JXI | |
|---|---|---|
| Sharpe Ratio | 2.14 | 1.73 |
| Sortino Ratio | 2.92 | 2.35 |
| Omega Ratio | 1.37 | 1.30 |
| Calmar Ratio | 1.68 | 1.67 |
| Martin Ratio | 10.40 | 6.74 |
| Ulcer Index | 3.15% | 3.48% |
| Daily Std Dev | 15.33% | 13.56% |
| Max Drawdown | -46.31% | -50.23% |
| Current Drawdown | -3.37% | -5.30% |
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VPU vs. JXI - Expense Ratio Comparison
VPU has a 0.10% expense ratio, which is lower than JXI's 0.46% expense ratio.
Correlation
The correlation between VPU and JXI is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VPU vs. JXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and iShares Global Utilities ETF (JXI). 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.
Dividends
VPU vs. JXI - Dividend Comparison
VPU's dividend yield for the trailing twelve months is around 2.90%, less than JXI's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 2.90% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
JXI iShares Global Utilities ETF | 3.15% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% | 3.55% | 4.30% |
Drawdowns
VPU vs. JXI - Drawdown Comparison
The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum JXI drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for VPU and JXI. For additional features, visit the drawdowns tool.
Volatility
VPU vs. JXI - Volatility Comparison
Vanguard Utilities ETF (VPU) has a higher volatility of 5.10% compared to iShares Global Utilities ETF (JXI) at 4.45%. This indicates that VPU's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.