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VPU vs. KCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPU vs. KCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Utilities ETF (VPU) and KraneShares Sustainable Ultra Short Duration Index ETF (KCSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPU achieves a 3.18% return, which is significantly higher than KCSH's 1.49% return.


VPU

1D
-0.58%
1M
-5.40%
YTD
3.18%
6M
1.27%
1Y
9.60%
3Y*
13.61%
5Y*
9.11%
10Y*
9.02%

KCSH

1D
0.02%
1M
0.32%
YTD
1.49%
6M
1.83%
1Y
4.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPU vs. KCSH - Yearly Performance Comparison


2026 (YTD)20252024
VPU
Vanguard Utilities ETF
3.18%16.46%7.12%
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
1.49%4.49%1.94%

Correlation

The correlation between VPU and KCSH is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2024

0.00

The correlation between VPU and KCSH shifts across timeframes, from -0.11 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VPU vs. KCSH — Risk / Return Rank

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

VPU
VPU Risk / Return Rank: 2020
Overall Rank
VPU Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 1818
Sortino Ratio Rank
VPU Omega Ratio Rank: 1919
Omega Ratio Rank
VPU Calmar Ratio Rank: 2323
Calmar Ratio Rank
VPU Martin Ratio Rank: 2020
Martin Ratio Rank

KCSH
KCSH Risk / Return Rank: 9595
Overall Rank
KCSH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KCSH Sortino Ratio Rank: 9393
Sortino Ratio Rank
KCSH Omega Ratio Rank: 9898
Omega Ratio Rank
KCSH Calmar Ratio Rank: 9494
Calmar Ratio Rank
KCSH Martin Ratio Rank: 9898
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.

VPU vs. KCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and KraneShares Sustainable Ultra Short Duration Index ETF (KCSH). 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.


VPUKCSHDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

1.12

2.16

-1.04

Calmar ratioReturn relative to maximum drawdown

1.08

7.00

-5.92

Martin ratioReturn relative to average drawdown

2.43

59.08

-56.64

VPU vs. KCSH - Sharpe Ratio Comparison

The current VPU Sharpe Ratio is 0.67, which is lower than the KCSH Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of VPU and KCSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VPUKCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

3.30

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

3.26

-2.73

Drawdowns

VPU vs. KCSH - Drawdown Comparison

The maximum VPU drawdown since its inception was -46.31%, which is greater than KCSH's maximum drawdown of -0.58%. Use the drawdown chart below to compare losses from any high point for VPU and KCSH.


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Drawdown Indicators


VPUKCSHDifference

Max Drawdown

Largest peak-to-trough decline

-46.31%

-0.58%

-45.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-0.58%

-8.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

Max Drawdown (10Y)

Largest decline over 10 years

-36.42%

Current Drawdown

Current decline from peak

-7.26%

0.00%

-7.26%

Average Drawdown

Average peak-to-trough decline

-7.78%

-0.03%

-7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

0.07%

+3.89%

Volatility

VPU vs. KCSH - Volatility Comparison

Vanguard Utilities ETF (VPU) has a higher volatility of 5.35% compared to KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) at 0.06%. This indicates that VPU's price experiences larger fluctuations and is considered to be riskier than KCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPUKCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

0.06%

+5.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

0.83%

+10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

1.24%

+13.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

1.33%

+15.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

1.33%

+17.79%

VPU vs. KCSH - Expense Ratio Comparison

VPU has a 0.09% expense ratio, which is lower than KCSH'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. KCSH - Dividend Comparison

VPU's dividend yield for the trailing twelve months is around 2.69%, less than KCSH's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
3.97%4.35%2.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPU
Vanguard Utilities ETF
2.69%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 KCSH have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPU has higher volatility (5.35%) compared to KCSH (0.06%). In terms of maximum drawdown, VPU dropped -46.31% vs KCSH's -0.58%.

On 1-year performance, VPU leads with 9.60% vs 4.06% for KCSH. On fees, VPU is cheaper at 0.09% per year. On volatility, KCSH has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VPU has performed better with a 9.60% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VPU is cheaper with a 0.09% expense ratio, compared with 0.20% for KCSH.

KCSH has the higher dividend yield at 3.97%, compared with 2.69% for VPU.

VPU is categorized as Utilities Equities, while KCSH is Ultrashort Bond. VPU tracks MSCI US Investable Market Utilities 25/50 Index, while KCSH tracks Solactive ISS Sustainable Select 0-1 Year USD Corporate IG Index. They also come from different issuers: Vanguard and KraneShares. Their fees differ too: 0.09% for VPU and 0.20% for KCSH.

KCSH currently has the higher Sharpe Ratio (3.30 vs 0.67), 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.

Portfolio Optimizer

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