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VPU vs. POWR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPU vs. POWR - Performance Comparison

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

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VPU vs. POWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPU
Vanguard Utilities ETF
8.24%16.46%23.04%-7.45%1.06%17.40%-0.74%24.89%4.38%12.44%
POWR
iShares U.S. Power Infrastructure ETF
12.26%10.81%-1.30%3.66%42.54%42.03%-28.30%8.44%-11.74%9.69%

Returns By Period

In the year-to-date period, VPU achieves a 8.24% return, which is significantly lower than POWR's 12.26% return. Over the past 10 years, VPU has outperformed POWR with an annualized return of 9.67%, while POWR has yielded a comparatively lower 8.88% annualized return.


VPU

1D
0.42%
1M
-2.05%
YTD
8.24%
6M
5.69%
1Y
19.37%
3Y*
13.96%
5Y*
10.58%
10Y*
9.67%

POWR

1D
0.42%
1M
-1.18%
YTD
12.26%
6M
11.01%
1Y
13.80%
3Y*
9.78%
5Y*
16.12%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPU vs. POWR - Expense Ratio Comparison

VPU has a 0.10% expense ratio, which is lower than POWR's 0.40% expense ratio.


Return for Risk

VPU vs. POWR — Risk / Return Rank

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

VPU
VPU Risk / Return Rank: 6565
Overall Rank
VPU Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 6565
Sortino Ratio Rank
VPU Omega Ratio Rank: 6060
Omega Ratio Rank
VPU Calmar Ratio Rank: 7979
Calmar Ratio Rank
VPU Martin Ratio Rank: 5252
Martin Ratio Rank

POWR
POWR Risk / Return Rank: 3131
Overall Rank
POWR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
POWR Sortino Ratio Rank: 3030
Sortino Ratio Rank
POWR Omega Ratio Rank: 3232
Omega Ratio Rank
POWR Calmar Ratio Rank: 3030
Calmar Ratio Rank
POWR Martin Ratio Rank: 3131
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. POWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and iShares U.S. Power Infrastructure ETF (POWR). 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.


VPUPOWRDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.64

+0.62

Sortino ratio

Return per unit of downside risk

1.71

0.94

+0.76

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

2.22

0.80

+1.41

Martin ratio

Return relative to average drawdown

5.27

2.84

+2.43

VPU vs. POWR - Sharpe Ratio Comparison

The current VPU Sharpe Ratio is 1.25, which is higher than the POWR Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VPU and POWR, 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


VPUPOWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.64

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.70

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.35

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.17

+0.38

Correlation

The correlation between VPU and POWR is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VPU vs. POWR - Dividend Comparison

VPU's dividend yield for the trailing twelve months is around 2.56%, less than POWR's 7.04% yield.


TTM20252024202320222021202020192018201720162015
VPU
Vanguard Utilities ETF
2.56%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%
POWR
iShares U.S. Power Infrastructure ETF
7.04%7.56%4.36%4.16%4.82%3.94%3.96%5.71%3.17%3.11%2.75%3.42%

Drawdowns

VPU vs. POWR - Drawdown Comparison

The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum POWR drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for VPU and POWR.


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Drawdown Indicators


VPUPOWRDifference

Max Drawdown

Largest peak-to-trough decline

-46.31%

-65.98%

+19.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-17.63%

+8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-25.09%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.42%

-63.42%

+27.00%

Current Drawdown

Current decline from peak

-2.71%

-1.62%

-1.09%

Average Drawdown

Average peak-to-trough decline

-7.82%

-18.35%

+10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

5.00%

-1.26%

Volatility

VPU vs. POWR - Volatility Comparison

The current volatility for Vanguard Utilities ETF (VPU) is 4.99%, while iShares U.S. Power Infrastructure ETF (POWR) has a volatility of 5.66%. This indicates that VPU experiences smaller price fluctuations and is considered to be less risky than POWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPUPOWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.66%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

11.94%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

21.77%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

23.22%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

25.64%

-6.57%