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VPU vs. RYU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VPU and RYU is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

VPU vs. RYU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Utilities ETF (VPU) and Invesco S&P 500® Equal Weight Utilities ETF (RYU). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
328.91%
66.00%
VPU
RYU

Key characteristics

Returns By Period


VPU

YTD

4.78%

1M

1.96%

6M

-1.63%

1Y

21.18%

5Y*

9.33%

10Y*

9.21%

RYU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VPU vs. RYU - Expense Ratio Comparison

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


Expense ratio chart for RYU: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYU: 0.40%
Expense ratio chart for VPU: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VPU: 0.10%

Risk-Adjusted Performance

VPU vs. RYU — Risk-Adjusted Performance Rank

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

VPU
The Risk-Adjusted Performance Rank of VPU is 8888
Overall Rank
The Sharpe Ratio Rank of VPU is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VPU is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VPU is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VPU is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VPU is 8686
Martin Ratio Rank

RYU
The Risk-Adjusted Performance Rank of RYU is 66
Overall Rank
The Sharpe Ratio Rank of RYU is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of RYU is 66
Sortino Ratio Rank
The Omega Ratio Rank of RYU is 55
Omega Ratio Rank
The Calmar Ratio Rank of RYU is 1111
Calmar Ratio Rank
The Martin Ratio Rank of RYU is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VPU vs. RYU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and Invesco S&P 500® Equal Weight Utilities ETF (RYU). 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.


The chart of Sharpe ratio for VPU, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.00
VPU: 1.34
The chart of Sortino ratio for VPU, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.00
VPU: 1.84
The chart of Omega ratio for VPU, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
VPU: 1.24
The chart of Calmar ratio for VPU, currently valued at 2.20, compared to the broader market0.002.004.006.008.0010.0012.00
VPU: 2.20
RYU: 0.00
The chart of Martin ratio for VPU, currently valued at 5.60, compared to the broader market0.0020.0040.0060.00
VPU: 5.60


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.34
1.00
VPU
RYU

Dividends

VPU vs. RYU - Dividend Comparison

VPU's dividend yield for the trailing twelve months is around 2.98%, while RYU has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VPU
Vanguard Utilities ETF
2.98%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%
RYU
Invesco S&P 500® Equal Weight Utilities ETF
0.00%1.32%2.92%2.35%2.41%2.94%2.54%0.74%3.08%2.98%4.14%2.91%

Drawdowns

VPU vs. RYU - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.66%
-57.74%
VPU
RYU

Volatility

VPU vs. RYU - Volatility Comparison

Vanguard Utilities ETF (VPU) has a higher volatility of 8.62% compared to Invesco S&P 500® Equal Weight Utilities ETF (RYU) at 0.00%. This indicates that VPU's price experiences larger fluctuations and is considered to be riskier than RYU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.62%
0
VPU
RYU