VPU vs. SPY
Compare and contrast key facts about Vanguard Utilities ETF (VPU) and SPDR S&P 500 ETF (SPY).
VPU and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both VPU and SPY 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 SPY.
Performance
VPU vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, VPU achieves a 27.84% return, which is significantly higher than SPY's 24.40% return. Over the past 10 years, VPU has underperformed SPY with an annualized return of 9.08%, while SPY has yielded a comparatively higher 13.04% annualized return.
VPU
27.84%
-3.37%
10.81%
32.13%
7.61%
9.08%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| VPU | SPY | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.64 |
| Sortino Ratio | 2.92 | 3.53 |
| Omega Ratio | 1.37 | 1.49 |
| Calmar Ratio | 1.68 | 3.81 |
| Martin Ratio | 10.40 | 17.21 |
| Ulcer Index | 3.15% | 1.86% |
| Daily Std Dev | 15.33% | 12.15% |
| Max Drawdown | -46.31% | -55.19% |
| Current Drawdown | -3.37% | -2.17% |
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VPU vs. SPY - Expense Ratio Comparison
VPU has a 0.10% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VPU and SPY is 0.54, 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.
Risk-Adjusted Performance
VPU vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
VPU's dividend yield for the trailing twelve months is around 2.90%, more than SPY's 1.20% 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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VPU vs. SPY - Drawdown Comparison
The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VPU and SPY. For additional features, visit the drawdowns tool.
Volatility
VPU vs. SPY - Volatility Comparison
Vanguard Utilities ETF (VPU) has a higher volatility of 5.10% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that VPU's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.