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VSHY vs. UTES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSHY vs. UTES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Short Duration High Yield Bond ETF (VSHY) and Virtus Reaves Utilities ETF (UTES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSHY achieves a 2.97% return, which is significantly higher than UTES's 0.36% return.


VSHY

1D
0.37%
1M
0.40%
6M
2.23%
YTD
2.97%
1Y
6.04%
3Y*
5Y*
10Y*
ALL TIME*
8.15%

UTES

1D
1.44%
1M
-2.90%
6M
3.82%
YTD
0.36%
1Y
-2.59%
3Y*
22.82%
5Y*
14.89%
10Y*
12.14%
ALL TIME*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.31M$10.12M$13.80M
$34.66K$24.34K$44.05K

VSHY vs. UTES - Yearly Performance Comparison


2026 (YTD)202520242023
VSHY
Virtus Newfleet Short Duration High Yield Bond ETF
2.97%6.87%8.03%3.76%
UTES
Virtus Reaves Utilities ETF
0.36%25.71%45.35%1.52%

Correlation

The correlation between VSHY and UTES is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2023

0.36

The correlation between VSHY and UTES shifts across timeframes, from 0.25 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VSHY vs. UTES — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VSHY
VSHY Risk / Return Rank: 7979
Overall Rank
VSHY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VSHY Sortino Ratio Rank: 7777
Sortino Ratio Rank
VSHY Omega Ratio Rank: 7676
Omega Ratio Rank
VSHY Calmar Ratio Rank: 8585
Calmar Ratio Rank
VSHY Martin Ratio Rank: 8585
Martin Ratio Rank

UTES
UTES Risk / Return Rank: 99
Overall Rank
UTES Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 99
Sortino Ratio Rank
UTES Omega Ratio Rank: 99
Omega Ratio Rank
UTES Calmar Ratio Rank: 99
Calmar Ratio Rank
UTES Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VSHY vs. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Short Duration High Yield Bond ETF (VSHY) and Virtus Reaves Utilities ETF (UTES). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VSHYUTESDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.34

1.00

+0.34

Calmar ratioReturn relative to maximum drawdown

3.50

-0.19

+3.69

Martin ratioReturn relative to average drawdown

13.01

-0.39

+13.39

VSHY vs. UTES - Sharpe Ratio Comparison

The current VSHY Sharpe Ratio is 1.77, which is higher than the UTES Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of VSHY and UTES, 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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Drawdowns

VSHY vs. UTES - Drawdown Comparison

The maximum VSHY drawdown since its inception was -4.55%, smaller than the maximum UTES drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for VSHY and UTES.


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Drawdown Indicators


VSHYUTESDifference

Max Drawdown

Largest peak-to-trough decline

-4.55%

-35.39%

+30.84%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-13.88%

+12.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

Current Drawdown

Current decline from peak

0.00%

-9.00%

+9.00%

Average Drawdown

Average peak-to-trough decline

-0.40%

-5.54%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

6.74%

-6.27%

Volatility

VSHY vs. UTES - Volatility Comparison

The current volatility for Virtus Newfleet Short Duration High Yield Bond ETF (VSHY) is 0.70%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 5.50%. This indicates that VSHY experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSHYUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

5.50%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

16.23%

-13.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

21.46%

-18.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

20.75%

-16.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

20.27%

-15.94%

VSHY vs. UTES - Expense Ratio Comparison

VSHY has a 0.40% expense ratio, which is lower than UTES's 0.49% expense ratio.


Dividends

VSHY vs. UTES - Dividend Comparison

VSHY's dividend yield for the trailing twelve months is around 6.24%, more than UTES's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
UTES
Virtus Reaves Utilities ETF
1.51%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%
VSHY
Virtus Newfleet Short Duration High Yield Bond ETF
6.24%6.14%6.81%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VSHY and UTES have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTES has higher volatility (5.50%) compared to VSHY (0.70%). In terms of maximum drawdown, VSHY dropped -4.55% vs UTES's -35.39%.

On 1-year performance, VSHY leads with 6.04% vs -2.59% for UTES. On fees, VSHY is cheaper at 0.40% per year. On volatility, VSHY has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VSHY has performed better with a 6.04% return vs -2.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VSHY is cheaper with a 0.40% expense ratio, compared with 0.49% for UTES.

VSHY has the higher dividend yield at 6.24%, compared with 1.51% for UTES.

VSHY is categorized as High Yield Bonds, while UTES is Utilities Equities. Their fees differ too: 0.40% for VSHY and 0.49% for UTES.

VSHY currently has the higher Sharpe Ratio (1.77 vs -0.12), 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

Find the right allocation for VSHY and UTES

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