XLUP.L vs. VPU
Compare and contrast key facts about Invesco US Utilities Sector UCITS ETF (XLUP.L) and Vanguard Utilities ETF (VPU).
XLUP.L and VPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLUP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Utilities NR USD. It was launched on Dec 16, 2009. 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. Both XLUP.L and VPU 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: XLUP.L or VPU.
Key characteristics
| XLUP.L | VPU | |
|---|---|---|
| YTD Return | 24.59% | 27.61% |
| 1Y Return | 26.97% | 36.56% |
| 3Y Return (Ann) | 10.35% | 8.86% |
| 5Y Return (Ann) | 7.58% | 7.90% |
| 10Y Return (Ann) | 10.45% | 8.89% |
| Sharpe Ratio | 1.90 | 2.19 |
| Sortino Ratio | 2.63 | 3.05 |
| Omega Ratio | 1.32 | 1.38 |
| Calmar Ratio | 0.99 | 1.65 |
| Martin Ratio | 8.30 | 11.19 |
| Ulcer Index | 3.23% | 3.10% |
| Daily Std Dev | 14.02% | 15.86% |
| Max Drawdown | -29.94% | -46.31% |
| Current Drawdown | -4.04% | -3.55% |
Correlation
The correlation between XLUP.L and VPU is 0.64, 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.
Performance
XLUP.L vs. VPU - Performance Comparison
In the year-to-date period, XLUP.L achieves a 24.59% return, which is significantly lower than VPU's 27.61% return. Over the past 10 years, XLUP.L has outperformed VPU with an annualized return of 10.45%, while VPU has yielded a comparatively lower 8.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XLUP.L vs. VPU - Expense Ratio Comparison
XLUP.L has a 0.14% expense ratio, which is higher than VPU's 0.10% 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%.
Risk-Adjusted Performance
XLUP.L vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Utilities Sector UCITS ETF (XLUP.L) and Vanguard Utilities ETF (VPU). 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
XLUP.L vs. VPU - Dividend Comparison
XLUP.L has not paid dividends to shareholders, while VPU's dividend yield for the trailing twelve months is around 2.91%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLUP.L Invesco US Utilities Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.91% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
XLUP.L vs. VPU - Drawdown Comparison
The maximum XLUP.L drawdown since its inception was -29.94%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for XLUP.L and VPU. For additional features, visit the drawdowns tool.
Volatility
XLUP.L vs. VPU - Volatility Comparison
The current volatility for Invesco US Utilities Sector UCITS ETF (XLUP.L) is 5.04%, while Vanguard Utilities ETF (VPU) has a volatility of 5.47%. This indicates that XLUP.L experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.