UTES vs VPU: returns, Sharpe ratio and drawdown

Over the past year, VPU returned -4.54% against -11.17% for UTES. Over five years, UTES averaged +13.28% a year, compared with +7.92% for VPU. VPU had the higher Sharpe ratio over the past year (-0.52 vs -0.62), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -15.58% for VPU and -17.62% for UTES. Dividends over the past year came to 2.83% of VPU's price, against 1.63% for UTES.