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Like others have said what you want is a wattmeter not a voltmeter, no question about that.
The device you bought, judging by the name, is a wattmeter so you got the device right .
Another thing is that any device will use power when turned off _unless_ there is a mechanical switch to completely turn it off, this also applies to hibernation mode.
When it comes to real devices the DOE definition doesn't mean much, how much each device uses when on (soft) turned off cannot be predicted, it can be less than 1 watt or reach several watt, you need to measure it to find out how much each device uses.