ut
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FUTY Fidelity MSCI Utilities Index ETF | Utilities Equities | 25% |
IDU iShares U.S. Utilities ETF | Utilities Equities | 25% |
VPU Vanguard Utilities ETF | Utilities Equities | 25% |
XLU Utilities Select Sector SPDR Fund | Utilities Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ut, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FUTY
Returns By Period
As of Nov 13, 2024, the ut returned 26.99% Year-To-Date and 9.16% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| ut | 26.99% | -1.82% | 9.75% | 31.42% | 7.67% | 9.16% |
| Portfolio components: | ||||||
VPU Vanguard Utilities ETF | 26.77% | -1.82% | 9.65% | 31.25% | 7.45% | 9.15% |
XLU Utilities Select Sector SPDR Fund | 26.82% | -2.19% | 9.83% | 30.81% | 7.95% | 9.28% |
IDU iShares U.S. Utilities ETF | 27.49% | -1.48% | 9.78% | 32.26% | 7.77% | 9.06% |
FUTY Fidelity MSCI Utilities Index ETF | 26.82% | -1.79% | 9.73% | 31.31% | 7.50% | 9.15% |
Monthly Returns
The table below presents the monthly returns of ut, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.03% | 1.57% | 6.73% | 1.54% | 8.59% | -5.19% | 6.57% | 4.62% | 6.17% | -1.06% | 26.99% | ||
| 2023 | -1.74% | -5.71% | 4.70% | 1.68% | -5.70% | 1.67% | 2.28% | -6.18% | -5.53% | 1.08% | 5.16% | 2.30% | -6.78% |
| 2022 | -3.45% | -1.97% | 10.02% | -4.25% | 4.25% | -5.06% | 5.75% | 0.45% | -11.08% | 2.16% | 6.96% | -0.90% | 0.95% |
| 2021 | -0.95% | -5.74% | 10.41% | 3.94% | -2.35% | -1.98% | 4.00% | 3.73% | -6.11% | 5.12% | -1.71% | 9.38% | 17.40% |
| 2020 | 6.30% | -10.09% | -9.95% | 3.25% | 4.18% | -4.76% | 7.40% | -2.60% | 0.67% | 4.87% | 1.43% | 0.74% | -0.52% |
| 2019 | 3.63% | 3.92% | 2.79% | 0.88% | -0.89% | 3.27% | -0.17% | 4.88% | 4.11% | -0.83% | -1.98% | 3.20% | 24.98% |
| 2018 | -3.17% | -4.04% | 4.01% | 2.28% | -0.59% | 2.57% | 1.68% | 1.19% | -0.49% | 1.41% | 3.74% | -4.07% | 4.15% |
| 2017 | 1.24% | 5.00% | -0.06% | 0.70% | 4.04% | -2.54% | 2.57% | 3.04% | -2.58% | 3.96% | 2.79% | -5.96% | 12.24% |
| 2016 | 4.76% | 1.80% | 8.12% | -2.11% | 1.58% | 7.62% | -0.82% | -5.52% | 0.49% | 0.85% | -4.82% | 4.74% | 16.82% |
| 2015 | 2.20% | -6.09% | -0.77% | -0.62% | 0.44% | -6.03% | 5.67% | -3.49% | 2.76% | 1.68% | -2.10% | 2.13% | -4.82% |
| 2014 | 2.77% | 3.33% | 3.27% | 3.93% | -0.82% | 4.47% | -6.93% | 5.10% | -2.43% | 8.27% | 0.93% | 3.52% | 27.51% |
| 2013 | 0.08% | -2.02% | 1.15% | -0.82% |
Expense Ratio
ut has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ut is 30, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 2.21 | 3.08 | 1.39 | 1.67 | 11.25 |
XLU Utilities Select Sector SPDR Fund | 2.14 | 2.98 | 1.37 | 1.66 | 10.62 |
IDU iShares U.S. Utilities ETF | 2.44 | 3.39 | 1.42 | 1.86 | 14.10 |
FUTY Fidelity MSCI Utilities Index ETF | 2.21 | 3.08 | 1.39 | 1.67 | 11.26 |
Dividends
Dividend yield
ut provided a 2.66% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.66% | 3.24% | 2.75% | 2.65% | 3.08% | 2.83% | 3.12% | 3.04% | 3.28% | 3.96% | 3.03% | 2.96% |
| Portfolio components: | ||||||||||||
VPU Vanguard Utilities ETF | 2.92% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
XLU Utilities Select Sector SPDR Fund | 2.82% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
IDU iShares U.S. Utilities ETF | 2.13% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% | 2.88% | 3.36% |
FUTY Fidelity MSCI Utilities Index ETF | 2.76% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% | 3.04% | 0.86% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ut. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ut was 36.28%, occurring on Mar 23, 2020. Recovery took 350 trading sessions.
The current ut drawdown is 4.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.28% | Feb 19, 2020 | 24 | Mar 23, 2020 | 350 | Aug 11, 2021 | 374 |
| -24.9% | Sep 13, 2022 | 265 | Oct 2, 2023 | 208 | Jul 31, 2024 | 473 |
| -16% | Jan 30, 2015 | 152 | Sep 4, 2015 | 126 | Mar 8, 2016 | 278 |
| -15.47% | Apr 11, 2022 | 48 | Jun 17, 2022 | 38 | Aug 12, 2022 | 86 |
| -15.29% | Nov 15, 2017 | 58 | Feb 8, 2018 | 176 | Oct 19, 2018 | 234 |
Volatility
Volatility Chart
The current ut volatility is 5.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| XLU | FUTY | IDU | VPU | |
|---|---|---|---|---|
| XLU | 1.00 | 0.99 | 0.99 | 0.99 |
| FUTY | 0.99 | 1.00 | 0.99 | 1.00 |
| IDU | 0.99 | 0.99 | 1.00 | 1.00 |
| VPU | 0.99 | 1.00 | 1.00 | 1.00 |