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The Gabelli Utility Trust (GUT) Sharpe Ratio: 1.73

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

A closed-end equity fund investing in utility and infrastructure companies globally

GUT's Sharpe Ratio of 1.73 indicates that for each unit of volatility, it generates 1.73 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

GUT Sharpe Ratio Rank

GUT Sharpe Ratio Rank: 35.335
Below Average

GUT ranks above 35.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

GUT Sharpe Ratio Market Positioning

The chart shows GUT's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares The Gabelli Utility Trust's Sharpe Ratio with other mutual funds in the Utilities Equities category across multiple time periods, showing how GUT's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DPGDuff & Phelps Utility and Infrastructure Fund Inc1.85
GUTThe Gabelli Utility Trust1.73
GABUXGabelli Utilities Fund1.32
ERHAllspring Utilities and High Income Fund1.08
GASFXHennessy Gas Utility Fund0.85
FKUTXFranklin Utilities Fund0.82
FKUQXFranklin Utilities Fund Class A0.81
FRURXFranklin Utilities Fund Class R0.79
MMUFXMFS Utilities Fund0.78
FSUTXFidelity Select Utilities Portfolio0.73

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GUT's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GUT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does GUT fit in your portfolio?

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