BKT vs. VPU
Compare and contrast key facts about BlackRock Income Trust (BKT) and Vanguard Utilities ETF (VPU).
BKT is managed by Blackrock. It was launched on Jan 2, 1990. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKT or VPU.
Key characteristics
| BKT | VPU | |
|---|---|---|
| YTD Return | 4.54% | 26.77% |
| 1Y Return | 16.90% | 36.66% |
| 3Y Return (Ann) | -5.59% | 8.55% |
| 5Y Return (Ann) | -0.91% | 7.50% |
| 10Y Return (Ann) | 1.93% | 9.15% |
| Sharpe Ratio | 1.45 | 2.21 |
| Sortino Ratio | 2.06 | 3.08 |
| Omega Ratio | 1.27 | 1.39 |
| Calmar Ratio | 0.50 | 1.67 |
| Martin Ratio | 4.62 | 11.25 |
| Ulcer Index | 3.52% | 3.12% |
| Daily Std Dev | 11.24% | 15.83% |
| Max Drawdown | -35.70% | -46.31% |
| Current Drawdown | -21.27% | -4.18% |
Correlation
The correlation between BKT and VPU is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BKT vs. VPU - Performance Comparison
In the year-to-date period, BKT achieves a 4.54% return, which is significantly lower than VPU's 26.77% return. Over the past 10 years, BKT has underperformed VPU with an annualized return of 1.93%, while VPU has yielded a comparatively higher 9.15% 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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BKT vs. VPU - Expense Ratio Comparison
BKT has a 2.06% expense ratio, which is higher than VPU's 0.10% expense ratio.
Risk-Adjusted Performance
BKT vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Trust (BKT) 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
BKT vs. VPU - Dividend Comparison
BKT's dividend yield for the trailing twelve months is around 8.93%, more than VPU's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | 8.93% | 8.67% | 8.26% | 7.22% | 6.72% | 6.74% | 6.49% | 5.25% | 5.18% | 5.89% | 6.59% | 7.16% |
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% |
Drawdowns
BKT vs. VPU - Drawdown Comparison
The maximum BKT drawdown since its inception was -35.70%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for BKT and VPU. For additional features, visit the drawdowns tool.
Volatility
BKT vs. VPU - Volatility Comparison
The current volatility for BlackRock Income Trust (BKT) is 2.57%, while Vanguard Utilities ETF (VPU) has a volatility of 5.37%. This indicates that BKT 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.