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BKT vs. VPU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKT vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Income Trust (BKT) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

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BKT vs. VPU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKT
BlackRock Income Trust
-1.93%5.92%3.33%7.69%-21.51%-0.44%7.36%14.91%-2.59%2.58%
VPU
Vanguard Utilities ETF
7.79%16.46%23.04%-7.45%1.06%17.40%-0.74%24.89%4.38%12.44%

Returns By Period

In the year-to-date period, BKT achieves a -1.93% return, which is significantly lower than VPU's 7.79% return. Over the past 10 years, BKT has underperformed VPU with an annualized return of 1.07%, while VPU has yielded a comparatively higher 9.62% annualized return.


BKT

1D
0.86%
1M
-4.51%
YTD
-1.93%
6M
-1.35%
1Y
-1.29%
3Y*
3.53%
5Y*
-2.33%
10Y*
1.07%

VPU

1D
0.02%
1M
-3.12%
YTD
7.79%
6M
6.07%
1Y
19.23%
3Y*
13.81%
5Y*
10.49%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

BKT vs. VPU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKT
BKT Risk / Return Rank: 44
Overall Rank
BKT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BKT Sortino Ratio Rank: 33
Sortino Ratio Rank
BKT Omega Ratio Rank: 33
Omega Ratio Rank
BKT Calmar Ratio Rank: 55
Calmar Ratio Rank
BKT Martin Ratio Rank: 55
Martin Ratio Rank

VPU
VPU Risk / Return Rank: 7171
Overall Rank
VPU Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 7171
Sortino Ratio Rank
VPU Omega Ratio Rank: 6666
Omega Ratio Rank
VPU Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPU Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKT vs. VPU - Risk-Adjusted Trends 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.


BKTVPUDifference

Sharpe ratio

Return per unit of total volatility

-0.16

1.25

-1.41

Sortino ratio

Return per unit of downside risk

-0.17

1.70

-1.86

Omega ratio

Gain probability vs. loss probability

0.98

1.23

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.10

2.30

-2.41

Martin ratio

Return relative to average drawdown

-0.23

5.48

-5.71

BKT vs. VPU - Sharpe Ratio Comparison

The current BKT Sharpe Ratio is -0.16, which is lower than the VPU Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of BKT and VPU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKTVPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

1.25

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.62

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.51

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.55

-0.41

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.


Dividends

BKT vs. VPU - Dividend Comparison

BKT's dividend yield for the trailing twelve months is around 9.97%, more than VPU's 2.57% yield.


TTM20252024202320222021202020192018201720162015
BKT
BlackRock Income Trust
9.97%9.53%9.19%8.69%8.35%7.31%6.80%6.82%6.48%5.15%5.09%5.89%
VPU
Vanguard Utilities ETF
2.57%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Drawdowns

BKT vs. VPU - Drawdown Comparison

The maximum BKT drawdown since its inception was -48.86%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for BKT and VPU.


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Drawdown Indicators


BKTVPUDifference

Max Drawdown

Largest peak-to-trough decline

-48.86%

-46.31%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-8.90%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-35.70%

-25.15%

-10.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.70%

-36.42%

+0.72%

Current Drawdown

Current decline from peak

-19.16%

-3.12%

-16.04%

Average Drawdown

Average peak-to-trough decline

-14.74%

-7.82%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.74%

-1.04%

Volatility

BKT vs. VPU - Volatility Comparison

The current volatility for BlackRock Income Trust (BKT) is 2.55%, while Vanguard Utilities ETF (VPU) has a volatility of 4.99%. 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.


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Volatility by Period


BKTVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

4.99%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

4.60%

10.18%

-5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

15.54%

-7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.25%

16.91%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

19.07%

-9.37%