GLU vs. JXI
Compare and contrast key facts about The Gabelli Global Utility & Income Trust (GLU) and iShares Global Utilities ETF (JXI).
JXI is a passively managed fund by iShares that tracks the performance of the S&P Global Utilities Index. It was launched on Sep 21, 2006.
Performance
GLU vs. JXI - Performance Comparison
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GLU vs. JXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLU The Gabelli Global Utility & Income Trust | 1.86% | 37.93% | 23.55% | 2.07% | -28.13% | 21.19% | 4.90% | 25.26% | -19.49% | 34.92% |
JXI iShares Global Utilities ETF | 10.76% | 25.91% | 13.14% | 0.63% | -4.17% | 10.88% | 5.19% | 23.94% | 2.31% | 14.79% |
Returns By Period
In the year-to-date period, GLU achieves a 1.86% return, which is significantly lower than JXI's 10.76% return. Over the past 10 years, GLU has underperformed JXI with an annualized return of 8.05%, while JXI has yielded a comparatively higher 9.66% annualized return.
GLU
- 1D
- 0.80%
- 1M
- -9.22%
- YTD
- 1.86%
- 6M
- 9.07%
- 1Y
- 28.60%
- 3Y*
- 18.54%
- 5Y*
- 7.44%
- 10Y*
- 8.05%
JXI
- 1D
- 0.89%
- 1M
- -1.70%
- YTD
- 10.76%
- 6M
- 12.58%
- 1Y
- 28.98%
- 3Y*
- 16.49%
- 5Y*
- 10.83%
- 10Y*
- 9.66%
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Return for Risk
GLU vs. JXI — Risk / Return Rank
GLU
JXI
GLU vs. JXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gabelli Global Utility & Income Trust (GLU) and iShares Global Utilities ETF (JXI). 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.
| GLU | JXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 2.04 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.15 | 2.60 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 3.61 | -1.63 |
Martin ratioReturn relative to average drawdown | 8.90 | 14.00 | -5.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLU | JXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.04 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.71 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.57 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.34 | -0.02 |
Correlation
The correlation between GLU and JXI is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GLU vs. JXI - Dividend Comparison
GLU's dividend yield for the trailing twelve months is around 6.37%, more than JXI's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLU The Gabelli Global Utility & Income Trust | 6.37% | 6.23% | 8.00% | 9.10% | 8.52% | 5.70% | 6.51% | 6.36% | 7.45% | 5.63% | 7.14% | 7.22% |
JXI iShares Global Utilities ETF | 2.31% | 2.56% | 3.02% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% |
Drawdowns
GLU vs. JXI - Drawdown Comparison
The maximum GLU drawdown since its inception was -50.52%, roughly equal to the maximum JXI drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for GLU and JXI.
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Drawdown Indicators
| GLU | JXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.52% | -50.23% | -0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -8.17% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -38.34% | -22.45% | -15.89% |
Max Drawdown (10Y)Largest decline over 10 years | -46.57% | -34.20% | -12.37% |
Current DrawdownCurrent decline from peak | -10.20% | -2.47% | -7.73% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -12.90% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.11% | +0.94% |
Volatility
GLU vs. JXI - Volatility Comparison
The Gabelli Global Utility & Income Trust (GLU) has a higher volatility of 8.18% compared to iShares Global Utilities ETF (JXI) at 5.23%. This indicates that GLU's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLU | JXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 5.23% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 8.93% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 14.26% | +3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 15.23% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 16.94% | +4.80% |