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GUT vs. GIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUT vs. GIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Utility Trust (GUT) and Nicholas Global Equity and Income ETF (GIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GUT achieves a 12.82% return, which is significantly lower than GIAX's 18.01% return.


GUT

1D
2.05%
1M
4.67%
YTD
12.82%
6M
12.82%
1Y
24.54%
3Y*
9.46%
5Y*
5.98%
10Y*
9.53%

GIAX

1D
-2.97%
1M
3.34%
YTD
18.01%
6M
15.43%
1Y
26.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUT vs. GIAX - Yearly Performance Comparison


2026 (YTD)20252024
GUT
The Gabelli Utility Trust
12.82%33.14%-11.54%
GIAX
Nicholas Global Equity and Income ETF
18.01%11.73%2.94%

Correlation

The correlation between GUT and GIAX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2024

0.25

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Return for Risk

GUT vs. GIAX — Risk / Return Rank

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

GUT
GUT Risk / Return Rank: 5858
Overall Rank
GUT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GUT Sortino Ratio Rank: 3737
Sortino Ratio Rank
GUT Omega Ratio Rank: 3737
Omega Ratio Rank
GUT Calmar Ratio Rank: 9292
Calmar Ratio Rank
GUT Martin Ratio Rank: 8686
Martin Ratio Rank

GIAX
GIAX Risk / Return Rank: 3434
Overall Rank
GIAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GIAX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GIAX Omega Ratio Rank: 3333
Omega Ratio Rank
GIAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
GIAX Martin Ratio Rank: 4040
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.

GUT vs. GIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Utility Trust (GUT) and Nicholas Global Equity and Income ETF (GIAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GUTGIAXDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratioReturn relative to maximum drawdown

4.56

1.49

+3.07

Martin ratioReturn relative to average drawdown

15.13

6.10

+9.03

GUT vs. GIAX - Sharpe Ratio Comparison

The current GUT Sharpe Ratio is 1.66, which is higher than the GIAX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of GUT and GIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GUT vs. GIAX - Drawdown Comparison

The maximum GUT drawdown since its inception was -52.79%, which is greater than GIAX's maximum drawdown of -20.38%. Use the drawdown chart below to compare losses from any high point for GUT and GIAX.


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Drawdown Indicators


GUTGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.79%

-20.38%

-32.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.40%

-17.62%

+12.22%

Max Drawdown (3Y)

Largest decline over 3 years

-30.63%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.21%

Current Drawdown

Current decline from peak

0.00%

-6.15%

+6.15%

Average Drawdown

Average peak-to-trough decline

-8.50%

-3.06%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

4.30%

-2.67%

Volatility

GUT vs. GIAX - Volatility Comparison

The current volatility for The Gabelli Utility Trust (GUT) is 3.56%, while Nicholas Global Equity and Income ETF (GIAX) has a volatility of 10.26%. This indicates that GUT experiences smaller price fluctuations and is considered to be less risky than GIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUTGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

10.26%

-6.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

20.98%

-10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

23.27%

-8.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

22.04%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.80%

22.04%

+1.76%

GUT vs. GIAX - Expense Ratio Comparison

GUT has a 0.01% expense ratio, which is lower than GIAX's 0.97% expense ratio.


Dividends

GUT vs. GIAX - Dividend Comparison

GUT's dividend yield for the trailing twelve months is around 9.26%, less than GIAX's 24.84% yield.


PositionTTM20252024202320222021202020192018201720162015
GIAX
Nicholas Global Equity and Income ETF
24.84%25.62%10.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GUT
The Gabelli Utility Trust
9.26%9.95%11.73%11.07%7.99%7.28%7.39%7.72%10.10%8.45%9.52%10.53%

Frequently Asked Questions


GUT and GIAX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GIAX has higher volatility (10.26%) compared to GUT (3.56%). In terms of maximum drawdown, GUT dropped -52.79% vs GIAX's -20.38%.

GUT currently has the higher Sharpe Ratio (1.66 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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