PortfoliosLab logoPortfoliosLab logo
GUT vs. SCHO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUT vs. SCHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Utility Trust (GUT) and Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GUT vs. SCHO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUT
The Gabelli Utility Trust
2.84%33.14%6.01%-21.07%-1.10%9.51%13.19%42.32%-7.87%22.98%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.24%5.49%3.65%4.31%-3.87%-0.64%3.11%3.47%1.37%0.33%

Returns By Period

In the year-to-date period, GUT achieves a 2.84% return, which is significantly higher than SCHO's 0.24% return. Over the past 10 years, GUT has outperformed SCHO with an annualized return of 9.48%, while SCHO has yielded a comparatively lower 1.71% annualized return.


GUT

1D
2.02%
1M
0.00%
YTD
2.84%
6M
4.72%
1Y
25.41%
3Y*
5.63%
5Y*
7.06%
10Y*
9.48%

SCHO

1D
0.08%
1M
-0.45%
YTD
0.24%
6M
1.40%
1Y
3.77%
3Y*
3.99%
5Y*
1.79%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GUT vs. SCHO - Expense Ratio Comparison

GUT has a 0.01% expense ratio, which is lower than SCHO's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GUT vs. SCHO — Risk / Return Rank

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

GUT
GUT Risk / Return Rank: 8686
Overall Rank
GUT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GUT Sortino Ratio Rank: 8282
Sortino Ratio Rank
GUT Omega Ratio Rank: 7676
Omega Ratio Rank
GUT Calmar Ratio Rank: 9595
Calmar Ratio Rank
GUT Martin Ratio Rank: 9696
Martin Ratio Rank

SCHO
SCHO Risk / Return Rank: 9797
Overall Rank
SCHO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 9898
Sortino Ratio Rank
SCHO Omega Ratio Rank: 9696
Omega Ratio Rank
SCHO Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCHO Martin Ratio Rank: 9696
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. SCHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Utility Trust (GUT) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.


GUTSCHODifference

Sharpe ratio

Return per unit of total volatility

1.51

2.49

-0.98

Sortino ratio

Return per unit of downside risk

2.11

4.00

-1.90

Omega ratio

Gain probability vs. loss probability

1.29

1.51

-0.22

Calmar ratio

Return relative to maximum drawdown

3.28

4.44

-1.17

Martin ratio

Return relative to average drawdown

13.85

17.55

-3.70

GUT vs. SCHO - Sharpe Ratio Comparison

The current GUT Sharpe Ratio is 1.51, which is lower than the SCHO Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of GUT and SCHO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GUTSCHODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.49

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.91

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

1.11

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

1.00

-0.70

Correlation

The correlation between GUT and SCHO is 0.03, 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

GUT vs. SCHO - Dividend Comparison

GUT's dividend yield for the trailing twelve months is around 9.92%, more than SCHO's 4.00% yield.


TTM20252024202320222021202020192018201720162015
GUT
The Gabelli Utility Trust
9.92%9.95%11.73%11.07%7.99%7.28%7.39%7.72%10.10%8.45%9.52%10.53%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.00%4.06%4.29%3.76%1.34%0.41%1.27%2.27%1.60%1.12%0.82%0.68%

Drawdowns

GUT vs. SCHO - Drawdown Comparison

The maximum GUT drawdown since its inception was -52.79%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for GUT and SCHO.


Loading graphics...

Drawdown Indicators


GUTSCHODifference

Max Drawdown

Largest peak-to-trough decline

-52.79%

-5.69%

-47.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-0.86%

-6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

-5.69%

-28.25%

Max Drawdown (10Y)

Largest decline over 10 years

-42.21%

-5.69%

-36.52%

Current Drawdown

Current decline from peak

-1.13%

-0.45%

-0.68%

Average Drawdown

Average peak-to-trough decline

-8.05%

-0.61%

-7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

0.22%

+1.59%

Volatility

GUT vs. SCHO - Volatility Comparison

The Gabelli Utility Trust (GUT) has a higher volatility of 7.04% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.52%. This indicates that GUT's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GUTSCHODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

0.52%

+6.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

0.87%

+10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

1.52%

+15.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

1.97%

+19.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

1.55%

+22.22%