GUT vs. SCHO
Compare and contrast key facts about The Gabelli Utility Trust (GUT) and Schwab Short-Term U.S. Treasury ETF (SCHO).
GUT is managed by Gabelli Funds. It was launched on Feb 25, 1999. SCHO is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Aug 5, 2010.
Performance
GUT vs. SCHO - Performance Comparison
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GUT vs. SCHO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
GUT
SCHO
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.
| GUT | SCHO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 2.49 | -0.98 |
Sortino ratioReturn per unit of downside risk | 2.11 | 4.00 | -1.90 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.51 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.28 | 4.44 | -1.17 |
Martin ratioReturn relative to average drawdown | 13.85 | 17.55 | -3.70 |
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
| GUT | SCHO | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| GUT | SCHO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.13% | -0.45% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -0.61% | -7.44% |
Ulcer IndexDepth 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.
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Volatility by Period
| GUT | SCHO | Difference | |
|---|---|---|---|
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% |