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IGET.L vs. UUGRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IGET.L vs. UUGRY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Global Equity Income Trust plc (IGET.L) and United Utilities Group PLC ADR (UUGRY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGET.L is traded in GBP, while UUGRY is traded in USD. To make them comparable, the UUGRY values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGET.L achieves a 5.68% return, which is significantly lower than UUGRY's 10.76% return. Over the past 10 years, IGET.L has outperformed UUGRY with an annualized return of 9.51%, while UUGRY has yielded a comparatively lower 8.55% annualized return.


IGET.L

1D
-0.51%
1M
1.03%
YTD
5.68%
6M
7.12%
1Y
12.68%
3Y*
19.15%
5Y*
11.48%
10Y*
9.51%

UUGRY

1D
0.97%
1M
-6.53%
YTD
10.76%
6M
10.02%
1Y
19.86%
3Y*
12.58%
5Y*
10.20%
10Y*
8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGET.L vs. UUGRY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGET.L
Invesco Global Equity Income Trust plc
5.68%23.30%14.06%15.32%-8.00%20.33%-4.57%17.98%-11.30%9.90%
UUGRY
United Utilities Group PLC ADR
10.76%18.75%2.29%15.35%-6.28%23.58%1.19%34.51%-7.23%-0.78%

Correlation

The correlation between IGET.L and UUGRY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2008

0.06

Fundamentals

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Return for Risk

IGET.L vs. UUGRY — Risk / Return Rank

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

IGET.L
IGET.L Risk / Return Rank: 5959
Overall Rank
IGET.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IGET.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IGET.L Omega Ratio Rank: 5454
Omega Ratio Rank
IGET.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IGET.L Martin Ratio Rank: 6666
Martin Ratio Rank

UUGRY
UUGRY Risk / Return Rank: 6565
Overall Rank
UUGRY Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UUGRY Sortino Ratio Rank: 5959
Sortino Ratio Rank
UUGRY Omega Ratio Rank: 6060
Omega Ratio Rank
UUGRY Calmar Ratio Rank: 6868
Calmar Ratio Rank
UUGRY Martin Ratio Rank: 7373
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.

IGET.L vs. UUGRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Equity Income Trust plc (IGET.L) and United Utilities Group PLC ADR (UUGRY). 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.


IGET.LUUGRYDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratioReturn relative to maximum drawdown

0.82

1.73

-0.90

Martin ratioReturn relative to average drawdown

2.91

5.51

-2.61

IGET.L vs. UUGRY - Sharpe Ratio Comparison

The current IGET.L Sharpe Ratio is 0.65, which is comparable to the UUGRY Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IGET.L and UUGRY, 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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Sharpe Ratios by Period


IGET.LUUGRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.86

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.46

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.36

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.44

+0.07

Drawdowns

IGET.L vs. UUGRY - Drawdown Comparison

The maximum IGET.L drawdown since its inception was -37.04%, which is greater than UUGRY's maximum drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for IGET.L and UUGRY.


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Drawdown Indicators


IGET.LUUGRYDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-34.71%

-2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

-11.55%

-3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.51%

-16.17%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-28.06%

+10.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-34.30%

+0.89%

Current Drawdown

Current decline from peak

-2.97%

-8.85%

+5.88%

Average Drawdown

Average peak-to-trough decline

-6.31%

-8.99%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

3.61%

+0.74%

Volatility

IGET.L vs. UUGRY - Volatility Comparison

The current volatility for Invesco Global Equity Income Trust plc (IGET.L) is 4.83%, while United Utilities Group PLC ADR (UUGRY) has a volatility of 9.87%. This indicates that IGET.L experiences smaller price fluctuations and is considered to be less risky than UUGRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGET.LUUGRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

9.87%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

19.39%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.38%

23.21%

-3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

22.37%

-4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

23.92%

-9.01%

Dividends

IGET.L vs. UUGRY - Dividend Comparison

IGET.L's dividend yield for the trailing twelve months is around 0.03%, less than UUGRY's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
IGET.L
Invesco Global Equity Income Trust plc
0.03%0.04%0.03%0.03%0.03%0.03%0.03%0.03%0.04%0.03%0.03%0.03%
UUGRY
United Utilities Group PLC ADR
3.92%4.32%4.87%4.24%4.47%3.87%4.16%3.79%5.36%9.00%8.81%4.06%

Financials

IGET.L vs. UUGRY - Financials Comparison

This section allows you to compare key financial metrics between Invesco Global Equity Income Trust plc and United Utilities Group PLC ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


900.00M1.00B1.10B1.20B1.30BOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.33B
(IGET.L) Total Revenue
(UUGRY) Total Revenue
Please note, different currencies. IGET.L values in GBP, UUGRY values in USD

Frequently Asked Questions


IGET.L and UUGRY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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