PSCU vs. UTG
Compare and contrast key facts about Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) and Reaves Utility Income Trust (UTG).
PSCU is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Capped Utilities & Communication Services Index. It was launched on Apr 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSCU or UTG.
Key characteristics
| PSCU | UTG | |
|---|---|---|
| YTD Return | 21.08% | 33.07% |
| 1Y Return | 36.23% | 45.39% |
| 3Y Return (Ann) | 0.07% | 8.06% |
| 5Y Return (Ann) | 7.05% | 5.65% |
| 10Y Return (Ann) | 8.36% | 9.11% |
| Sharpe Ratio | 1.75 | 3.26 |
| Sortino Ratio | 2.58 | 4.43 |
| Omega Ratio | 1.31 | 1.59 |
| Calmar Ratio | 1.28 | 2.31 |
| Martin Ratio | 7.27 | 17.65 |
| Ulcer Index | 4.88% | 2.58% |
| Daily Std Dev | 20.31% | 13.96% |
| Max Drawdown | -29.97% | -67.72% |
| Current Drawdown | -3.04% | 0.00% |
Correlation
The correlation between PSCU and UTG is 0.47, 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.
Performance
PSCU vs. UTG - Performance Comparison
In the year-to-date period, PSCU achieves a 21.08% return, which is significantly lower than UTG's 33.07% return. Over the past 10 years, PSCU has underperformed UTG with an annualized return of 8.36%, while UTG has yielded a comparatively higher 9.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PSCU vs. UTG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) and Reaves Utility Income Trust (UTG). 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.
Dividends
PSCU vs. UTG - Dividend Comparison
PSCU's dividend yield for the trailing twelve months is around 0.93%, less than UTG's 6.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCU Invesco S&P SmallCap Utilities & Communication Services ETF | 0.93% | 1.60% | 1.71% | 2.68% | 1.20% | 2.47% | 2.35% | 1.84% | 6.93% | 2.94% | 2.42% | 2.90% |
UTG Reaves Utility Income Trust | 6.81% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.54% | 9.42% | 7.29% | 5.53% | 6.85% |
Drawdowns
PSCU vs. UTG - Drawdown Comparison
The maximum PSCU drawdown since its inception was -29.97%, smaller than the maximum UTG drawdown of -67.72%. Use the drawdown chart below to compare losses from any high point for PSCU and UTG. For additional features, visit the drawdowns tool.
Volatility
PSCU vs. UTG - Volatility Comparison
Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) has a higher volatility of 7.68% compared to Reaves Utility Income Trust (UTG) at 4.44%. This indicates that PSCU's price experiences larger fluctuations and is considered to be riskier than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.