UTF vs. SPHD
Compare and contrast key facts about Cohen & Steers Infrastructure Fund, Inc (UTF) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTF or SPHD.
Key characteristics
| UTF | SPHD | |
|---|---|---|
| YTD Return | 25.78% | 21.84% |
| 1Y Return | 29.12% | 32.19% |
| 3Y Return (Ann) | 2.93% | 8.94% |
| 5Y Return (Ann) | 6.57% | 7.46% |
| 10Y Return (Ann) | 9.23% | 8.83% |
| Sharpe Ratio | 2.06 | 3.13 |
| Sortino Ratio | 3.07 | 4.52 |
| Omega Ratio | 1.36 | 1.59 |
| Calmar Ratio | 1.64 | 2.45 |
| Martin Ratio | 12.52 | 22.33 |
| Ulcer Index | 2.64% | 1.61% |
| Daily Std Dev | 16.00% | 11.49% |
| Max Drawdown | -72.62% | -41.39% |
| Current Drawdown | -4.16% | -1.58% |
Correlation
The correlation between UTF and SPHD is 0.56, 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
UTF vs. SPHD - Performance Comparison
In the year-to-date period, UTF achieves a 25.78% return, which is significantly higher than SPHD's 21.84% return. Both investments have delivered pretty close results over the past 10 years, with UTF having a 9.23% annualized return and SPHD not far behind at 8.83%. 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
UTF vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Fund, Inc (UTF) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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
UTF vs. SPHD - Dividend Comparison
UTF's dividend yield for the trailing twelve months is around 7.48%, more than SPHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTF Cohen & Steers Infrastructure Fund, Inc | 7.48% | 8.76% | 7.75% | 6.53% | 7.20% | 7.10% | 10.12% | 7.37% | 10.51% | 8.39% | 6.51% | 6.99% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.40% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
UTF vs. SPHD - Drawdown Comparison
The maximum UTF drawdown since its inception was -72.62%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for UTF and SPHD. For additional features, visit the drawdowns tool.
Volatility
UTF vs. SPHD - Volatility Comparison
Cohen & Steers Infrastructure Fund, Inc (UTF) has a higher volatility of 3.61% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.75%. This indicates that UTF's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.