UTG vs. SCHD
Compare and contrast key facts about Reaves Utility Income Trust (UTG) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTG or SCHD.
Performance
UTG vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, UTG achieves a 37.39% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, UTG has underperformed SCHD with an annualized return of 9.32%, while SCHD has yielded a comparatively higher 11.54% annualized return.
UTG
37.39%
5.87%
29.63%
42.35%
6.13%
9.32%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| UTG | SCHD | |
|---|---|---|
| Sharpe Ratio | 3.19 | 2.40 |
| Sortino Ratio | 4.22 | 3.44 |
| Omega Ratio | 1.56 | 1.42 |
| Calmar Ratio | 2.72 | 3.63 |
| Martin Ratio | 16.72 | 12.99 |
| Ulcer Index | 2.58% | 2.05% |
| Daily Std Dev | 13.51% | 11.09% |
| Max Drawdown | -67.51% | -33.37% |
| Current Drawdown | 0.00% | -0.62% |
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Correlation
The correlation between UTG and SCHD is 0.50, 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.
Risk-Adjusted Performance
UTG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Schwab US Dividend Equity ETF (SCHD). 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
UTG vs. SCHD - Dividend Comparison
UTG's dividend yield for the trailing twelve months is around 6.63%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTG Reaves Utility Income Trust | 6.63% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.54% | 9.42% | 7.29% | 5.53% | 6.85% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
UTG vs. SCHD - Drawdown Comparison
The maximum UTG drawdown since its inception was -67.51%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for UTG and SCHD. For additional features, visit the drawdowns tool.
Volatility
UTG vs. SCHD - Volatility Comparison
Reaves Utility Income Trust (UTG) has a higher volatility of 4.49% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that UTG's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.