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UTG vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

UTG vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reaves Utility Income Trust (UTG) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
255.08%
394.81%
UTG
SCHD

Key characteristics

Sharpe Ratio

UTG:

1.91

SCHD:

1.20

Sortino Ratio

UTG:

2.46

SCHD:

1.76

Omega Ratio

UTG:

1.34

SCHD:

1.21

Calmar Ratio

UTG:

1.70

SCHD:

1.69

Martin Ratio

UTG:

9.45

SCHD:

5.86

Ulcer Index

UTG:

2.86%

SCHD:

2.30%

Daily Std Dev

UTG:

14.13%

SCHD:

11.25%

Max Drawdown

UTG:

-67.51%

SCHD:

-33.37%

Current Drawdown

UTG:

-10.17%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, UTG achieves a 25.57% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, UTG has underperformed SCHD with an annualized return of 7.93%, while SCHD has yielded a comparatively higher 10.86% annualized return.


UTG

YTD

25.57%

1M

-8.60%

6M

17.81%

1Y

28.48%

5Y*

4.15%

10Y*

7.93%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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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.


Sharpe ratio
The chart of Sharpe ratio for UTG, currently valued at 1.91, compared to the broader market-4.00-2.000.002.001.911.20
The chart of Sortino ratio for UTG, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.002.461.76
The chart of Omega ratio for UTG, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.21
The chart of Calmar ratio for UTG, currently valued at 1.70, compared to the broader market0.002.004.006.001.701.69
The chart of Martin ratio for UTG, currently valued at 9.45, compared to the broader market-5.000.005.0010.0015.0020.0025.009.455.86
UTG
SCHD

The current UTG Sharpe Ratio is 1.91, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of UTG and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.91
1.20
UTG
SCHD

Dividends

UTG vs. SCHD - Dividend Comparison

UTG's dividend yield for the trailing twelve months is around 7.30%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
UTG
Reaves Utility Income Trust
7.30%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
3.64%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.17%
-6.72%
UTG
SCHD

Volatility

UTG vs. SCHD - Volatility Comparison

Reaves Utility Income Trust (UTG) has a higher volatility of 6.52% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
3.88%
UTG
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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