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UTG vs. SPHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTG vs. SPHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reaves Utility Income Trust (UTG) and SPDR Portfolio High Yield Bond ETF (SPHY). The values are adjusted to include any dividend payments, if applicable.

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UTG vs. SPHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTG
Reaves Utility Income Trust
9.79%23.24%28.10%2.84%-13.38%14.26%-5.25%33.65%1.84%6.74%
SPHY
SPDR Portfolio High Yield Bond ETF
-0.07%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%

Returns By Period

In the year-to-date period, UTG achieves a 9.79% return, which is significantly higher than SPHY's -0.07% return. Over the past 10 years, UTG has outperformed SPHY with an annualized return of 10.48%, while SPHY has yielded a comparatively lower 5.32% annualized return.


UTG

1D
1.25%
1M
-4.85%
YTD
9.79%
6M
3.19%
1Y
29.33%
3Y*
20.55%
5Y*
11.40%
10Y*
10.48%

SPHY

1D
0.25%
1M
-0.69%
YTD
-0.07%
6M
1.01%
1Y
7.16%
3Y*
8.49%
5Y*
4.36%
10Y*
5.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UTG vs. SPHY — Risk / Return Rank

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

UTG
UTG Risk / Return Rank: 8080
Overall Rank
UTG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 7575
Sortino Ratio Rank
UTG Omega Ratio Rank: 8181
Omega Ratio Rank
UTG Calmar Ratio Rank: 8282
Calmar Ratio Rank
UTG Martin Ratio Rank: 7878
Martin Ratio Rank

SPHY
SPHY Risk / Return Rank: 7575
Overall Rank
SPHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPHY Omega Ratio Rank: 7979
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPHY Martin Ratio Rank: 8282
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.

UTG vs. SPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and SPDR Portfolio High Yield Bond ETF (SPHY). 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.


UTGSPHYDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.31

+0.25

Sortino ratio

Return per unit of downside risk

1.87

1.94

-0.07

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.52

1.81

+0.71

Martin ratio

Return relative to average drawdown

5.60

9.48

-3.88

UTG vs. SPHY - Sharpe Ratio Comparison

The current UTG Sharpe Ratio is 1.55, which is comparable to the SPHY Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of UTG and SPHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UTGSPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.31

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.61

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.67

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.63

-0.15

Correlation

The correlation between UTG and SPHY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UTG vs. SPHY - Dividend Comparison

UTG's dividend yield for the trailing twelve months is around 5.96%, less than SPHY's 7.37% yield.


TTM20252024202320222021202020192018201720162015
UTG
Reaves Utility Income Trust
5.96%6.42%7.19%8.53%8.07%6.35%6.59%5.69%6.86%6.21%9.02%6.86%
SPHY
SPDR Portfolio High Yield Bond ETF
7.37%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Drawdowns

UTG vs. SPHY - Drawdown Comparison

The maximum UTG drawdown since its inception was -67.77%, which is greater than SPHY's maximum drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for UTG and SPHY.


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Drawdown Indicators


UTGSPHYDifference

Max Drawdown

Largest peak-to-trough decline

-67.77%

-21.97%

-45.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-4.07%

-7.94%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

-15.29%

-11.25%

Max Drawdown (10Y)

Largest decline over 10 years

-47.91%

-21.97%

-25.94%

Current Drawdown

Current decline from peak

-4.85%

-1.06%

-3.79%

Average Drawdown

Average peak-to-trough decline

-8.79%

-2.32%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

0.78%

+4.63%

Volatility

UTG vs. SPHY - Volatility Comparison

Reaves Utility Income Trust (UTG) has a higher volatility of 6.36% compared to SPDR Portfolio High Yield Bond ETF (SPHY) at 2.23%. This indicates that UTG's price experiences larger fluctuations and is considered to be riskier than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTGSPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

2.23%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

2.88%

+10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

5.50%

+13.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

7.16%

+9.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

7.97%

+13.57%