UTG vs. VPU
Compare and contrast key facts about Reaves Utility Income Trust (UTG) and Vanguard Utilities ETF (VPU).
VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTG or VPU.
Key characteristics
| UTG | VPU | |
|---|---|---|
| YTD Return | 18.09% | 22.16% |
| 1Y Return | 24.23% | 25.58% |
| 3Y Return (Ann) | 1.49% | 6.25% |
| 5Y Return (Ann) | 3.32% | 6.65% |
| 10Y Return (Ann) | 8.42% | 9.11% |
| Sharpe Ratio | 1.61 | 1.48 |
| Daily Std Dev | 15.06% | 16.95% |
| Max Drawdown | -67.72% | -46.31% |
| Current Drawdown | 0.00% | -0.21% |
Correlation
The correlation between UTG and VPU is 0.59, 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
UTG vs. VPU - Performance Comparison
In the year-to-date period, UTG achieves a 18.09% return, which is significantly lower than VPU's 22.16% return. Over the past 10 years, UTG has underperformed VPU with an annualized return of 8.42%, while VPU 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
UTG vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Vanguard Utilities ETF (VPU). 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. VPU - Dividend Comparison
UTG's dividend yield for the trailing twelve months is around 7.58%, more than VPU's 2.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTG Reaves Utility Income Trust | 7.58% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.54% | 9.42% | 7.14% | 5.36% | 6.67% |
VPU Vanguard Utilities ETF | 2.95% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
UTG vs. VPU - Drawdown Comparison
The maximum UTG drawdown since its inception was -67.72%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for UTG and VPU. For additional features, visit the drawdowns tool.
Volatility
UTG vs. VPU - Volatility Comparison
Reaves Utility Income Trust (UTG) has a higher volatility of 3.77% compared to Vanguard Utilities ETF (VPU) at 3.36%. This indicates that UTG's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.