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

Correlation

The correlation between UTG and XLU is 0.57, 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.


-0.50.00.51.00.6

Performance

UTG vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reaves Utility Income Trust (UTG) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
752.82%
560.30%
UTG
XLU

Key characteristics

Sharpe Ratio

UTG:

1.91

XLU:

1.65

Sortino Ratio

UTG:

2.46

XLU:

2.26

Omega Ratio

UTG:

1.34

XLU:

1.28

Calmar Ratio

UTG:

1.70

XLU:

1.31

Martin Ratio

UTG:

9.45

XLU:

7.52

Ulcer Index

UTG:

2.86%

XLU:

3.40%

Daily Std Dev

UTG:

14.13%

XLU:

15.48%

Max Drawdown

UTG:

-67.51%

XLU:

-52.27%

Current Drawdown

UTG:

-10.17%

XLU:

-7.84%

Returns By Period

In the year-to-date period, UTG achieves a 25.57% return, which is significantly higher than XLU's 23.49% return. Both investments have delivered pretty close results over the past 10 years, with UTG having a 7.93% annualized return and XLU not far ahead at 8.18%.


UTG

YTD

25.57%

1M

-8.60%

6M

17.81%

1Y

28.48%

5Y*

4.15%

10Y*

7.93%

XLU

YTD

23.49%

1M

-6.67%

6M

11.79%

1Y

24.90%

5Y*

6.81%

10Y*

8.18%

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Risk-Adjusted Performance

UTG vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Utilities Select Sector SPDR Fund (XLU). 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-4.00-2.000.002.001.911.65
The chart of Sortino ratio for UTG, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.002.462.26
The chart of Omega ratio for UTG, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.28
The chart of Calmar ratio for UTG, currently valued at 1.70, compared to the broader market0.002.004.006.001.701.31
The chart of Martin ratio for UTG, currently valued at 9.45, compared to the broader market-5.000.005.0010.0015.0020.0025.009.457.52
UTG
XLU

The current UTG Sharpe Ratio is 1.91, which is comparable to the XLU Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of UTG and XLU, 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
1.65
UTG
XLU

Dividends

UTG vs. XLU - Dividend Comparison

UTG's dividend yield for the trailing twelve months is around 7.30%, more than XLU's 2.11% 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%
XLU
Utilities Select Sector SPDR Fund
2.11%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%3.86%

Drawdowns

UTG vs. XLU - Drawdown Comparison

The maximum UTG drawdown since its inception was -67.51%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for UTG and XLU. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.17%
-7.84%
UTG
XLU

Volatility

UTG vs. XLU - Volatility Comparison

Reaves Utility Income Trust (UTG) has a higher volatility of 6.52% compared to Utilities Select Sector SPDR Fund (XLU) at 4.96%. This indicates that UTG's price experiences larger fluctuations and is considered to be riskier than XLU 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%
4.96%
UTG
XLU
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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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