UTG vs. XLU
Compare and contrast key facts about Reaves Utility Income Trust (UTG) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTG or XLU.
Performance
UTG vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, UTG achieves a 37.39% return, which is significantly higher than XLU's 32.32% return. Both investments have delivered pretty close results over the past 10 years, with UTG having a 9.32% annualized return and XLU not far ahead at 9.65%.
UTG
37.39%
5.87%
29.63%
42.35%
6.13%
9.32%
XLU
32.32%
0.68%
17.40%
35.27%
8.81%
9.65%
Key characteristics
| UTG | XLU | |
|---|---|---|
| Sharpe Ratio | 3.19 | 2.29 |
| Sortino Ratio | 4.22 | 3.10 |
| Omega Ratio | 1.56 | 1.39 |
| Calmar Ratio | 2.72 | 1.84 |
| Martin Ratio | 16.72 | 10.93 |
| Ulcer Index | 2.58% | 3.29% |
| Daily Std Dev | 13.51% | 15.68% |
| Max Drawdown | -67.51% | -52.27% |
| Current Drawdown | 0.00% | -0.39% |
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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.
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.
Dividends
UTG vs. XLU - Dividend Comparison
UTG's dividend yield for the trailing twelve months is around 6.63%, more than XLU's 2.70% 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% |
XLU Utilities Select Sector SPDR Fund | 2.70% | 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.
Volatility
UTG vs. XLU - Volatility Comparison
The current volatility for Reaves Utility Income Trust (UTG) is 4.49%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.65%. This indicates that UTG experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.