Utility sector (XLU) has lagged drastically year to date, compared with general stock market index such as S&P 500 (SPY): Performance Comparison (as of 3/28/2012) Portfolio/Fund Name YTD Return 1Yr AR 1Yr Sharpe 3Yr AR 3Yr Sharpe 5Yr AR 5Yr Sharpe SPY 12% 9% 44% 24% 108% 2% 4% XLU -3.5% 12% 81% 15% 86% [...]