I would guess that any UTV that uses a belt drive and has a shift with Neutral would be fine to tow behind, however there are models that automatically engage a brake when you let off the accellerator so you never have to put them in park. You would want to make sure that whatever model UTV it is is capable of being placed in neutral and that it can "free wheel" or move freely in that state.
A bigger thing to consider is unlike cars most UTV's don't lock the steering wheel when the key is off, so if I was going to tow one with a tow bar I would be worried about the front wheels getting sideways and getting damaged as a result.
Alternately you could just buy a small trailer that's the right size for the UTV and tow that with the UTV on it. Xfaxman has pics doing that with is Polaris Ranger. He tows it on a trailer behind his Toolcat to where he's working then offloads it to use and then loads it back up when he goes back.