You can edit the source of the world clock widget to add UTC:
cd /Library/Widgets
sudo vi WorldClock.js
Since Mac OS El Capitan, the file is now found here:
cd /Library/Widgets/World Clock.wdgt/
sudo vi WorldClock.js
Then, in the Europe section, add the line:
{city:'UTC', offset:0, timezone:'UTC', id:"2647937"},
The "city" will become the display name of the clock widget; it can be whatever you like.
You may need to remove and recreate any existing clocks in your dashboard for UTC to show up in the list. Since Mac OS Mojave, you will need to kill the DashboardClient process to see the new option (it will restart on its own):
killall DashboardClient