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BILT vs. FUTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILT vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Infrastructure Active ETF (BILT) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BILT achieves a 12.98% return, which is significantly higher than FUTY's 6.00% return.


BILT

1D
0.41%
1M
-1.21%
YTD
12.98%
6M
13.89%
1Y
3Y*
5Y*
10Y*

FUTY

1D
0.43%
1M
-0.81%
YTD
6.00%
6M
6.35%
1Y
14.54%
3Y*
14.58%
5Y*
10.21%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILT vs. FUTY - Yearly Performance Comparison


Correlation

The correlation between BILT and FUTY is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 31, 2025

0.73

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Return for Risk

BILT vs. FUTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BILT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FUTY
FUTY Risk / Return Rank: 2828
Overall Rank
FUTY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 2727
Sortino Ratio Rank
FUTY Omega Ratio Rank: 2727
Omega Ratio Rank
FUTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
FUTY Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BILT vs. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Infrastructure Active ETF (BILT) and Fidelity MSCI Utilities Index ETF (FUTY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BILTFUTYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.63

Martin ratioReturn relative to average drawdown

3.49

BILT vs. FUTY - Sharpe Ratio Comparison


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Drawdowns

BILT vs. FUTY - Drawdown Comparison

The maximum BILT drawdown since its inception was -5.38%, smaller than the maximum FUTY drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for BILT and FUTY.


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Drawdown Indicators


BILTFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-5.38%

-36.44%

+31.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

Max Drawdown (3Y)

Largest decline over 3 years

-17.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.44%

Current Drawdown

Current decline from peak

-1.85%

-4.73%

+2.88%

Average Drawdown

Average peak-to-trough decline

-1.44%

-6.03%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

Volatility

BILT vs. FUTY - Volatility Comparison


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Volatility by Period


BILTFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

Volatility (1Y)

Calculated over the trailing 1-year period

10.29%

14.47%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.29%

17.06%

-6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.29%

19.08%

-8.79%

BILT vs. FUTY - Expense Ratio Comparison

BILT has a 0.60% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Dividends

BILT vs. FUTY - Dividend Comparison

BILT's dividend yield for the trailing twelve months is around 5.77%, more than FUTY's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
BILT
iShares Infrastructure Active ETF
5.77%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.62%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Frequently Asked Questions


BILT and FUTY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUTY is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUTY is cheaper with a 0.08% expense ratio, compared with 0.60% for BILT.

BILT has the higher dividend yield at 5.77%, compared with 2.62% for FUTY.

They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.60% for BILT and 0.08% for FUTY.

Portfolio Optimizer

Find the right allocation for BILT and FUTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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