FRURX vs. XLU
Compare and contrast key facts about Franklin Utilities Fund Class R (FRURX) and Utilities Select Sector SPDR Fund (XLU).
FRURX is a passively managed fund by Franklin Templeton that tracks the performance of the S&P 500 Utilities Index. It was launched on Jan 2, 2002. 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. Both FRURX and XLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FRURX vs. XLU - Performance Comparison
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FRURX vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRURX Franklin Utilities Fund Class R | 9.51% | 14.28% | 26.66% | -5.22% | 1.32% | 17.55% | -2.13% | 26.68% | 2.19% | 9.34% |
XLU Utilities Select Sector SPDR Fund | 8.25% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Returns By Period
In the year-to-date period, FRURX achieves a 9.51% return, which is significantly higher than XLU's 8.25% return. Both investments have delivered pretty close results over the past 10 years, with FRURX having a 9.73% annualized return and XLU not far ahead at 9.74%.
FRURX
- 1D
- 0.70%
- 1M
- -2.99%
- YTD
- 9.51%
- 6M
- 8.20%
- 1Y
- 20.67%
- 3Y*
- 15.23%
- 5Y*
- 11.65%
- 10Y*
- 9.73%
XLU
- 1D
- -0.07%
- 1M
- -3.18%
- YTD
- 8.25%
- 6M
- 6.77%
- 1Y
- 19.71%
- 3Y*
- 14.12%
- 5Y*
- 10.80%
- 10Y*
- 9.74%
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FRURX vs. XLU - Expense Ratio Comparison
FRURX has a 1.07% expense ratio, which is higher than XLU's 0.13% expense ratio.
Return for Risk
FRURX vs. XLU — Risk / Return Rank
FRURX
XLU
FRURX vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Utilities Fund Class R (FRURX) 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.
| FRURX | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.25 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.71 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.29 | +0.48 |
Martin ratioReturn relative to average drawdown | 7.61 | 5.51 | +2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRURX | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.25 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.63 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.51 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.41 | +0.11 |
Correlation
The correlation between FRURX and XLU is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FRURX vs. XLU - Dividend Comparison
FRURX's dividend yield for the trailing twelve months is around 7.23%, more than XLU's 2.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRURX Franklin Utilities Fund Class R | 7.23% | 7.48% | 8.37% | 6.12% | 3.39% | 4.66% | 9.54% | 3.90% | 5.49% | 3.30% | 2.43% | 5.78% |
XLU Utilities Select Sector SPDR Fund | 2.59% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
FRURX vs. XLU - Drawdown Comparison
The maximum FRURX drawdown since its inception was -43.83%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for FRURX and XLU.
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Drawdown Indicators
| FRURX | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -51.98% | +8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -9.18% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -25.26% | +2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -36.56% | -36.07% | -0.49% |
Current DrawdownCurrent decline from peak | -2.99% | -3.18% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -10.26% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.82% | -0.83% |
Volatility
FRURX vs. XLU - Volatility Comparison
Franklin Utilities Fund Class R (FRURX) and Utilities Select Sector SPDR Fund (XLU) have volatilities of 5.14% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRURX | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.09% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 10.35% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 15.82% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 17.18% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.77% | 19.21% | -0.44% |