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IDU vs. ECLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDU vs. ECLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Utilities ETF (IDU) and First Trust EIP Carbon Impact ETF (ECLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IDU

1D
-0.72%
1M
2.71%
6M
5.45%
YTD
7.14%
1Y
11.63%
3Y*
14.77%
5Y*
9.59%
10Y*
8.72%

ECLN

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. ECLN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IDU
iShares U.S. Utilities ETF
7.14%15.23%23.23%-5.02%0.17%16.96%-1.07%5.60%
ECLN
First Trust EIP Carbon Impact ETF
12.96%16.78%22.60%-3.36%5.28%12.26%8.98%5.66%

Correlation

The correlation between IDU and ECLN is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2019

0.87

The correlation between IDU and ECLN has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

IDU vs. ECLN - Sectors Allocation Comparison


Sectors
IDU
ECLN

Utilities

91.1%
76.4%

Industrials

8.4%
6.8%

Energy

0.5%
16.3%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Technology

-

0.5%

Utilities

IDU
91.1%
ECLN
76.4%

Industrials

IDU
8.4%
ECLN
6.8%

Energy

IDU
0.5%
ECLN
16.3%

Basic Materials

IDU

-

ECLN

-

Communication Services

IDU

-

ECLN

-

Consumer Cyclical

IDU

-

ECLN

-

Consumer Defensive

IDU

-

ECLN

-

Financial Services

IDU

-

ECLN

-

Healthcare

IDU

-

ECLN

-

Real Estate

IDU

-

ECLN

-

Technology

IDU

-

ECLN
0.5%

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Return for Risk

IDU vs. ECLN — Risk / Return Rank

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

IDU
IDU Risk / Return Rank: 2727
Overall Rank
IDU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2626
Sortino Ratio Rank
IDU Omega Ratio Rank: 2525
Omega Ratio Rank
IDU Calmar Ratio Rank: 3131
Calmar Ratio Rank
IDU Martin Ratio Rank: 2727
Martin Ratio Rank

ECLN

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

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.

IDU vs. ECLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and First Trust EIP Carbon Impact ETF (ECLN). 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.


IDUECLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.28

Martin ratioReturn relative to average drawdown

2.76

IDU vs. ECLN - Sharpe Ratio Comparison


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Drawdowns

IDU vs. ECLN - Drawdown Comparison


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Drawdown Indicators


IDUECLNDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.18%

Current Drawdown

Current decline from peak

-3.82%

Average Drawdown

Average peak-to-trough decline

-11.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

Volatility

IDU vs. ECLN - Volatility Comparison


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Volatility by Period


IDUECLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

IDU vs. ECLN - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is lower than ECLN's 0.97% expense ratio.


Dividends

IDU vs. ECLN - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.19%, while ECLN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ECLN
First Trust EIP Carbon Impact ETF
1.43%1.97%2.52%2.54%1.72%1.66%1.68%0.71%0.00%0.00%0.00%0.00%
IDU
iShares U.S. Utilities ETF
2.19%2.23%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%

Frequently Asked Questions


IDU and ECLN have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDU is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDU is cheaper with a 0.42% expense ratio, compared with 0.97% for ECLN.

IDU has the higher dividend yield at 2.19%, compared with 1.43% for ECLN.

They also come from different issuers: iShares and First Trust. Their fees differ too: 0.42% for IDU and 0.97% for ECLN.

Portfolio Optimizer

Find the right allocation for IDU and ECLN

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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