IDU vs. FIUIX
IDU (iShares U.S. Utilities ETF) and FIUIX (Fidelity Telecom and Utilities Fund) are both Utilities Equities funds. Over the past 10 years, IDU returned 8.80%/yr vs 9.22%/yr for FIUIX. Their correlation of 0.80 suggests significant overlap in exposure. IDU charges 0.42%/yr vs 0.60%/yr for FIUIX.
Performance
IDU vs. FIUIX - Performance Comparison
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Returns By Period
In the year-to-date period, IDU achieves a 3.25% return, which is significantly lower than FIUIX's 3.74% return. Both investments have delivered pretty close results over the past 10 years, with IDU having a 8.80% annualized return and FIUIX not far ahead at 9.22%.
IDU
- 1D
- 0.60%
- 1M
- -4.84%
- YTD
- 3.25%
- 6M
- 1.90%
- 1Y
- 9.25%
- 3Y*
- 13.84%
- 5Y*
- 9.17%
- 10Y*
- 8.80%
FIUIX
- 1D
- -1.12%
- 1M
- -6.45%
- YTD
- 3.74%
- 6M
- -4.18%
- 1Y
- 3.53%
- 3Y*
- 15.68%
- 5Y*
- 9.87%
- 10Y*
- 9.22%
IDU vs. FIUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 3.25% | 15.23% | 23.23% | -5.02% | 0.17% | 16.96% | -1.07% | 24.21% | 3.93% | 11.94% |
FIUIX Fidelity Telecom and Utilities Fund | 3.74% | 4.91% | 30.29% | 3.37% | 5.00% | 7.18% | 2.08% | 22.09% | 3.33% | 11.98% |
Correlation
The correlation between IDU and FIUIX is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2000 | 0.80 |
The correlation between IDU and FIUIX shifts across timeframes, from 0.80 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDU vs. FIUIX — Risk / Return Rank
IDU
FIUIX
IDU vs. FIUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and Fidelity Telecom and Utilities Fund (FIUIX). 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.
| IDU | FIUIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.04 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.15 | +0.86 |
| Martin ratioReturn relative to average drawdown | 2.38 | 0.39 | +1.99 |
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
| IDU | FIUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.14 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.62 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.54 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.57 | -0.15 |
Drawdowns
IDU vs. FIUIX - Drawdown Comparison
The maximum IDU drawdown since its inception was -53.88%, smaller than the maximum FIUIX drawdown of -66.48%. Use the drawdown chart below to compare losses from any high point for IDU and FIUIX.
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Drawdown Indicators
| IDU | FIUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -66.48% | +12.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -13.84% | +4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -13.84% | -2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -16.64% | -7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -36.18% | -33.51% | -2.67% |
Current DrawdownCurrent decline from peak | -7.30% | -8.70% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -11.75% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 5.30% | -1.41% |
Volatility
IDU vs. FIUIX - Volatility Comparison
iShares U.S. Utilities ETF (IDU) and Fidelity Telecom and Utilities Fund (FIUIX) have volatilities of 5.11% and 5.33%, 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
| IDU | FIUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 5.33% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 13.10% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 15.47% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 15.92% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 17.16% | +1.56% |
IDU vs. FIUIX - Expense Ratio Comparison
IDU has a 0.42% expense ratio, which is lower than FIUIX's 0.60% expense ratio.
Dividends
IDU vs. FIUIX - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.23%, less than FIUIX's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIUIX Fidelity Telecom and Utilities Fund | 3.29% | 2.34% | 6.50% | 7.60% | 3.77% | 5.19% | 3.73% | 6.88% | 10.10% | 5.99% | 3.33% | 3.65% |
IDU iShares U.S. Utilities ETF | 2.23% | 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 FIUIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIUIX has higher volatility (5.33%) compared to IDU (5.11%). In terms of maximum drawdown, IDU dropped -53.88% vs FIUIX's -66.48%.
IDU currently has the higher Sharpe Ratio (0.68 vs 0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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