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IDU vs. FSUTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDU vs. FSUTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Utilities ETF (IDU) and Fidelity Select Utilities Portfolio (FSUTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDU achieves a 3.25% return, which is significantly lower than FSUTX's 3.83% return. Over the past 10 years, IDU has underperformed FSUTX with an annualized return of 8.80%, while FSUTX has yielded a comparatively higher 11.40% annualized return.


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%

FSUTX

1D
-0.51%
1M
-6.75%
YTD
3.83%
6M
1.47%
1Y
14.27%
3Y*
17.35%
5Y*
12.88%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. FSUTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FSUTX
Fidelity Select Utilities Portfolio
3.83%16.19%28.76%-1.12%5.20%17.64%0.75%22.68%8.41%17.94%

Correlation

The correlation between IDU and FSUTX is 0.92, 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

0.92

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

0.95

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2000

0.86

The correlation between IDU and FSUTX shifts across timeframes, from 0.86 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDU vs. FSUTX — Risk / Return Rank

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

IDU
IDU Risk / Return Rank: 2121
Overall Rank
IDU Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2020
Sortino Ratio Rank
IDU Omega Ratio Rank: 2020
Omega Ratio Rank
IDU Calmar Ratio Rank: 2323
Calmar Ratio Rank
IDU Martin Ratio Rank: 2020
Martin Ratio Rank

FSUTX
FSUTX Risk / Return Rank: 1111
Overall Rank
FSUTX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FSUTX Sortino Ratio Rank: 99
Sortino Ratio Rank
FSUTX Omega Ratio Rank: 99
Omega Ratio Rank
FSUTX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSUTX Martin Ratio Rank: 1111
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.

IDU vs. FSUTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and Fidelity Select Utilities Portfolio (FSUTX). 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.


IDUFSUTXDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

1.01

1.36

-0.35

Martin ratioReturn relative to average drawdown

2.38

3.18

-0.80

IDU vs. FSUTX - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is comparable to the FSUTX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IDU and FSUTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDUFSUTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.77

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.74

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.59

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.67

-0.25

Drawdowns

IDU vs. FSUTX - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, smaller than the maximum FSUTX drawdown of -66.73%. Use the drawdown chart below to compare losses from any high point for IDU and FSUTX.


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Drawdown Indicators


IDUFSUTXDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-66.73%

+12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-9.21%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-15.20%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-20.15%

-3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-36.18%

-37.61%

+1.43%

Current Drawdown

Current decline from peak

-7.30%

-7.20%

-0.10%

Average Drawdown

Average peak-to-trough decline

-11.38%

-11.26%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

3.96%

-0.07%

Volatility

IDU vs. FSUTX - Volatility Comparison

The current volatility for iShares U.S. Utilities ETF (IDU) is 5.11%, while Fidelity Select Utilities Portfolio (FSUTX) has a volatility of 6.02%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than FSUTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDUFSUTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

6.02%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

13.02%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

16.30%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

17.40%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

19.39%

-0.67%

IDU vs. FSUTX - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is lower than FSUTX's 0.74% expense ratio.


Dividends

IDU vs. FSUTX - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.23%, less than FSUTX's 5.06% yield.


PositionTTM20252024202320222021202020192018201720162015
FSUTX
Fidelity Select Utilities Portfolio
5.06%6.61%6.50%3.52%4.67%2.68%4.86%2.29%8.37%5.61%2.51%4.47%
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


With a correlation of 0.92, IDU and FSUTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FSUTX has higher volatility (6.02%) compared to IDU (5.11%). In terms of maximum drawdown, IDU dropped -53.88% vs FSUTX's -66.73%.

FSUTX currently has the higher Sharpe Ratio (0.77 vs 0.68), 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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