IDU vs. FSUTX
IDU (iShares U.S. Utilities ETF) and FSUTX (Fidelity Select Utilities Portfolio) are both Utilities Equities funds. Over the past 10 years, IDU returned 8.80%/yr vs 11.40%/yr for FSUTX. Their correlation of 0.86 suggests significant overlap in exposure. IDU charges 0.42%/yr vs 0.74%/yr for FSUTX.
Performance
IDU vs. FSUTX - 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 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%
IDU vs. FSUTX - 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% |
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
IDU
FSUTX
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.
| IDU | FSUTX | Difference | |
|---|---|---|---|
| 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 |
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 | FSUTX | Difference | |
|---|---|---|---|
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
| IDU | FSUTX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.30% | -7.20% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -11.26% | -0.12% |
Ulcer IndexDepth 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
| IDU | FSUTX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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