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IDU vs. FXU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDU and FXU is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

IDU vs. FXU - Performance Comparison

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

220.00%230.00%240.00%250.00%260.00%NovemberDecember2025FebruaryMarchApril
244.28%
249.67%
IDU
FXU

Key characteristics

Sharpe Ratio

IDU:

1.28

FXU:

1.77

Sortino Ratio

IDU:

1.77

FXU:

2.36

Omega Ratio

IDU:

1.23

FXU:

1.33

Calmar Ratio

IDU:

2.13

FXU:

3.20

Martin Ratio

IDU:

5.51

FXU:

8.71

Ulcer Index

IDU:

3.80%

FXU:

3.32%

Daily Std Dev

IDU:

16.47%

FXU:

16.34%

Max Drawdown

IDU:

-53.88%

FXU:

-48.25%

Current Drawdown

IDU:

-3.55%

FXU:

-1.35%

Returns By Period

In the year-to-date period, IDU achieves a 5.10% return, which is significantly lower than FXU's 8.56% return. Over the past 10 years, IDU has outperformed FXU with an annualized return of 9.04%, while FXU has yielded a comparatively lower 8.41% annualized return.


IDU

YTD

5.10%

1M

0.95%

6M

0.25%

1Y

19.85%

5Y*

9.65%

10Y*

9.04%

FXU

YTD

8.56%

1M

1.42%

6M

7.87%

1Y

28.08%

5Y*

12.28%

10Y*

8.41%

*Annualized

Compare stocks, funds, or ETFs

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IDU vs. FXU - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is lower than FXU's 0.62% expense ratio.


Expense ratio chart for FXU: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXU: 0.62%
Expense ratio chart for IDU: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDU: 0.42%

Risk-Adjusted Performance

IDU vs. FXU — Risk-Adjusted Performance Rank

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

IDU
The Risk-Adjusted Performance Rank of IDU is 8787
Overall Rank
The Sharpe Ratio Rank of IDU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IDU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IDU is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IDU is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IDU is 8686
Martin Ratio Rank

FXU
The Risk-Adjusted Performance Rank of FXU is 9292
Overall Rank
The Sharpe Ratio Rank of FXU is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FXU is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FXU is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FXU is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FXU is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDU vs. FXU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and First Trust Utilities AlphaDEX Fund (FXU). 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.


The chart of Sharpe ratio for IDU, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.00
IDU: 1.28
FXU: 1.77
The chart of Sortino ratio for IDU, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.00
IDU: 1.77
FXU: 2.36
The chart of Omega ratio for IDU, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
IDU: 1.23
FXU: 1.33
The chart of Calmar ratio for IDU, currently valued at 2.13, compared to the broader market0.002.004.006.008.0010.0012.00
IDU: 2.13
FXU: 3.20
The chart of Martin ratio for IDU, currently valued at 5.51, compared to the broader market0.0020.0040.0060.00
IDU: 5.51
FXU: 8.71

The current IDU Sharpe Ratio is 1.28, which is comparable to the FXU Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of IDU and FXU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.28
1.77
IDU
FXU

Dividends

IDU vs. FXU - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.29%, less than FXU's 2.32% yield.


TTM20242023202220212020201920182017201620152014
IDU
iShares U.S. Utilities ETF
2.29%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%2.88%
FXU
First Trust Utilities AlphaDEX Fund
2.32%2.41%2.52%2.03%2.00%3.97%2.34%2.40%3.81%2.62%3.90%2.14%

Drawdowns

IDU vs. FXU - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, which is greater than FXU's maximum drawdown of -48.25%. Use the drawdown chart below to compare losses from any high point for IDU and FXU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.55%
-1.35%
IDU
FXU

Volatility

IDU vs. FXU - Volatility Comparison

iShares U.S. Utilities ETF (IDU) and First Trust Utilities AlphaDEX Fund (FXU) have volatilities of 8.68% and 8.99%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.68%
8.99%
IDU
FXU