IDU vs. FXU
Compare and contrast key facts about iShares U.S. Utilities ETF (IDU) and First Trust Utilities AlphaDEX Fund (FXU).
IDU and FXU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDU is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Utilities Index. It was launched on Jun 20, 2000. FXU is a passively managed fund by First Trust that tracks the performance of the StrataQuant Utilities Index. It was launched on May 8, 2007. Both IDU and FXU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IDU vs. FXU - Performance Comparison
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IDU vs. FXU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 8.18% | 15.23% | 23.23% | -5.02% | 0.17% | 16.96% | -1.07% | 24.21% | 3.93% | 11.94% |
FXU First Trust Utilities AlphaDEX Fund | 11.27% | 21.86% | 22.50% | -2.12% | 3.68% | 17.67% | 1.53% | 11.67% | 5.43% | 0.98% |
Returns By Period
In the year-to-date period, IDU achieves a 8.18% return, which is significantly lower than FXU's 11.27% return. Both investments have delivered pretty close results over the past 10 years, with IDU having a 9.39% annualized return and FXU not far ahead at 9.62%.
IDU
- 1D
- 0.43%
- 1M
- -2.28%
- YTD
- 8.18%
- 6M
- 5.59%
- 1Y
- 17.21%
- 3Y*
- 14.43%
- 5Y*
- 10.64%
- 10Y*
- 9.39%
FXU
- 1D
- 0.52%
- 1M
- -1.21%
- YTD
- 11.27%
- 6M
- 10.34%
- 1Y
- 23.84%
- 3Y*
- 17.86%
- 5Y*
- 13.51%
- 10Y*
- 9.62%
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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.
Return for Risk
IDU vs. FXU — Risk / Return Rank
IDU
FXU
IDU vs. FXU - Risk-Adjusted Trends 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.
| IDU | FXU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.60 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.11 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.85 | -0.77 |
Martin ratioReturn relative to average drawdown | 4.99 | 9.41 | -4.42 |
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 | FXU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.60 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.82 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.43 | 0.00 |
Correlation
The correlation between IDU and FXU is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IDU vs. FXU - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.13%, more than FXU's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.13% | 2.23% | 2.29% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% |
FXU First Trust Utilities AlphaDEX Fund | 2.10% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
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 -49.00%. Use the drawdown chart below to compare losses from any high point for IDU and FXU.
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Drawdown Indicators
| IDU | FXU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -49.00% | -4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -8.57% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -21.87% | -2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -36.18% | -34.81% | -1.37% |
Current DrawdownCurrent decline from peak | -2.88% | -1.80% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -7.66% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.60% | +0.93% |
Volatility
IDU vs. FXU - Volatility Comparison
iShares U.S. Utilities ETF (IDU) has a higher volatility of 4.77% compared to First Trust Utilities AlphaDEX Fund (FXU) at 4.53%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than FXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDU | FXU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.53% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 9.08% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 14.98% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 16.49% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 18.29% | +0.39% |