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

Correlation

The correlation between IDU and IVV is 0.52, 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.


-0.50.00.51.00.5

Performance

IDU vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Utilities ETF (IDU) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

440.00%460.00%480.00%500.00%520.00%540.00%560.00%JulyAugustSeptemberOctoberNovemberDecember
506.86%
531.73%
IDU
IVV

Key characteristics

Sharpe Ratio

IDU:

1.81

IVV:

2.25

Sortino Ratio

IDU:

2.48

IVV:

2.98

Omega Ratio

IDU:

1.31

IVV:

1.42

Calmar Ratio

IDU:

1.49

IVV:

3.32

Martin Ratio

IDU:

9.10

IVV:

14.68

Ulcer Index

IDU:

2.83%

IVV:

1.90%

Daily Std Dev

IDU:

14.23%

IVV:

12.43%

Max Drawdown

IDU:

-53.88%

IVV:

-55.25%

Current Drawdown

IDU:

-8.03%

IVV:

-2.52%

Returns By Period

In the year-to-date period, IDU achieves a 23.50% return, which is significantly lower than IVV's 25.92% return. Over the past 10 years, IDU has underperformed IVV with an annualized return of 8.13%, while IVV has yielded a comparatively higher 13.05% annualized return.


IDU

YTD

23.50%

1M

-5.10%

6M

10.44%

1Y

25.41%

5Y*

6.33%

10Y*

8.13%

IVV

YTD

25.92%

1M

0.33%

6M

9.27%

1Y

26.64%

5Y*

14.77%

10Y*

13.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IDU vs. IVV - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is higher than IVV's 0.03% expense ratio.


IDU
iShares U.S. Utilities ETF
Expense ratio chart for IDU: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IDU vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and iShares Core S&P 500 ETF (IVV). 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.


Sharpe ratio
The chart of Sharpe ratio for IDU, currently valued at 1.81, compared to the broader market0.002.004.001.812.25
The chart of Sortino ratio for IDU, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.002.482.98
The chart of Omega ratio for IDU, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.42
The chart of Calmar ratio for IDU, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.493.32
The chart of Martin ratio for IDU, currently valued at 9.10, compared to the broader market0.0020.0040.0060.0080.00100.009.1014.68
IDU
IVV

The current IDU Sharpe Ratio is 1.81, which is comparable to the IVV Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IDU and IVV, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.81
2.25
IDU
IVV

Dividends

IDU vs. IVV - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.28%, more than IVV's 1.29% yield.


TTM20232022202120202019201820172016201520142013
IDU
iShares U.S. Utilities ETF
2.28%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%2.88%3.36%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

IDU vs. IVV - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IDU and IVV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.03%
-2.52%
IDU
IVV

Volatility

IDU vs. IVV - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 4.71% compared to iShares Core S&P 500 ETF (IVV) at 3.75%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.71%
3.75%
IDU
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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