IDU vs. IYC

Last updated Jun 14, 2026

IDU (iShares U.S. Utilities ETF) and IYC (iShares U.S. Consumer Discretionary ETF) are both exchange-traded funds - IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while IYC is a Consumer Discretionary Equities fund tracking the Dow Jones U.S. Consumer Services Index. Both are passively managed. Over the past 10 years, IDU returned 8.77%/yr vs 11.83%/yr for IYC. At a 0.42 correlation, their price movements are largely independent. IDU charges 0.42%/yr vs 0.38%/yr for IYC.

Performance

IDU vs. IYC - Performance Comparison

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

Returns By Period

In the year-to-date period, IDU achieves a 4.44% return, which is significantly higher than IYC's -1.40% return. Over the past 10 years, IDU has underperformed IYC with an annualized return of 8.77%, while IYC has yielded a comparatively higher 11.83% annualized return.

IDU

• 1D: 1.08%
• 1M: -0.74%
• YTD: 4.44%
• 6M: 4.87%
• 1Y: 10.11%
• 3Y*: 13.84%
• 5Y*: 9.15%
• 10Y*: 8.77%

IYC

• 1D: 0.16%
• 1M: -0.02%
• YTD: -1.40%
• 6M: -2.54%
• 1Y: 6.51%
• 3Y*: 14.17%
• 5Y*: 6.41%
• 10Y*: 11.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. IYC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDU iShares U.S. Utilities ETF	4.44%	15.23%	23.23%	-5.02%	0.17%	16.96%	-1.07%	24.21%	3.93%	11.94%
IYC iShares U.S. Consumer Discretionary ETF	-1.40%	7.85%	27.54%	34.03%	-31.78%	19.65%	24.58%	27.36%	1.76%	19.87%

Correlation

The correlation between IDU and IYC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Jun 28, 2000	0.42

Over the past year, the correlation between IDU and IYC has dropped to 0.19 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

IDU vs. IYC - Sectors Allocation Comparison

Sectors	IDU	IYC
Utilities	91.1%	-
Industrials	8.4%	3.5%
Energy	0.5%	0.1%
Basic Materials	-	-
Communication Services	-	13.6%
Consumer Cyclical	-	67.4%
Consumer Defensive	-	11.4%
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Technology	-	3.7%

Return for Risk

IDU vs. IYC — Risk / Return Rank

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

IDU

IDU Risk / Return Rank: 22
IDU Sharpe Ratio Rank: 22
IDU Sortino Ratio Rank: 21
IDU Omega Ratio Rank: 21
IDU Calmar Ratio Rank: 25
IDU Martin Ratio Rank: 22

IYC

IYC Risk / Return Rank: 15
IYC Sharpe Ratio Rank: 16
IYC Sortino Ratio Rank: 15
IYC Omega Ratio Rank: 14
IYC Calmar Ratio Rank: 15
IYC Martin Ratio Rank: 16

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. IYC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and iShares U.S. Consumer Discretionary ETF (IYC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IDU	IYC	Difference
Sharpe ratio: Return per unit of total volatility	0.68	0.36	+0.32
Sortino ratio: Return per unit of downside risk	1.01	0.62	+0.39
Omega ratio: Gain probability vs. loss probability	1.13	1.07	+0.06
Calmar ratio: Return relative to maximum drawdown	1.04	0.44	+0.60
Martin ratio: Return relative to average drawdown	2.35	1.28	+1.07

IDU vs. IYC - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is higher than the IYC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IDU and IYC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDU vs. IYC - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, roughly equal to the maximum IYC drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for IDU and IYC.

Drawdown Indicators

	IDU	IYC	Difference
Max Drawdown Largest peak-to-trough decline	-53.88%	-53.10%	-0.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.15%	-11.97%	+2.82%
Max Drawdown (3Y) Largest decline over 3 years	-16.74%	-21.62%	+4.88%
Max Drawdown (5Y) Largest decline over 5 years	-24.11%	-35.90%	+11.79%
Max Drawdown (10Y) Largest decline over 10 years	-36.18%	-35.90%	-0.28%
Current Drawdown Current decline from peak	-6.24%	-5.12%	-1.12%
Average Drawdown Average peak-to-trough decline	-11.38%	-9.95%	-1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	4.08%	-0.04%

Volatility

IDU vs. IYC - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.25% compared to iShares U.S. Consumer Discretionary ETF (IYC) at 4.33%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than IYC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDU	IYC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	4.33%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	11.13%	10.74%	+0.39%
Volatility (1Y) Calculated over the trailing 1-year period	13.93%	14.44%	-0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.52%	20.74%	-4.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.73%	19.90%	-1.17%

IDU vs. IYC - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is higher than IYC's 0.38% expense ratio.

Dividends

IDU vs. IYC - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.20%, more than IYC's 0.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDU iShares U.S. Utilities ETF	2.20%	2.23%	2.29%	2.79%	2.39%	2.39%	2.94%	2.71%	2.80%	2.62%	3.18%	4.22%
IYC iShares U.S. Consumer Discretionary ETF	0.50%	0.51%	0.47%	0.68%	0.68%	0.39%	0.65%	0.89%	0.90%	0.92%	1.10%	1.03%

Frequently Asked Questions

Can I hold both IDU and IYC in my portfolio?

IDU and IYC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDU or IYC?

IDU has higher volatility (5.25%) compared to IYC (4.33%). In terms of maximum drawdown, IDU dropped -53.88% vs IYC's -53.10%.

Which ETF is better, IDU or IYC?

On 10-year performance, IYC leads with 11.83% vs 8.77% for IDU. On fees, IYC is cheaper at 0.38% per year. On volatility, IYC has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDU or IYC?

Over the 10-year period, IYC has performed better with a 11.83% return vs 8.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDU or IYC?

IYC is cheaper with a 0.38% expense ratio, compared with 0.42% for IDU.

Which ETF pays a higher dividend yield, IDU or IYC?

IDU has the higher dividend yield at 2.20%, compared with 0.50% for IYC.

What is the main difference between IDU and IYC?

IDU is categorized as Utilities Equities, while IYC is Consumer Discretionary Equities. IDU tracks Dow Jones U.S. Utilities Index, while IYC tracks Dow Jones U.S. Consumer Services Index. Their fees differ too: 0.42% for IDU and 0.38% for IYC.

Which has better risk-adjusted returns?

IDU currently has the higher Sharpe Ratio (0.68 vs 0.36), 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.