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IDU vs. IYE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDU vs. IYE

Last updated Jun 14, 2026

IDU (iShares U.S. Utilities ETF) and IYE (iShares U.S. Energy ETF) are both exchange-traded funds - IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while IYE is a Energy Equities fund tracking the Dow Jones U.S. Oil & Gas Index. Both are passively managed. Over the past 10 years, IDU returned 8.77%/yr vs 8.66%/yr for IYE. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.42% expense ratio.

Performance

IDU vs. IYE - 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. Energy ETF (IYE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDU achieves a 4.44% return, which is significantly lower than IYE's 28.97% return. Both investments have delivered pretty close results over the past 10 years, with IDU having a 8.77% annualized return and IYE not far behind at 8.66%.

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%

IYE

1D
0.76%
1M
-0.93%
YTD
28.97%
6M
27.79%
1Y
33.59%
3Y*
15.75%
5Y*
19.07%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. IYE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IYE
iShares U.S. Energy ETF		28.97%7.33%6.06%-2.21%60.21%53.42%-33.49%10.03%-19.37%-1.80%

Correlation

The correlation between IDU and IYE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2000

0.40

Over the past year, the correlation between IDU and IYE has dropped to 0.05 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

IDU vs. IYE - Sectors Allocation Comparison

Sectors
IDU
IYE

Utilities

91.1%

-

Industrials

8.4%

-

Energy

0.5%
98.1%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Technology

-

1.9%

Utilities

IDU
91.1%
IYE

-

Industrials

IDU
8.4%
IYE

-

Energy

IDU
0.5%
IYE
98.1%

Basic Materials

IDU

-

IYE

-

Communication Services

IDU

-

IYE

-

Consumer Cyclical

IDU

-

IYE

-

Consumer Defensive

IDU

-

IYE

-

Financial Services

IDU

-

IYE

-

Healthcare

IDU

-

IYE

-

Real Estate

IDU

-

IYE

-

Technology

IDU

-

IYE
1.9%

Compare stocks, funds, or ETFs

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

iShares U.S. Utilities ETF

iShares U.S. Energy ETF

Often compared with IDU:
IDU vs. XLUIDU vs. VPUIDU vs. FXUIDU vs. IUSA.DEIDU vs. VOOIDU vs. WECIDU vs. IHF
Often compared with IYE:
IYE vs. XLEIYE vs. VDEIYE vs. IXCIYE vs. FENYIYE vs. OIHIYE vs. IYHIYE vs. XOP

Return for Risk

IDU vs. IYE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDU
IDU Risk / Return Rank: 2222
Overall Rank
IDU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2121
Sortino Ratio Rank
IDU Omega Ratio Rank: 2121
Omega Ratio Rank
IDU Calmar Ratio Rank: 2525
Calmar Ratio Rank
IDU Martin Ratio Rank: 2222
Martin Ratio Rank
IYE
IYE Risk / Return Rank: 6060
Overall Rank
IYE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 5757
Sortino Ratio Rank
IYE Omega Ratio Rank: 5454
Omega Ratio Rank
IYE Calmar Ratio Rank: 6969
Calmar Ratio Rank
IYE Martin Ratio Rank: 5555
Martin Ratio Rank
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. IYE - 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. Energy ETF (IYE). 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.

IDUIYEDifference
Sharpe ratioReturn per unit of total volatility
0.68
1.81

-1.12

Sortino ratioReturn per unit of downside risk
1.01
2.39

-1.38

Omega ratioGain probability vs. loss probability

1.13

1.29

-0.17

Calmar ratioReturn relative to maximum drawdown

1.04

3.03

-2.00

Martin ratioReturn relative to average drawdown

2.35

8.58

-6.23

IDU vs. IYE - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is lower than the IYE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of IDU and IYE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IDU vs. IYE - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, smaller than the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for IDU and IYE.

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Drawdown Indicators

IDUIYEDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-73.74%

+19.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-11.92%

+2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-20.37%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-25.61%

+1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-36.18%

-68.59%

+32.41%

Current Drawdown

Current decline from peak

-6.24%

-7.87%

+1.63%

Average Drawdown

Average peak-to-trough decline

-11.38%

-19.35%

+7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

4.21%

-0.17%

Volatility

IDU vs. IYE - Volatility Comparison

The current volatility for iShares U.S. Utilities ETF (IDU) is 5.25%, while iShares U.S. Energy ETF (IYE) has a volatility of 6.96%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than IYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDUIYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

6.96%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

16.36%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

20.04%

-6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

25.75%

-9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

29.51%

-10.78%

IDU vs. IYE - Expense Ratio Comparison

Both IDU and IYE have an expense ratio of 0.42%.

Dividends

IDU vs. IYE - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.20%, which matches IYE's 2.18% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IYE
iShares U.S. Energy ETF		2.18%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%

Frequently Asked Questions

IDU and IYE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYE has higher volatility (6.96%) compared to IDU (5.25%). In terms of maximum drawdown, IDU dropped -53.88% vs IYE's -73.74%.

On 10-year performance, IDU leads with 8.77% vs 8.66% for IYE. Both ETFs have the same 0.42% expense ratio. On volatility, IDU has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDU has performed better with a 8.77% return vs 8.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDU and IYE have the same expense ratio: 0.42% per year.

IDU has the higher dividend yield at 2.20%, compared with 2.18% for IYE.

IDU is categorized as Utilities Equities, while IYE is Energy Equities. IDU tracks Dow Jones U.S. Utilities Index, while IYE tracks Dow Jones U.S. Oil & Gas Index.

IYE currently has the higher Sharpe Ratio (1.81 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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