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IDU vs. IYF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDU vs. IYF

Last updated Jun 14, 2026

IDU (iShares U.S. Utilities ETF) and IYF (iShares U.S. Financials ETF) are both exchange-traded funds - IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while IYF is a Financials Equities fund tracking the Dow Jones U.S. Financials Index. Both are passively managed. Over the past 10 years, IDU returned 8.77%/yr vs 13.53%/yr for IYF. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.42% expense ratio.

Performance

IDU vs. IYF - 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. Financials ETF (IYF). 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 higher than IYF's -0.19% return. Over the past 10 years, IDU has underperformed IYF with an annualized return of 8.77%, while IYF has yielded a comparatively higher 13.53% 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%

IYF

1D
1.38%
1M
4.53%
YTD
-0.19%
6M
-0.21%
1Y
13.73%
3Y*
21.71%
5Y*
10.87%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. IYF - 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%
IYF
iShares U.S. Financials ETF		-0.19%18.25%31.30%15.32%-11.33%31.60%-1.00%31.86%-9.39%19.58%

Correlation

The correlation between IDU and IYF is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.24

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

0.39

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

0.43

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

0.37

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

0.46

Over the past year, the correlation between IDU and IYF has dropped to 0.24 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

IDU vs. IYF - Sectors Allocation Comparison

Sectors
IDU
IYF

Utilities

91.1%

-

Industrials

8.4%

-

Energy

0.5%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

99.1%

Healthcare

-

-

Real Estate

-

0.6%

Technology

-

0.3%

Utilities

IDU
91.1%
IYF

-

Industrials

IDU
8.4%
IYF

-

Energy

IDU
0.5%
IYF

-

Basic Materials

IDU

-

IYF

-

Communication Services

IDU

-

IYF

-

Consumer Cyclical

IDU

-

IYF

-

Consumer Defensive

IDU

-

IYF

-

Financial Services

IDU

-

IYF
99.1%

Healthcare

IDU

-

IYF

-

Real Estate

IDU

-

IYF
0.6%

Technology

IDU

-

IYF
0.3%

Compare stocks, funds, or ETFs

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iShares U.S. Utilities ETF

iShares U.S. Financials ETF

Often compared with IDU:
IDU vs. XLUIDU vs. VPUIDU vs. FXUIDU vs. IUSA.DEIDU vs. VOOIDU vs. WECIDU vs. IHF
Often compared with IYF:
IYF vs. XLFIYF vs. VFHIYF vs. IYGIYF vs. KBWBIYF vs. IXGIYF vs. KBEIYF vs. FTXO

Return for Risk

IDU vs. IYF — 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
IYF
IYF Risk / Return Rank: 2424
Overall Rank
IYF Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IYF Sortino Ratio Rank: 2525
Sortino Ratio Rank
IYF Omega Ratio Rank: 2525
Omega Ratio Rank
IYF Calmar Ratio Rank: 2222
Calmar Ratio Rank
IYF Martin Ratio Rank: 2222
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. IYF - 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. Financials ETF (IYF). 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.

IDUIYFDifference
Sharpe ratioReturn per unit of total volatility
0.68
0.84

-0.15

Sortino ratioReturn per unit of downside risk
1.01
1.21

-0.20

Omega ratioGain probability vs. loss probability

1.13

1.15

-0.03

Calmar ratioReturn relative to maximum drawdown

1.04

0.88

+0.16

Martin ratioReturn relative to average drawdown

2.35

2.38

-0.03

IDU vs. IYF - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is comparable to the IYF Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IDU and IYF, 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. IYF - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, smaller than the maximum IYF drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for IDU and IYF.

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Drawdown Indicators

IDUIYFDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-79.09%

+25.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-13.88%

+4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-16.60%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-25.06%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-36.18%

-42.57%

+6.39%

Current Drawdown

Current decline from peak

-6.24%

-3.25%

-2.99%

Average Drawdown

Average peak-to-trough decline

-11.38%

-17.59%

+6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

5.13%

-1.09%

Volatility

IDU vs. IYF - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.25% compared to iShares U.S. Financials ETF (IYF) at 4.27%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than IYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDUIYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

4.27%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

11.12%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

14.58%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

19.04%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

20.90%

-2.17%

IDU vs. IYF - Expense Ratio Comparison

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

Dividends

IDU vs. IYF - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.20%, more than IYF's 1.49% 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%
IYF
iShares U.S. Financials ETF		1.49%1.32%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%

Frequently Asked Questions

IDU and IYF have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDU has higher volatility (5.25%) compared to IYF (4.27%). In terms of maximum drawdown, IDU dropped -53.88% vs IYF's -79.09%.

On 10-year performance, IYF leads with 13.53% vs 8.77% for IDU. Both ETFs have the same 0.42% expense ratio. On volatility, IYF has been the lower-risk option at 4.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYF has performed better with a 13.53% return vs 8.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IDU has the higher dividend yield at 2.20%, compared with 1.49% for IYF.

IDU is categorized as Utilities Equities, while IYF is Financials Equities. IDU tracks Dow Jones U.S. Utilities Index, while IYF tracks Dow Jones U.S. Financials Index.

IYF currently has the higher Sharpe Ratio (0.84 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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