IDU vs. IYK

Last updated Jun 13, 2026

IDU (iShares U.S. Utilities ETF) and IYK (iShares U.S. Consumer Goods ETF) are both exchange-traded funds - IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while IYK is a Consumer Staples Equities fund tracking the Dow Jones U.S. Consumer Goods Index. Both are passively managed. Over the past 10 years, IDU returned 8.77%/yr vs 9.42%/yr for IYK. A 0.53 correlation means they provide meaningful diversification when combined. Both charge a 0.42% expense ratio.

Performance

IDU vs. IYK - 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 Goods ETF (IYK). 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 lower than IYK's 10.91% return. Over the past 10 years, IDU has underperformed IYK with an annualized return of 8.77%, while IYK has yielded a comparatively higher 9.42% annualized return.

IDU

• 1D: 1.08%
• 1M: -0.15%
• YTD: 4.44%
• 6M: 4.87%
• 1Y: 9.46%
• 3Y*: 13.84%
• 5Y*: 9.15%
• 10Y*: 8.77%

IYK

• 1D: 0.70%
• 1M: 2.21%
• YTD: 10.91%
• 6M: 10.35%
• 1Y: 6.29%
• 3Y*: 6.56%
• 5Y*: 6.67%
• 10Y*: 9.42%

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

IDU vs. IYK - 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%
IYK iShares U.S. Consumer Goods ETF	10.91%	4.78%	5.27%	-2.84%	3.57%	17.32%	32.65%	28.12%	-13.84%	16.53%

Correlation

The correlation between IDU and IYK is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Jun 20, 2000	0.53

The correlation between IDU and IYK shifts across timeframes, from 0.40 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

IDU vs. IYK - Sectors Allocation Comparison

Sectors	IDU	IYK
Utilities	90.3%	-
Industrials	8.7%	0.1%
Energy	0.5%	-
Basic Materials	-	2.7%
Communication Services	-	-
Consumer Cyclical	-	1.5%
Consumer Defensive	-	84.9%
Financial Services	-	-
Healthcare	-	10.9%
Real Estate	-	-
Technology	-	-

Return for Risk

IDU vs. IYK — 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

IYK

IYK Risk / Return Rank: 17
IYK Sharpe Ratio Rank: 18
IYK Sortino Ratio Rank: 17
IYK Omega Ratio Rank: 17
IYK Calmar Ratio Rank: 17
IYK 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. IYK - 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 Goods ETF (IYK). 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	IYK	Difference
Sharpe ratio: Return per unit of total volatility	0.68	0.50	+0.18
Sortino ratio: Return per unit of downside risk	1.01	0.80	+0.21
Omega ratio: Gain probability vs. loss probability	1.13	1.09	+0.03
Calmar ratio: Return relative to maximum drawdown	1.04	0.59	+0.45
Martin ratio: Return relative to average drawdown	2.35	1.23	+1.12

IDU vs. IYK - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is higher than the IYK Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of IDU and IYK, 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. IYK - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, which is greater than IYK's maximum drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for IDU and IYK.

Drawdown Indicators

	IDU	IYK	Difference
Max Drawdown Largest peak-to-trough decline	-53.88%	-42.64%	-11.24%
Max Drawdown (1Y) Largest decline over 1 year	-9.15%	-10.68%	+1.53%
Max Drawdown (3Y) Largest decline over 3 years	-16.74%	-12.14%	-4.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.11%	-15.05%	-9.06%
Max Drawdown (10Y) Largest decline over 10 years	-36.18%	-33.19%	-2.99%
Current Drawdown Current decline from peak	-6.24%	-4.40%	-1.84%
Average Drawdown Average peak-to-trough decline	-11.38%	-5.07%	-6.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	5.13%	-1.09%

Volatility

IDU vs. IYK - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.25% compared to iShares U.S. Consumer Goods ETF (IYK) at 4.75%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDU	IYK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	4.75%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	11.13%	9.77%	+1.36%
Volatility (1Y) Calculated over the trailing 1-year period	13.93%	12.59%	+1.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.52%	13.05%	+3.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.73%	15.53%	+3.20%

IDU vs. IYK - Expense Ratio Comparison

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

Dividends

IDU vs. IYK - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.20%, less than IYK's 2.56% 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%
IYK iShares U.S. Consumer Goods ETF	2.56%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%

Frequently Asked Questions

Can I hold both IDU and IYK in my portfolio?

IDU and IYK have a correlation of 0.40, 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 IYK?

IDU has higher volatility (5.25%) compared to IYK (4.75%). In terms of maximum drawdown, IDU dropped -53.88% vs IYK's -42.64%.

Which ETF is better, IDU or IYK?

On 10-year performance, IYK leads with 9.42% vs 8.77% for IDU. Both ETFs have the same 0.42% expense ratio. On volatility, IYK has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDU or IYK?

Over the 10-year period, IYK has performed better with a 9.42% 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 IYK?

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

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

IYK has the higher dividend yield at 2.56%, compared with 2.20% for IDU.

What is the main difference between IDU and IYK?

IDU is categorized as Utilities Equities, while IYK is Consumer Staples Equities. IDU tracks Dow Jones U.S. Utilities Index, while IYK tracks Dow Jones U.S. Consumer Goods Index.

Which has better risk-adjusted returns?

IDU currently has the higher Sharpe Ratio (0.68 vs 0.50), 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.