IDU vs. IYZ
IDU (iShares U.S. Utilities ETF) and IYZ (iShares U.S. Telecommunications ETF) are both exchange-traded funds - IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while IYZ is a Communications Equities fund tracking the Dow Jones U.S. Select Telecommunications Index. Both are passively managed. Over the past 10 years, IDU returned 8.77%/yr vs 5.94%/yr for IYZ. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.42% expense ratio.
Performance
IDU vs. IYZ - Performance Comparison
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Returns By Period
In the year-to-date period, IDU achieves a 4.44% return, which is significantly lower than IYZ's 29.57% return. Over the past 10 years, IDU has outperformed IYZ with an annualized return of 8.77%, while IYZ has yielded a comparatively lower 5.94% 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%
IYZ
- 1D
- 1.27%
- 1M
- 0.83%
- YTD
- 29.57%
- 6M
- 32.60%
- 1Y
- 58.27%
- 3Y*
- 28.37%
- 5Y*
- 7.57%
- 10Y*
- 5.94%
IDU vs. IYZ - 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% |
IYZ iShares U.S. Telecommunications ETF | 29.57% | 29.28% | 20.53% | 3.90% | -30.29% | 11.69% | 4.13% | 16.14% | -8.59% | -11.86% |
Correlation
The correlation between IDU and IYZ is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2000 | 0.43 |
The correlation between IDU and IYZ shifts across timeframes, from 0.32 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDU vs. IYZ — Risk / Return Rank
IDU
IYZ
IDU vs. IYZ - 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. Telecommunications ETF (IYZ). 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 | IYZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.52 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 6.54 | -5.50 |
| Martin ratioReturn relative to average drawdown | 2.35 | 25.99 | -23.64 |
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Drawdowns
IDU vs. IYZ - Drawdown Comparison
The maximum IDU drawdown since its inception was -53.88%, smaller than the maximum IYZ drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for IDU and IYZ.
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Drawdown Indicators
| IDU | IYZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -77.11% | +23.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -8.62% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -13.85% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -39.74% | +15.63% |
Max Drawdown (10Y)Largest decline over 10 years | -36.18% | -39.74% | +3.56% |
Current DrawdownCurrent decline from peak | -6.24% | -4.77% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -40.10% | +28.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 2.17% | +1.87% |
Volatility
IDU vs. IYZ - Volatility Comparison
The current volatility for iShares U.S. Utilities ETF (IDU) is 5.25%, while iShares U.S. Telecommunications ETF (IYZ) has a volatility of 8.76%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDU | IYZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 8.76% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 15.61% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 18.65% | -4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 18.88% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 19.30% | -0.57% |
IDU vs. IYZ - Expense Ratio Comparison
Both IDU and IYZ have an expense ratio of 0.42%.
Dividends
IDU vs. IYZ - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.20%, more than IYZ's 1.53% 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% |
IYZ iShares U.S. Telecommunications ETF | 1.53% | 2.04% | 1.94% | 2.27% | 2.55% | 2.51% | 2.60% | 2.36% | 2.15% | 3.54% | 2.27% | 1.98% |
Frequently Asked Questions
IDU and IYZ have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYZ has higher volatility (8.76%) compared to IDU (5.25%). In terms of maximum drawdown, IDU dropped -53.88% vs IYZ's -77.11%.
On 10-year performance, IDU leads with 8.77% vs 5.94% for IYZ. 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 5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDU and IYZ have the same expense ratio: 0.42% per year.
IDU has the higher dividend yield at 2.20%, compared with 1.53% for IYZ.
IDU is categorized as Utilities Equities, while IYZ is Communications Equities. IDU tracks Dow Jones U.S. Utilities Index, while IYZ tracks Dow Jones U.S. Select Telecommunications Index.
IYZ currently has the higher Sharpe Ratio (3.02 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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