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IDU vs. JXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDU vs. JXI

Last updated Jun 5, 2026

IDU (iShares U.S. Utilities ETF) and JXI (iShares Global Utilities ETF) are both Utilities Equities funds from iShares - IDU tracks the Dow Jones U.S. Utilities Index while JXI tracks the S&P Global Utilities Index. Both are passively managed. Over the past 10 years, IDU returned 8.80%/yr vs 9.09%/yr for JXI. Their correlation of 0.85 suggests significant overlap in exposure. IDU charges 0.42%/yr vs 0.46%/yr for JXI.

Performance

IDU vs. JXI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IDU achieves a 3.25% return, which is significantly lower than JXI's 6.10% return. Both investments have delivered pretty close results over the past 10 years, with IDU having a 8.80% annualized return and JXI not far ahead at 9.09%.

IDU

1D
0.60%
1M
-4.84%
YTD
3.25%
6M
1.90%
1Y
9.25%
3Y*
13.84%
5Y*
9.17%
10Y*
8.80%

JXI

1D
0.65%
1M
-4.82%
YTD
6.10%
6M
5.88%
1Y
17.33%
3Y*
15.38%
5Y*
9.38%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. JXI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDU
iShares U.S. Utilities ETF		3.25%15.23%23.23%-5.02%0.17%16.96%-1.07%24.21%3.93%11.94%
JXI
iShares Global Utilities ETF		6.10%25.91%13.14%0.63%-4.17%10.88%5.19%23.94%2.31%14.79%

Correlation

The correlation between IDU and JXI is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.91

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

0.92

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2006

0.85

The correlation between IDU and JXI has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

IDU vs. JXI - Sectors Allocation Comparison

Sectors
IDU
JXI

Utilities

90.3%
97.6%

Industrials

8.8%
1.2%

Energy

0.5%
0.6%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Technology

-

-

Utilities

IDU
90.3%
JXI
97.6%

Industrials

IDU
8.8%
JXI
1.2%

Energy

IDU
0.5%
JXI
0.6%

Basic Materials

IDU

-

JXI

-

Communication Services

IDU

-

JXI

-

Consumer Cyclical

IDU

-

JXI

-

Consumer Defensive

IDU

-

JXI

-

Financial Services

IDU

-

JXI

-

Healthcare

IDU

-

JXI

-

Real Estate

IDU

-

JXI

-

Technology

IDU

-

JXI

-

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iShares U.S. Utilities ETF

iShares Global Utilities ETF

Often compared with IDU:
IDU vs. XLUIDU vs. VPUIDU vs. FXUIDU vs. IUSA.DEIDU vs. VOOIDU vs. WECIDU vs. IHF
Often compared with JXI:
JXI vs. XLUJXI vs. VPUJXI vs. FXUJXI vs. TIPJXI vs. SPYJXI vs. RSPUJXI vs. VOO

Return for Risk

IDU vs. JXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDU
IDU Risk / Return Rank: 2121
Overall Rank
IDU Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2020
Sortino Ratio Rank
IDU Omega Ratio Rank: 2020
Omega Ratio Rank
IDU Calmar Ratio Rank: 2323
Calmar Ratio Rank
IDU Martin Ratio Rank: 2020
Martin Ratio Rank
JXI
JXI Risk / Return Rank: 4040
Overall Rank
JXI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 3636
Sortino Ratio Rank
JXI Omega Ratio Rank: 3737
Omega Ratio Rank
JXI Calmar Ratio Rank: 4444
Calmar Ratio Rank
JXI Martin Ratio Rank: 4444
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. JXI - Risk-Adjusted Trends Comparison

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

IDUJXIDifference
Sharpe ratioReturn per unit of total volatility
0.68
1.35

-0.68

Sortino ratioReturn per unit of downside risk
1.00
1.84

-0.84

Omega ratioGain probability vs. loss probability

1.12

1.24

-0.12

Calmar ratioReturn relative to maximum drawdown

1.01

2.15

-1.14

Martin ratioReturn relative to average drawdown

2.38

6.94

-4.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDU vs. JXI - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is lower than the JXI Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of IDU and JXI, 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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Sharpe Ratios by Period

IDUJXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.35

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.61

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.54

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.33

+0.09

Drawdowns

IDU vs. JXI - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, which is greater than JXI's maximum drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for IDU and JXI.

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Drawdown Indicators

IDUJXIDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-50.23%

-3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-8.09%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-16.29%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-22.45%

-1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-36.18%

-34.20%

-1.98%

Current Drawdown

Current decline from peak

-7.30%

-6.66%

-0.64%

Average Drawdown

Average peak-to-trough decline

-11.38%

-12.82%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.50%

+1.39%

Volatility

IDU vs. JXI - Volatility Comparison

iShares U.S. Utilities ETF (IDU) and iShares Global Utilities ETF (JXI) have volatilities of 5.11% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDUJXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

4.89%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

10.47%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

12.90%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

15.39%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

17.01%

+1.71%

IDU vs. JXI - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is lower than JXI's 0.46% expense ratio.

Dividends

IDU vs. JXI - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.23%, less than JXI's 2.41% yield.

PositionTTM20252024202320222021202020192018201720162015
IDU
iShares U.S. Utilities ETF		2.23%2.23%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%
JXI
iShares Global Utilities ETF		2.41%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%

Frequently Asked Questions

With a correlation of 0.91, IDU and JXI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IDU has higher volatility (5.11%) compared to JXI (4.89%). In terms of maximum drawdown, IDU dropped -53.88% vs JXI's -50.23%.

On 10-year performance, JXI leads with 9.09% vs 8.80% for IDU. On fees, IDU is cheaper at 0.42% per year. On volatility, JXI has been the lower-risk option at 4.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, JXI has performed better with a 9.09% return vs 8.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDU is cheaper with a 0.42% expense ratio, compared with 0.46% for JXI.

JXI has the higher dividend yield at 2.41%, compared with 2.23% for IDU.

IDU tracks Dow Jones U.S. Utilities Index, while JXI tracks S&P Global Utilities Index. Their fees differ too: 0.42% for IDU and 0.46% for JXI.

JXI currently has the higher Sharpe Ratio (1.35 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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