IDU vs. JXI
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 9.02%/yr vs 9.61%/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
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Returns By Period
In the year-to-date period, IDU achieves a 8.16% return, which is significantly lower than JXI's 9.92% return. Over the past 10 years, IDU has underperformed JXI with an annualized return of 9.02%, while JXI has yielded a comparatively higher 9.61% annualized return.
IDU
- 1D
- 0.60%
- 1M
- 1.91%
- YTD
- 8.16%
- 6M
- 7.72%
- 1Y
- 14.82%
- 3Y*
- 15.17%
- 5Y*
- 10.47%
- 10Y*
- 9.02%
JXI
- 1D
- 1.08%
- 1M
- 0.38%
- YTD
- 9.92%
- 6M
- 9.85%
- 1Y
- 20.59%
- 3Y*
- 16.10%
- 5Y*
- 10.51%
- 10Y*
- 9.61%
IDU vs. JXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 8.16% | 15.23% | 23.23% | -5.02% | 0.17% | 16.96% | -1.07% | 24.21% | 3.93% | 11.94% |
JXI iShares Global Utilities ETF | 9.92% | 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 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
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 22, 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.
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Return for Risk
IDU vs. JXI — Risk / Return Rank
IDU
JXI
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.
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 | JXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.56 | -0.93 |
| Martin ratioReturn relative to average drawdown | 3.59 | 7.31 | -3.72 |
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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
| IDU | JXI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.90% | -3.30% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -12.80% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 2.82% | +1.32% |
Volatility
IDU vs. JXI - Volatility Comparison
iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.05% compared to iShares Global Utilities ETF (JXI) at 4.37%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDU | JXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 4.37% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 10.63% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.95% | 12.95% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 15.39% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.74% | 16.98% | +1.76% |
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 2.17%, less than JXI's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.17% | 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 | 2.40% | 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
IDU and JXI have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDU has higher volatility (5.05%) compared to JXI (4.37%). In terms of maximum drawdown, IDU dropped -53.88% vs JXI's -50.23%.
On 10-year performance, JXI leads with 9.61% vs 9.02% for IDU. On fees, IDU is cheaper at 0.42% per year. On volatility, JXI has been the lower-risk option at 4.37%. 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 9.61% return vs 9.02%. 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 2.40%, compared with 2.17% 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 (1.61 vs 1.07), 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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