PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IDU vs. QUAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDU vs. QUAL

Last updated Jun 25, 2026

IDU (iShares U.S. Utilities ETF) and QUAL (iShares MSCI USA Quality Factor ETF) are both exchange-traded funds - IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while QUAL is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality Index. Both are passively managed. Over the past 10 years, IDU returned 9.08%/yr vs 14.48%/yr for QUAL. At a 0.39 correlation, their price movements are largely independent. IDU charges 0.42%/yr vs 0.15%/yr for QUAL.

Performance

IDU vs. QUAL - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with IDU having a 7.52% return and QUAL slightly higher at 7.76%. Over the past 10 years, IDU has underperformed QUAL with an annualized return of 9.08%, while QUAL has yielded a comparatively higher 14.48% annualized return.

IDU

1D
1.15%
1M
1.24%
YTD
7.52%
6M
7.07%
1Y
12.48%
3Y*
15.30%
5Y*
10.34%
10Y*
9.08%

QUAL

1D
0.08%
1M
-0.38%
YTD
7.76%
6M
6.49%
1Y
19.82%
3Y*
18.56%
5Y*
11.33%
10Y*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. QUAL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDU
iShares U.S. Utilities ETF		7.52%15.23%23.23%-5.02%0.17%16.96%-1.07%24.21%3.93%11.94%
QUAL
iShares MSCI USA Quality Factor ETF		7.76%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-5.70%22.26%

Correlation

The correlation between IDU and QUAL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.28

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

0.38

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2013

0.39

Over the past year, the correlation between IDU and QUAL has dropped to 0.19 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

IDU vs. QUAL - Sectors Allocation Comparison

Sectors
IDU
QUAL

Utilities

91.1%
2.1%

Industrials

8.4%
7.2%

Energy

0.5%
3.2%

Basic Materials

-

1.9%

Communication Services

-

11.8%

Consumer Cyclical

-

9.3%

Consumer Defensive

-

4.4%

Financial Services

-

10.8%

Healthcare

-

8.7%

Real Estate

-

1.8%

Technology

-

38.8%

Utilities

IDU
91.1%
QUAL
2.1%

Industrials

IDU
8.4%
QUAL
7.2%

Energy

IDU
0.5%
QUAL
3.2%

Basic Materials

IDU

-

QUAL
1.9%

Communication Services

IDU

-

QUAL
11.8%

Consumer Cyclical

IDU

-

QUAL
9.3%

Consumer Defensive

IDU

-

QUAL
4.4%

Financial Services

IDU

-

QUAL
10.8%

Healthcare

IDU

-

QUAL
8.7%

Real Estate

IDU

-

QUAL
1.8%

Technology

IDU

-

QUAL
38.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Utilities ETF

iShares MSCI USA Quality Factor ETF

Often compared with IDU:
IDU vs. XLUIDU vs. VPUIDU vs. FXUIDU vs. IUSA.DEIDU vs. VOOIDU vs. WECIDU vs. IHF
Often compared with QUAL:
QUAL vs. SPHQQUAL vs. SPYQUAL vs. MTUMQUAL vs. USMVQUAL vs. VOOQUAL vs. IVVQUAL vs. SCHD

Return for Risk

IDU vs. QUAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDU
IDU Risk / Return Rank: 2626
Overall Rank
IDU Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IDU Omega Ratio Rank: 2424
Omega Ratio Rank
IDU Calmar Ratio Rank: 3030
Calmar Ratio Rank
IDU Martin Ratio Rank: 2525
Martin Ratio Rank
QUAL
QUAL Risk / Return Rank: 5454
Overall Rank
QUAL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 5454
Sortino Ratio Rank
QUAL Omega Ratio Rank: 5151
Omega Ratio Rank
QUAL Calmar Ratio Rank: 4949
Calmar Ratio Rank
QUAL Martin Ratio Rank: 6161
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. QUAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and iShares MSCI USA Quality Factor ETF (QUAL). 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.

IDUQUALDifference
Sharpe ratioReturn per unit of total volatility
0.90
1.65

-0.75

Sortino ratioReturn per unit of downside risk
1.28
2.35

-1.06

Omega ratioGain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratioReturn relative to maximum drawdown

1.37

2.20

-0.83

Martin ratioReturn relative to average drawdown

3.03

9.97

-6.95

IDU vs. QUAL - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.90, which is lower than the QUAL Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of IDU and QUAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

IDU vs. QUAL - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for IDU and QUAL.

Loading charts...

Drawdown Indicators

IDUQUALDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-34.06%

-19.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-9.03%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-18.00%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-28.23%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-36.18%

-34.06%

-2.12%

Current Drawdown

Current decline from peak

-3.47%

-2.74%

-0.73%

Average Drawdown

Average peak-to-trough decline

-11.37%

-4.09%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

1.99%

+2.14%

Volatility

IDU vs. QUAL - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.03% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 4.02%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IDUQUALDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

4.02%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

9.62%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

12.10%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

17.38%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

18.10%

+0.65%

IDU vs. QUAL - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is higher than QUAL's 0.15% expense ratio.

Dividends

IDU vs. QUAL - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.18%, more than QUAL's 0.88% yield.

PositionTTM20252024202320222021202020192018201720162015
IDU
iShares U.S. Utilities ETF		2.18%2.23%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%
QUAL
iShares MSCI USA Quality Factor ETF		0.88%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%

Frequently Asked Questions

IDU and QUAL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDU has higher volatility (5.03%) compared to QUAL (4.02%). In terms of maximum drawdown, IDU dropped -53.88% vs QUAL's -34.06%.

On 10-year performance, QUAL leads with 14.48% vs 9.08% for IDU. On fees, QUAL is cheaper at 0.15% per year. On volatility, QUAL has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QUAL has performed better with a 14.48% return vs 9.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QUAL is cheaper with a 0.15% expense ratio, compared with 0.42% for IDU.

IDU has the higher dividend yield at 2.18%, compared with 0.88% for QUAL.

IDU is categorized as Utilities Equities, while QUAL is Large Cap Blend Equities. IDU tracks Dow Jones U.S. Utilities Index, while QUAL tracks MSCI USA Sector Neutral Quality Index. Their fees differ too: 0.42% for IDU and 0.15% for QUAL.

QUAL currently has the higher Sharpe Ratio (1.65 vs 0.90), 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.

Portfolio Optimizer

Find the right allocation for IDU and QUAL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer