IDU vs. QUAL
Compare and contrast key facts about iShares U.S. Utilities ETF (IDU) and iShares Edge MSCI USA Quality Factor ETF (QUAL).
IDU and QUAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDU is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Utilities Index. It was launched on Jun 20, 2000. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013. Both IDU and QUAL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDU or QUAL.
Performance
IDU vs. QUAL - Performance Comparison
Returns By Period
In the year-to-date period, IDU achieves a 31.83% return, which is significantly higher than QUAL's 25.12% return. Over the past 10 years, IDU has underperformed QUAL with an annualized return of 9.34%, while QUAL has yielded a comparatively higher 13.18% annualized return.
IDU
31.83%
-0.13%
14.90%
35.68%
8.42%
9.34%
QUAL
25.12%
1.61%
10.31%
30.89%
15.10%
13.18%
Key characteristics
| IDU | QUAL | |
|---|---|---|
| Sharpe Ratio | 2.48 | 2.45 |
| Sortino Ratio | 3.39 | 3.37 |
| Omega Ratio | 1.43 | 1.45 |
| Calmar Ratio | 2.07 | 4.05 |
| Martin Ratio | 13.85 | 15.30 |
| Ulcer Index | 2.58% | 2.02% |
| Daily Std Dev | 14.36% | 12.59% |
| Max Drawdown | -53.88% | -34.06% |
| Current Drawdown | -0.37% | -0.91% |
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IDU vs. QUAL - Expense Ratio Comparison
IDU has a 0.42% expense ratio, which is higher than QUAL's 0.15% expense ratio.
Correlation
The correlation between IDU and QUAL is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IDU vs. QUAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and iShares Edge 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.
Dividends
IDU vs. QUAL - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.06%, more than QUAL's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.06% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% | 2.88% | 3.36% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.99% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
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. For additional features, visit the drawdowns tool.
Volatility
IDU vs. QUAL - Volatility Comparison
iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.03% compared to iShares Edge MSCI USA Quality Factor ETF (QUAL) at 3.75%. 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.