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.
Key characteristics
| IDU | QUAL | |
|---|---|---|
| YTD Return | 8.75% | 6.39% |
| 1Y Return | 5.19% | 26.86% |
| 3Y Return (Ann) | 4.11% | 8.41% |
| 5Y Return (Ann) | 6.05% | 12.96% |
| 10Y Return (Ann) | 8.11% | 12.51% |
| Sharpe Ratio | 0.26 | 2.01 |
| Daily Std Dev | 15.69% | 12.49% |
| Max Drawdown | -53.88% | -34.06% |
| Current Drawdown | -5.56% | -5.59% |
Correlation
The correlation between IDU and QUAL is 0.42, 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.
Performance
IDU vs. QUAL - Performance Comparison
In the year-to-date period, IDU achieves a 8.75% return, which is significantly higher than QUAL's 6.39% return. Over the past 10 years, IDU has underperformed QUAL with an annualized return of 8.11%, while QUAL has yielded a comparatively higher 12.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 2.49%, more than QUAL's 1.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.49% | 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 | 1.16% | 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) and iShares Edge MSCI USA Quality Factor ETF (QUAL) have volatilities of 4.12% and 4.10%, 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.