IDU vs. QUAL
Compare and contrast key facts about iShares U.S. Utilities ETF (IDU) and iShares 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 Sector Neutral Quality Index. It was launched on Jul 18, 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.
Performance
IDU vs. QUAL - Performance Comparison
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IDU vs. QUAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 8.18% | 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 | -2.74% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 17.04% | 33.89% | -5.70% | 22.26% |
Returns By Period
In the year-to-date period, IDU achieves a 8.18% return, which is significantly higher than QUAL's -2.74% return. Over the past 10 years, IDU has underperformed QUAL with an annualized return of 9.39%, while QUAL has yielded a comparatively higher 12.99% annualized return.
IDU
- 1D
- 0.43%
- 1M
- -2.28%
- YTD
- 8.18%
- 6M
- 5.59%
- 1Y
- 17.21%
- 3Y*
- 14.43%
- 5Y*
- 10.64%
- 10Y*
- 9.39%
QUAL
- 1D
- 0.50%
- 1M
- -5.52%
- YTD
- -2.74%
- 6M
- -1.05%
- 1Y
- 13.65%
- 3Y*
- 17.10%
- 5Y*
- 10.71%
- 10Y*
- 12.99%
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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.
Return for Risk
IDU vs. QUAL — Risk / Return Rank
IDU
QUAL
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.
| IDU | QUAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.79 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.24 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.21 | +0.87 |
Martin ratioReturn relative to average drawdown | 4.99 | 5.50 | -0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDU | QUAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.79 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.62 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.72 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.75 | -0.32 |
Correlation
The correlation between IDU and QUAL is 0.40, 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.
Dividends
IDU vs. QUAL - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.13%, more than QUAL's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.13% | 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 | 0.98% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
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.
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Drawdown Indicators
| IDU | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -34.06% | -19.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -11.52% | +3.07% |
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 DrawdownCurrent decline from peak | -2.88% | -5.97% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -4.15% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.53% | +1.00% |
Volatility
IDU vs. QUAL - Volatility Comparison
The current volatility for iShares U.S. Utilities ETF (IDU) is 4.77%, while iShares MSCI USA Quality Factor ETF (QUAL) has a volatility of 5.36%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDU | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 5.36% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 9.30% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 17.46% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 17.34% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 18.08% | +0.60% |