IDU vs. SPHD
IDU (iShares U.S. Utilities ETF) and SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) are both exchange-traded funds - IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while SPHD is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Both are passively managed. Over the past 10 years, IDU returned 8.83%/yr vs 7.11%/yr for SPHD. A 0.66 correlation means they provide meaningful diversification when combined. IDU charges 0.42%/yr vs 0.30%/yr for SPHD.
Performance
IDU vs. SPHD - 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 SPHD's 11.04% return. Over the past 10 years, IDU has outperformed SPHD with an annualized return of 8.83%, while SPHD has yielded a comparatively lower 7.11% annualized return.
IDU
- 1D
- -0.09%
- 1M
- 3.57%
- 6M
- 7.80%
- YTD
- 8.16%
- 1Y
- 12.10%
- 3Y*
- 14.51%
- 5Y*
- 9.99%
- 10Y*
- 8.83%
SPHD
- 1D
- -0.38%
- 1M
- 1.18%
- 6M
- 9.58%
- YTD
- 11.04%
- 1Y
- 12.21%
- 3Y*
- 12.09%
- 5Y*
- 7.71%
- 10Y*
- 7.11%
IDU vs. SPHD - 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% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 11.04% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -6.17% | 11.90% |
Correlation
The correlation between IDU and SPHD is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2012 | 0.66 |
The correlation between IDU and SPHD shifts across timeframes, from 0.54 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDU vs. SPHD — Risk / Return Rank
IDU
SPHD
IDU vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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 | SPHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.67 | -0.35 |
| Martin ratioReturn relative to average drawdown | 2.89 | 4.10 | -1.22 |
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Drawdowns
IDU vs. SPHD - Drawdown Comparison
The maximum IDU drawdown since its inception was -53.88%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for IDU and SPHD.
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Drawdown Indicators
| IDU | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -41.39% | -12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -7.33% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -13.29% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -19.50% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -36.18% | -41.39% | +5.21% |
Current DrawdownCurrent decline from peak | -2.90% | -0.63% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -11.35% | -4.68% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 2.99% | +1.21% |
Volatility
IDU vs. SPHD - Volatility Comparison
The current volatility for iShares U.S. Utilities ETF (IDU) is 4.30%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 4.82%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDU | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.82% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 8.70% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.14% | 11.70% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 14.20% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 17.64% | +1.11% |
IDU vs. SPHD - Expense Ratio Comparison
IDU has a 0.42% expense ratio, which is higher than SPHD's 0.30% expense ratio.
Dividends
IDU vs. SPHD - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.17%, less than SPHD's 4.48% 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% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.48% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Frequently Asked Questions
IDU and SPHD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPHD has higher volatility (4.82%) compared to IDU (4.30%). In terms of maximum drawdown, IDU dropped -53.88% vs SPHD's -41.39%.
On 10-year performance, IDU leads with 8.83% vs 7.11% for SPHD. On fees, SPHD is cheaper at 0.30% per year. On volatility, IDU has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDU has performed better with a 8.83% return vs 7.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPHD is cheaper with a 0.30% expense ratio, compared with 0.42% for IDU.
SPHD has the higher dividend yield at 4.48%, compared with 2.17% for IDU.
IDU is categorized as Utilities Equities, while SPHD is Dividend. IDU tracks Dow Jones U.S. Utilities Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.42% for IDU and 0.30% for SPHD.
SPHD currently has the higher Sharpe Ratio (1.05 vs 0.86), 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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