IDU vs. UTF
IDU (iShares U.S. Utilities ETF) is Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while UTF (Cohen & Steers Infrastructure Fund, Inc) is a stock. Over the past 10 years, IDU returned 8.72%/yr vs 11.56%/yr for UTF. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
IDU vs. UTF - Performance Comparison
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Returns By Period
In the year-to-date period, IDU achieves a 2.64% return, which is significantly lower than UTF's 14.60% return. Over the past 10 years, IDU has underperformed UTF with an annualized return of 8.72%, while UTF has yielded a comparatively higher 11.56% annualized return.
IDU
- 1D
- -0.28%
- 1M
- -5.52%
- YTD
- 2.64%
- 6M
- 1.08%
- 1Y
- 6.88%
- 3Y*
- 13.73%
- 5Y*
- 9.04%
- 10Y*
- 8.72%
UTF
- 1D
- -0.26%
- 1M
- -0.10%
- YTD
- 14.60%
- 6M
- 16.03%
- 1Y
- 11.33%
- 3Y*
- 16.30%
- 5Y*
- 6.39%
- 10Y*
- 11.56%
IDU vs. UTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.64% | 15.23% | 23.23% | -5.02% | 0.17% | 16.96% | -1.07% | 24.21% | 3.93% | 11.94% |
UTF Cohen & Steers Infrastructure Fund, Inc | 14.60% | 9.93% | 22.37% | -3.83% | -9.60% | 17.91% | 6.93% | 42.74% | -9.87% | 34.10% |
Correlation
The correlation between IDU and UTF is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 12, 2004 | 0.57 |
The correlation between IDU and UTF has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.
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Return for Risk
IDU vs. UTF — Risk / Return Rank
IDU
UTF
IDU vs. UTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and Cohen & Steers Infrastructure Fund, Inc (UTF). 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 | UTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.10 | -0.35 |
| Martin ratioReturn relative to average drawdown | 1.78 | 2.25 | -0.47 |
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 | UTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.92 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.35 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.50 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.45 | -0.03 |
Drawdowns
IDU vs. UTF - Drawdown Comparison
The maximum IDU drawdown since its inception was -53.88%, smaller than the maximum UTF drawdown of -72.62%. Use the drawdown chart below to compare losses from any high point for IDU and UTF.
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Drawdown Indicators
| IDU | UTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -72.62% | +18.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -10.33% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -21.06% | +4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -30.28% | +6.17% |
Max Drawdown (10Y)Largest decline over 10 years | -36.18% | -52.53% | +16.35% |
Current DrawdownCurrent decline from peak | -7.85% | -1.69% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -10.37% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 5.05% | -1.17% |
Volatility
IDU vs. UTF - Volatility Comparison
iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.04% compared to Cohen & Steers Infrastructure Fund, Inc (UTF) at 2.78%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than UTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDU | UTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 2.78% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 8.39% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 12.33% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 18.33% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 23.37% | -4.65% |
Dividends
IDU vs. UTF - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.24%, less than UTF's 6.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.24% | 2.23% | 2.29% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% |
UTF Cohen & Steers Infrastructure Fund, Inc | 6.98% | 7.62% | 7.74% | 8.76% | 7.75% | 6.53% | 7.20% | 7.10% | 10.12% | 7.37% | 10.51% | 8.39% |
Frequently Asked Questions
IDU and UTF have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDU has higher volatility (5.04%) compared to UTF (2.78%). In terms of maximum drawdown, IDU dropped -53.88% vs UTF's -72.62%.
UTF currently has the higher Sharpe Ratio (0.92 vs 0.50), 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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