PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IDU vs. VPU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDU vs. VPU

Last updated Jun 13, 2026

IDU (iShares U.S. Utilities ETF) and VPU (Vanguard Utilities ETF) are both Utilities Equities funds - IDU tracks the Dow Jones U.S. Utilities Index while VPU tracks the MSCI US Investable Market Utilities 25/50 Index. Both are passively managed. Over the past 10 years, IDU returned 8.77%/yr vs 9.06%/yr for VPU. With a 0.98 correlation, they move nearly in lockstep. IDU charges 0.42%/yr vs 0.09%/yr for VPU.

Performance

IDU vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Utilities ETF (IDU) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IDU achieves a 4.44% return, which is significantly lower than VPU's 4.93% return. Both investments have delivered pretty close results over the past 10 years, with IDU having a 8.77% annualized return and VPU not far ahead at 9.06%.

IDU

1D
1.08%
1M
-0.15%
YTD
4.44%
6M
4.87%
1Y
9.46%
3Y*
13.84%
5Y*
9.15%
10Y*
8.77%

VPU

1D
1.15%
1M
-0.33%
YTD
4.93%
6M
5.15%
1Y
11.89%
3Y*
13.65%
5Y*
9.17%
10Y*
9.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. VPU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDU
iShares U.S. Utilities ETF		4.44%15.23%23.23%-5.02%0.17%16.96%-1.07%24.21%3.93%11.94%
VPU
Vanguard Utilities ETF		4.93%16.46%23.04%-7.45%1.06%17.40%-0.74%24.89%4.38%12.44%

Correlation

The correlation between IDU and VPU is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.98

The correlation between IDU and VPU has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

IDU vs. VPU - Sectors Allocation Comparison

Sectors
IDU
VPU

Utilities

90.3%
99.3%

Industrials

8.7%
0.2%

Energy

0.5%
0.5%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Technology

-

-

Utilities

IDU
90.3%
VPU
99.3%

Industrials

IDU
8.7%
VPU
0.2%

Energy

IDU
0.5%
VPU
0.5%

Basic Materials

IDU

-

VPU

-

Communication Services

IDU

-

VPU

-

Consumer Cyclical

IDU

-

VPU

-

Consumer Defensive

IDU

-

VPU

-

Financial Services

IDU

-

VPU

-

Healthcare

IDU

-

VPU

-

Real Estate

IDU

-

VPU

-

Technology

IDU

-

VPU

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Utilities ETF

Vanguard Utilities ETF

Often compared with IDU:
IDU vs. XLUIDU vs. FXUIDU vs. IUSA.DEIDU vs. VOOIDU vs. WECIDU vs. IHFIDU vs. IVV
Often compared with VPU:
VPU vs. XLUVPU vs. FUTYVPU vs. VOOVPU vs. SPYVPU vs. VUIAXVPU vs. SCHDVPU vs. UTG

Return for Risk

IDU vs. VPU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDU
IDU Risk / Return Rank: 2222
Overall Rank
IDU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2121
Sortino Ratio Rank
IDU Omega Ratio Rank: 2121
Omega Ratio Rank
IDU Calmar Ratio Rank: 2525
Calmar Ratio Rank
IDU Martin Ratio Rank: 2222
Martin Ratio Rank
VPU
VPU Risk / Return Rank: 2626
Overall Rank
VPU Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 2424
Sortino Ratio Rank
VPU Omega Ratio Rank: 2525
Omega Ratio Rank
VPU Calmar Ratio Rank: 3131
Calmar Ratio Rank
VPU Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDU vs. VPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and Vanguard Utilities ETF (VPU). 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.

IDUVPUDifference
Sharpe ratioReturn per unit of total volatility
0.68
0.83

-0.15

Sortino ratioReturn per unit of downside risk
1.01
1.20

-0.19

Omega ratioGain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratioReturn relative to maximum drawdown

1.04

1.34

-0.30

Martin ratioReturn relative to average drawdown

2.35

2.91

-0.56

IDU vs. VPU - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is comparable to the VPU Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IDU and VPU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

IDU vs. VPU - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for IDU and VPU.

Loading charts...

Drawdown Indicators

IDUVPUDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-46.31%

-7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-8.90%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-17.34%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-25.15%

+1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.18%

-36.42%

+0.24%

Current Drawdown

Current decline from peak

-6.24%

-5.69%

-0.55%

Average Drawdown

Average peak-to-trough decline

-11.38%

-7.78%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

4.10%

-0.06%

Volatility

IDU vs. VPU - Volatility Comparison

The current volatility for iShares U.S. Utilities ETF (IDU) is 5.25%, while Vanguard Utilities ETF (VPU) has a volatility of 5.55%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IDUVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

5.55%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

11.52%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

14.41%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

17.07%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

19.13%

-0.40%

IDU vs. VPU - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is higher than VPU's 0.09% expense ratio.

Dividends

IDU vs. VPU - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.20%, less than VPU's 2.64% yield.

PositionTTM20252024202320222021202020192018201720162015
IDU
iShares U.S. Utilities ETF		2.20%2.23%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%
VPU
Vanguard Utilities ETF		2.64%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Frequently Asked Questions

With a correlation of 0.99, IDU and VPU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VPU has higher volatility (5.55%) compared to IDU (5.25%). In terms of maximum drawdown, IDU dropped -53.88% vs VPU's -46.31%.

On 10-year performance, VPU leads with 9.06% vs 8.77% for IDU. On fees, VPU is cheaper at 0.09% per year. On volatility, IDU has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VPU has performed better with a 9.06% return vs 8.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VPU is cheaper with a 0.09% expense ratio, compared with 0.42% for IDU.

VPU has the higher dividend yield at 2.64%, compared with 2.20% for IDU.

IDU tracks Dow Jones U.S. Utilities Index, while VPU tracks MSCI US Investable Market Utilities 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.42% for IDU and 0.09% for VPU.

VPU currently has the higher Sharpe Ratio (0.83 vs 0.68), 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.

Portfolio Optimizer

Find the right allocation for IDU and VPU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer