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IDU vs. VPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDU and VPU is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

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.

450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
527.10%
557.66%
IDU
VPU

Key characteristics

Sharpe Ratio

IDU:

1.81

VPU:

1.66

Sortino Ratio

IDU:

2.48

VPU:

2.29

Omega Ratio

IDU:

1.31

VPU:

1.29

Calmar Ratio

IDU:

1.49

VPU:

1.29

Martin Ratio

IDU:

9.10

VPU:

7.59

Ulcer Index

IDU:

2.83%

VPU:

3.33%

Daily Std Dev

IDU:

14.23%

VPU:

15.20%

Max Drawdown

IDU:

-53.88%

VPU:

-46.31%

Current Drawdown

IDU:

-8.03%

VPU:

-7.96%

Returns By Period

The year-to-date returns for both stocks are quite close, with IDU having a 23.50% return and VPU slightly lower at 23.17%. Both investments have delivered pretty close results over the past 10 years, with IDU having a 8.13% annualized return and VPU not far behind at 8.09%.


IDU

YTD

23.50%

1M

-5.10%

6M

10.44%

1Y

25.41%

5Y*

6.33%

10Y*

8.13%

VPU

YTD

23.17%

1M

-6.72%

6M

11.42%

1Y

24.41%

5Y*

6.28%

10Y*

8.09%

Compare stocks, funds, or ETFs

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


IDU vs. VPU - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is higher than VPU's 0.10% expense ratio.


IDU
iShares U.S. Utilities ETF
Expense ratio chart for IDU: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VPU: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IDU vs. VPU - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IDU, currently valued at 1.81, compared to the broader market0.002.004.001.811.66
The chart of Sortino ratio for IDU, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.002.482.29
The chart of Omega ratio for IDU, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.29
The chart of Calmar ratio for IDU, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.491.29
The chart of Martin ratio for IDU, currently valued at 9.10, compared to the broader market0.0020.0040.0060.0080.00100.009.107.59
IDU
VPU

The current IDU Sharpe Ratio is 1.81, which is comparable to the VPU Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IDU and VPU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.81
1.66
IDU
VPU

Dividends

IDU vs. VPU - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.28%, less than VPU's 3.01% yield.


TTM20232022202120202019201820172016201520142013
IDU
iShares U.S. Utilities ETF
2.28%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%2.88%3.36%
VPU
Vanguard Utilities ETF
3.01%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%3.76%

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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.03%
-7.96%
IDU
VPU

Volatility

IDU vs. VPU - Volatility Comparison

iShares U.S. Utilities ETF (IDU) and Vanguard Utilities ETF (VPU) have volatilities of 4.71% and 4.71%, 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.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.71%
4.71%
IDU
VPU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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