IDU vs. WEC
IDU (iShares U.S. Utilities ETF) is Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while WEC (WEC Energy Group, Inc.) is a stock. Over the past 10 years, IDU returned 8.87%/yr vs 9.45%/yr for WEC. A 0.77 correlation means they provide meaningful diversification when combined.
Performance
IDU vs. WEC - Performance Comparison
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Returns By Period
In the year-to-date period, IDU achieves a 5.39% return, which is significantly lower than WEC's 9.02% return. Over the past 10 years, IDU has underperformed WEC with an annualized return of 8.87%, while WEC has yielded a comparatively higher 9.45% annualized return.
IDU
- 1D
- 0.43%
- 1M
- -0.76%
- YTD
- 5.39%
- 6M
- 5.78%
- 1Y
- 12.09%
- 3Y*
- 14.54%
- 5Y*
- 10.15%
- 10Y*
- 8.87%
WEC
- 1D
- 0.78%
- 1M
- -0.33%
- YTD
- 9.02%
- 6M
- 9.63%
- 1Y
- 12.14%
- 3Y*
- 12.72%
- 5Y*
- 8.51%
- 10Y*
- 9.45%
IDU vs. WEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 5.39% | 15.23% | 23.23% | -5.02% | 0.17% | 16.96% | -1.07% | 24.21% | 3.93% | 11.94% |
WEC WEC Energy Group, Inc. | 9.02% | 15.96% | 16.11% | -7.00% | -0.45% | 8.66% | 2.49% | 37.05% | 7.87% | 17.11% |
Correlation
The correlation between IDU and WEC is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2000 | 0.77 |
The correlation between IDU and WEC has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
IDU vs. WEC — Risk / Return Rank
IDU
WEC
IDU vs. WEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and WEC Energy Group, Inc. (WEC). 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 | WEC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.09 | +0.24 |
| Martin ratioReturn relative to average drawdown | 2.94 | 2.68 | +0.26 |
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Drawdowns
IDU vs. WEC - Drawdown Comparison
The maximum IDU drawdown since its inception was -53.88%, which is greater than WEC's maximum drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for IDU and WEC.
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Drawdown Indicators
| IDU | WEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -45.06% | -8.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -11.22% | +2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -16.01% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -26.02% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.18% | -32.31% | -3.87% |
Current DrawdownCurrent decline from peak | -5.38% | -4.02% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -8.32% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 4.54% | -0.42% |
Volatility
IDU vs. WEC - Volatility Comparison
The current volatility for iShares U.S. Utilities ETF (IDU) is 4.97%, while WEC Energy Group, Inc. (WEC) has a volatility of 5.32%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than WEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDU | WEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 5.32% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 11.37% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.95% | 15.29% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 18.99% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 21.62% | -2.87% |
Dividends
IDU vs. WEC - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.23%, less than WEC's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.23% | 2.23% | 2.29% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% |
WEC WEC Energy Group, Inc. | 3.26% | 3.39% | 3.55% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.81% |
Frequently Asked Questions
IDU and WEC have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEC has higher volatility (5.32%) compared to IDU (4.97%). In terms of maximum drawdown, IDU dropped -53.88% vs WEC's -45.06%.
IDU currently has the higher Sharpe Ratio (0.87 vs 0.80), 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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