IDU vs. WEC
Compare and contrast key facts about iShares U.S. Utilities ETF (IDU) and WEC Energy Group, Inc. (WEC).
IDU is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Utilities Index. It was launched on Jun 20, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDU or WEC.
Performance
IDU vs. WEC - Performance Comparison
Returns By Period
In the year-to-date period, IDU achieves a 29.26% return, which is significantly higher than WEC's 22.58% return. Over the past 10 years, IDU has underperformed WEC with an annualized return of 9.04%, while WEC has yielded a comparatively higher 10.98% annualized return.
IDU
29.26%
-1.92%
11.76%
33.62%
7.94%
9.04%
WEC
22.58%
0.29%
19.35%
26.23%
5.75%
10.98%
Key characteristics
| IDU | WEC | |
|---|---|---|
| Sharpe Ratio | 2.37 | 1.41 |
| Sortino Ratio | 3.25 | 2.03 |
| Omega Ratio | 1.41 | 1.25 |
| Calmar Ratio | 1.96 | 1.01 |
| Martin Ratio | 13.15 | 4.80 |
| Ulcer Index | 2.57% | 5.26% |
| Daily Std Dev | 14.30% | 17.96% |
| Max Drawdown | -53.88% | -45.05% |
| Current Drawdown | -2.23% | 0.00% |
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Correlation
The correlation between IDU and WEC is 0.78, 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.
Risk-Adjusted Performance
IDU vs. WEC - Risk-Adjusted Performance 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.
Dividends
IDU vs. WEC - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.10%, less than WEC's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.10% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% | 2.88% | 3.36% |
WEC WEC Energy Group, Inc. | 3.36% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.40% | 2.96% | 3.50% |
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 -45.05%. Use the drawdown chart below to compare losses from any high point for IDU and WEC. For additional features, visit the drawdowns tool.
Volatility
IDU vs. WEC - Volatility Comparison
iShares U.S. Utilities ETF (IDU) and WEC Energy Group, Inc. (WEC) have volatilities of 4.84% and 5.08%, 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.