IDU vs. WEC

Last updated Apr 2, 2026

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.

Performance

IDU vs. WEC - Performance Comparison

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

IDU vs. WEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDU iShares U.S. Utilities ETF	8.18%	15.23%	23.23%	-5.02%	0.17%	16.96%	-1.07%	24.21%	3.93%	11.94%
WEC WEC Energy Group, Inc.	11.08%	15.96%	16.11%	-7.00%	-0.45%	8.66%	2.49%	37.05%	7.87%	17.11%

Returns By Period

In the year-to-date period, IDU achieves a 8.18% return, which is significantly lower than WEC's 11.08% return. Over the past 10 years, IDU has underperformed WEC with an annualized return of 9.39%, while WEC has yielded a comparatively higher 10.34% annualized return.

IDU

• 1D: 0.43%
• 1M: -2.28%
• YTD: 8.18%
• 6M: 5.59%
• 1Y: 17.21%
• 3Y*: 14.43%
• 5Y*: 10.64%
• 10Y*: 9.39%

WEC

• 1D: 0.35%
• 1M: -0.39%
• YTD: 11.08%
• 6M: 4.52%
• 1Y: 10.29%
• 3Y*: 10.91%
• 5Y*: 8.04%
• 10Y*: 10.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IDU vs. WEC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDU

IDU Risk / Return Rank: 60
IDU Sharpe Ratio Rank: 63
IDU Sortino Ratio Rank: 59
IDU Omega Ratio Rank: 56
IDU Calmar Ratio Rank: 75
IDU Martin Ratio Rank: 50

WEC

WEC Risk / Return Rank: 59
WEC Sharpe Ratio Rank: 64
WEC Sortino Ratio Rank: 55
WEC Omega Ratio Rank: 52
WEC Calmar Ratio Rank: 61
WEC Martin Ratio Rank: 62

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. 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.

	IDU	WEC	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.67	+0.47
Sortino ratio Return per unit of downside risk	1.57	1.01	+0.56
Omega ratio Gain probability vs. loss probability	1.21	1.12	+0.09
Calmar ratio Return relative to maximum drawdown	2.08	0.91	+1.17
Martin ratio Return relative to average drawdown	4.99	2.31	+2.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDU vs. WEC - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 1.14, which is higher than the WEC Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of IDU and WEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDU	WEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	0.67	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.43	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.48	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.61	-0.18

Correlation

The correlation between IDU and WEC is 0.77, 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.

Dividends

IDU vs. WEC - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.13%, less than WEC's 3.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDU iShares U.S. Utilities ETF	2.13%	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.	3.12%	3.39%	3.55%	3.71%	3.10%	2.79%	2.75%	2.56%	3.19%	3.13%	3.38%	3.81%

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.

Drawdown Indicators

	IDU	WEC	Difference
Max Drawdown Largest peak-to-trough decline	-53.88%	-45.06%	-8.82%
Max Drawdown (1Y) Largest decline over 1 year	-8.45%	-11.22%	+2.77%
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 Drawdown Current decline from peak	-2.88%	-1.47%	-1.41%
Average Drawdown Average peak-to-trough decline	-11.43%	-8.34%	-3.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	4.41%	-0.88%

Volatility

IDU vs. WEC - Volatility Comparison

The current volatility for iShares U.S. Utilities ETF (IDU) is 4.77%, while WEC Energy Group, Inc. (WEC) has a volatility of 5.23%. 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.

Volatility by Period

	IDU	WEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	5.23%	-0.46%
Volatility (6M) Calculated over the trailing 6-month period	9.72%	10.20%	-0.48%
Volatility (1Y) Calculated over the trailing 1-year period	15.18%	15.37%	-0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.37%	18.97%	-2.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.68%	21.59%	-2.91%