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

Correlation

The correlation between IDU and WEC is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

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.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
536.44%
2,171.16%
IDU
WEC

Key characteristics

Sharpe Ratio

IDU:

1.28

WEC:

2.10

Sortino Ratio

IDU:

1.77

WEC:

2.88

Omega Ratio

IDU:

1.23

WEC:

1.36

Calmar Ratio

IDU:

2.13

WEC:

1.57

Martin Ratio

IDU:

5.51

WEC:

9.01

Ulcer Index

IDU:

3.80%

WEC:

4.03%

Daily Std Dev

IDU:

16.47%

WEC:

17.34%

Max Drawdown

IDU:

-53.88%

WEC:

-45.05%

Current Drawdown

IDU:

-3.55%

WEC:

-1.28%

Returns By Period

In the year-to-date period, IDU achieves a 5.10% return, which is significantly lower than WEC's 15.55% return. Over the past 10 years, IDU has underperformed WEC with an annualized return of 9.08%, while WEC has yielded a comparatively higher 11.61% annualized return.


IDU

YTD

5.10%

1M

0.95%

6M

0.25%

1Y

21.08%

5Y*

9.39%

10Y*

9.08%

WEC

YTD

15.55%

1M

1.42%

6M

12.77%

1Y

37.10%

5Y*

6.76%

10Y*

11.61%

*Annualized

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Risk-Adjusted Performance

IDU vs. WEC — Risk-Adjusted Performance Rank

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

IDU
The Risk-Adjusted Performance Rank of IDU is 8787
Overall Rank
The Sharpe Ratio Rank of IDU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IDU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IDU is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IDU is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IDU is 8686
Martin Ratio Rank

WEC
The Risk-Adjusted Performance Rank of WEC is 9393
Overall Rank
The Sharpe Ratio Rank of WEC is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of WEC is 9494
Sortino Ratio Rank
The Omega Ratio Rank of WEC is 9292
Omega Ratio Rank
The Calmar Ratio Rank of WEC is 9191
Calmar Ratio Rank
The Martin Ratio Rank of WEC is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for IDU, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.00
IDU: 1.28
WEC: 2.10
The chart of Sortino ratio for IDU, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.00
IDU: 1.77
WEC: 2.88
The chart of Omega ratio for IDU, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
IDU: 1.23
WEC: 1.36
The chart of Calmar ratio for IDU, currently valued at 2.13, compared to the broader market0.002.004.006.008.0010.0012.00
IDU: 2.13
WEC: 1.57
The chart of Martin ratio for IDU, currently valued at 5.51, compared to the broader market0.0020.0040.0060.00
IDU: 5.51
WEC: 9.01

The current IDU Sharpe Ratio is 1.28, which is lower than the WEC Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.28
2.10
IDU
WEC

Dividends

IDU vs. WEC - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.29%, less than WEC's 3.15% yield.


TTM20242023202220212020201920182017201620152014
IDU
iShares U.S. Utilities ETF
2.29%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%2.88%
WEC
WEC Energy Group, Inc.
3.15%3.55%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.55%
-1.28%
IDU
WEC

Volatility

IDU vs. WEC - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 8.68% compared to WEC Energy Group, Inc. (WEC) at 6.12%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than WEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.68%
6.12%
IDU
WEC