IDU vs. XLU
Compare and contrast key facts about iShares U.S. Utilities ETF (IDU) and Utilities Select Sector SPDR Fund (XLU).
IDU and XLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998. Both IDU and XLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDU or XLU.
Performance
IDU vs. XLU - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IDU having a 32.33% return and XLU slightly lower at 32.32%. Both investments have delivered pretty close results over the past 10 years, with IDU having a 9.37% annualized return and XLU not far ahead at 9.65%.
IDU
32.33%
1.12%
16.49%
36.19%
8.51%
9.37%
XLU
32.32%
0.68%
17.40%
35.27%
8.81%
9.65%
Key characteristics
| IDU | XLU | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.29 |
| Sortino Ratio | 3.49 | 3.10 |
| Omega Ratio | 1.44 | 1.39 |
| Calmar Ratio | 2.14 | 1.84 |
| Martin Ratio | 14.31 | 10.93 |
| Ulcer Index | 2.58% | 3.29% |
| Daily Std Dev | 14.36% | 15.68% |
| Max Drawdown | -53.88% | -52.27% |
| Current Drawdown | 0.00% | -0.39% |
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IDU vs. XLU - Expense Ratio Comparison
IDU has a 0.42% expense ratio, which is higher than XLU's 0.13% expense ratio.
Correlation
The correlation between IDU and XLU is 0.93, 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. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and Utilities Select Sector SPDR Fund (XLU). 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. XLU - Dividend Comparison
IDU's dividend yield for the trailing twelve months is around 2.05%, less than XLU's 2.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.05% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% | 2.88% | 3.36% |
XLU Utilities Select Sector SPDR Fund | 2.70% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
IDU vs. XLU - Drawdown Comparison
The maximum IDU drawdown since its inception was -53.88%, roughly equal to the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for IDU and XLU. For additional features, visit the drawdowns tool.
Volatility
IDU vs. XLU - Volatility Comparison
The current volatility for iShares U.S. Utilities ETF (IDU) is 5.08%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.65%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.