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IYE vs. IDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYE vs. IDU

Last updated Jun 14, 2026

IYE (iShares U.S. Energy ETF) and IDU (iShares U.S. Utilities ETF) are both exchange-traded funds - IYE is a Energy Equities fund tracking the Dow Jones U.S. Oil & Gas Index, while IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index. Both are passively managed. Over the past 10 years, IYE returned 8.66%/yr vs 8.77%/yr for IDU. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.42% expense ratio.

Performance

IYE vs. IDU - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IYE achieves a 28.97% return, which is significantly higher than IDU's 4.44% return. Both investments have delivered pretty close results over the past 10 years, with IYE having a 8.66% annualized return and IDU not far ahead at 8.77%.

IYE

1D
0.76%
1M
-0.93%
YTD
28.97%
6M
27.79%
1Y
33.59%
3Y*
15.75%
5Y*
19.07%
10Y*
8.66%

IDU

1D
1.08%
1M
-0.74%
YTD
4.44%
6M
4.87%
1Y
10.11%
3Y*
13.84%
5Y*
9.15%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYE vs. IDU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYE
iShares U.S. Energy ETF		28.97%7.33%6.06%-2.21%60.21%53.42%-33.49%10.03%-19.37%-1.80%
IDU
iShares U.S. Utilities ETF		4.44%15.23%23.23%-5.02%0.17%16.96%-1.07%24.21%3.93%11.94%

Correlation

The correlation between IYE and IDU is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2000

0.40

Over the past year, the correlation between IYE and IDU has dropped to 0.05 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

IYE vs. IDU - Sectors Allocation Comparison

Sectors
IYE
IDU

Energy

98.1%
0.5%

Technology

1.9%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

8.4%

Real Estate

-

-

Utilities

-

91.1%

Energy

IYE
98.1%
IDU
0.5%

Technology

IYE
1.9%
IDU

-

Basic Materials

IYE

-

IDU

-

Communication Services

IYE

-

IDU

-

Consumer Cyclical

IYE

-

IDU

-

Consumer Defensive

IYE

-

IDU

-

Financial Services

IYE

-

IDU

-

Healthcare

IYE

-

IDU

-

Industrials

IYE

-

IDU
8.4%

Real Estate

IYE

-

IDU

-

Utilities

IYE

-

IDU
91.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Energy ETF

iShares U.S. Utilities ETF

Often compared with IYE:
IYE vs. XLEIYE vs. VDEIYE vs. IXCIYE vs. FENYIYE vs. OIHIYE vs. IYHIYE vs. XOP
Often compared with IDU:
IDU vs. XLUIDU vs. VPUIDU vs. FXUIDU vs. IUSA.DEIDU vs. VOOIDU vs. WECIDU vs. IHF

Return for Risk

IYE vs. IDU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYE
IYE Risk / Return Rank: 6060
Overall Rank
IYE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 5757
Sortino Ratio Rank
IYE Omega Ratio Rank: 5454
Omega Ratio Rank
IYE Calmar Ratio Rank: 6969
Calmar Ratio Rank
IYE Martin Ratio Rank: 5555
Martin Ratio Rank
IDU
IDU Risk / Return Rank: 2222
Overall Rank
IDU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2121
Sortino Ratio Rank
IDU Omega Ratio Rank: 2121
Omega Ratio Rank
IDU Calmar Ratio Rank: 2525
Calmar Ratio Rank
IDU Martin Ratio Rank: 2222
Martin Ratio Rank
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.

IYE vs. IDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and iShares U.S. Utilities ETF (IDU). 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.

IYEIDUDifference
Sharpe ratioReturn per unit of total volatility
1.81
0.68

+1.12

Sortino ratioReturn per unit of downside risk
2.39
1.01

+1.38

Omega ratioGain probability vs. loss probability

1.29

1.13

+0.17

Calmar ratioReturn relative to maximum drawdown

3.03

1.04

+2.00

Martin ratioReturn relative to average drawdown

8.58

2.35

+6.23

IYE vs. IDU - Sharpe Ratio Comparison

The current IYE Sharpe Ratio is 1.81, which is higher than the IDU Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of IYE and IDU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IYE vs. IDU - Drawdown Comparison

The maximum IYE drawdown since its inception was -73.74%, which is greater than IDU's maximum drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for IYE and IDU.

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Drawdown Indicators

IYEIDUDifference

Max Drawdown

Largest peak-to-trough decline

-73.74%

-53.88%

-19.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-9.15%

-2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-20.37%

-16.74%

-3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-24.11%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-68.59%

-36.18%

-32.41%

Current Drawdown

Current decline from peak

-7.87%

-6.24%

-1.63%

Average Drawdown

Average peak-to-trough decline

-19.35%

-11.38%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

4.04%

+0.17%

Volatility

IYE vs. IDU - Volatility Comparison

iShares U.S. Energy ETF (IYE) has a higher volatility of 6.96% compared to iShares U.S. Utilities ETF (IDU) at 5.25%. This indicates that IYE's price experiences larger fluctuations and is considered to be riskier than IDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IYEIDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

5.25%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

16.36%

11.13%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

13.93%

+6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.75%

16.52%

+9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.51%

18.73%

+10.78%

IYE vs. IDU - Expense Ratio Comparison

Both IYE and IDU have an expense ratio of 0.42%.

Dividends

IYE vs. IDU - Dividend Comparison

IYE's dividend yield for the trailing twelve months is around 2.18%, which matches IDU's 2.20% yield.

PositionTTM20252024202320222021202020192018201720162015
IDU
iShares U.S. Utilities ETF		2.20%2.23%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%
IYE
iShares U.S. Energy ETF		2.18%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%

Frequently Asked Questions

IYE and IDU have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYE has higher volatility (6.96%) compared to IDU (5.25%). In terms of maximum drawdown, IYE dropped -73.74% vs IDU's -53.88%.

On 10-year performance, IDU leads with 8.77% vs 8.66% for IYE. Both ETFs have the same 0.42% expense ratio. On volatility, IDU has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDU has performed better with a 8.77% return vs 8.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYE and IDU have the same expense ratio: 0.42% per year.

IDU has the higher dividend yield at 2.20%, compared with 2.18% for IYE.

IYE is categorized as Energy Equities, while IDU is Utilities Equities. IYE tracks Dow Jones U.S. Oil & Gas Index, while IDU tracks Dow Jones U.S. Utilities Index.

IYE currently has the higher Sharpe Ratio (1.81 vs 0.68), 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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