PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IYR vs. IDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYR vs. IDU

Last updated Jun 13, 2026

IYR (iShares U.S. Real Estate ETF) and IDU (iShares U.S. Utilities ETF) are both exchange-traded funds - IYR is a REIT fund tracking the Dow Jones U.S. Real Estate 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, IYR returned 5.97%/yr vs 8.77%/yr for IDU. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.42% expense ratio.

Performance

IYR vs. IDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) 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, IYR achieves a 11.47% return, which is significantly higher than IDU's 4.44% return. Over the past 10 years, IYR has underperformed IDU with an annualized return of 5.97%, while IDU has yielded a comparatively higher 8.77% annualized return.

IYR

1D
0.89%
1M
2.31%
YTD
11.47%
6M
11.46%
1Y
11.41%
3Y*
9.71%
5Y*
2.47%
10Y*
5.97%

IDU

1D
1.08%
1M
-0.15%
YTD
4.44%
6M
4.87%
1Y
9.46%
3Y*
13.84%
5Y*
9.15%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. IDU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYR
iShares U.S. Real Estate ETF		11.47%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%
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 IYR and IDU is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.49

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

0.56

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

0.63

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

0.62

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

0.56

The correlation between IYR and IDU shifts across timeframes, from 0.49 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.

IYR vs. IDU - Sectors Allocation Comparison

Sectors
IYR
IDU

Real Estate

97.9%

-

Basic Materials

1.3%

-

Communication Services

0.6%

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

0.5%

Financial Services

-

-

Healthcare

-

-

Industrials

-

8.7%

Technology

-

-

Utilities

-

90.3%

Real Estate

IYR
97.9%
IDU

-

Basic Materials

IYR
1.3%
IDU

-

Communication Services

IYR
0.6%
IDU

-

Consumer Cyclical

IYR

-

IDU

-

Consumer Defensive

IYR

-

IDU

-

Energy

IYR

-

IDU
0.5%

Financial Services

IYR

-

IDU

-

Healthcare

IYR

-

IDU

-

Industrials

IYR

-

IDU
8.7%

Technology

IYR

-

IDU

-

Utilities

IYR

-

IDU
90.3%

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. Real Estate ETF

iShares U.S. Utilities ETF

Often compared with IYR:
IYR vs. VNQIYR vs. XLREIYR vs. VOOIYR vs. REZIYR vs. ICFIYR vs. REMIYR vs. FRI
Often compared with IDU:
IDU vs. XLUIDU vs. VPUIDU vs. FXUIDU vs. IUSA.DEIDU vs. VOOIDU vs. WECIDU vs. IHF

Return for Risk

IYR vs. IDU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYR
IYR Risk / Return Rank: 2828
Overall Rank
IYR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2525
Sortino Ratio Rank
IYR Omega Ratio Rank: 2525
Omega Ratio Rank
IYR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYR Martin Ratio Rank: 3232
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.

IYR vs. IDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) 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.

IYRIDUDifference
Sharpe ratioReturn per unit of total volatility
0.84
0.68

+0.16

Sortino ratioReturn per unit of downside risk
1.24
1.01

+0.23

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.03

Calmar ratioReturn relative to maximum drawdown

1.34

1.04

+0.30

Martin ratioReturn relative to average drawdown

4.19

2.35

+1.84

IYR vs. IDU - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.84, which is comparable to the IDU Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of IYR 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.

Loading charts...

Drawdowns

IYR vs. IDU - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than IDU's maximum drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for IYR and IDU.

Loading charts...

Drawdown Indicators

IYRIDUDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-53.88%

-20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-9.15%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-16.74%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-24.11%

-9.64%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-36.18%

-6.14%

Current Drawdown

Current decline from peak

0.00%

-6.24%

+6.24%

Average Drawdown

Average peak-to-trough decline

-12.89%

-11.38%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.04%

-1.31%

Volatility

IYR vs. IDU - Volatility Comparison

The current volatility for iShares U.S. Real Estate ETF (IYR) is 4.80%, while iShares U.S. Utilities ETF (IDU) has a volatility of 5.25%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than IDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IYRIDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

5.25%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

11.13%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

13.93%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

16.52%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

18.73%

+1.61%

IYR vs. IDU - Expense Ratio Comparison

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

Dividends

IYR vs. IDU - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.15%, less than 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%
IYR
iShares U.S. Real Estate ETF		2.15%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%

Frequently Asked Questions

IYR and IDU have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDU has higher volatility (5.25%) compared to IYR (4.80%). In terms of maximum drawdown, IYR dropped -74.13% vs IDU's -53.88%.

On 10-year performance, IDU leads with 8.77% vs 5.97% for IYR. Both ETFs have the same 0.42% expense ratio. On volatility, IYR has been the lower-risk option at 4.80%. 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 5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IDU has the higher dividend yield at 2.20%, compared with 2.15% for IYR.

IYR is categorized as REIT, while IDU is Utilities Equities. IYR tracks Dow Jones U.S. Real Estate Index, while IDU tracks Dow Jones U.S. Utilities Index.

IYR currently has the higher Sharpe Ratio (0.84 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.

Portfolio Optimizer

Find the right allocation for IYR and IDU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer