JXI vs. IDU
JXI (iShares Global Utilities ETF) and IDU (iShares U.S. Utilities ETF) are both Utilities Equities funds from iShares - JXI tracks the S&P Global Utilities Index while IDU tracks the Dow Jones U.S. Utilities Index. Both are passively managed. Over the past 10 years, JXI returned 9.09%/yr vs 8.84%/yr for IDU. Their correlation of 0.85 suggests significant overlap in exposure. JXI charges 0.46%/yr vs 0.42%/yr for IDU.
Performance
JXI vs. IDU - Performance Comparison
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Returns By Period
In the year-to-date period, JXI achieves a 9.96% return, which is significantly higher than IDU's 8.27% return. Both investments have delivered pretty close results over the past 10 years, with JXI having a 9.09% annualized return and IDU not far behind at 8.84%.
JXI
- 1D
- 0.59%
- 1M
- 2.24%
- 6M
- 9.43%
- YTD
- 9.96%
- 1Y
- 18.89%
- 3Y*
- 15.45%
- 5Y*
- 10.31%
- 10Y*
- 9.09%
IDU
- 1D
- 0.75%
- 1M
- 3.66%
- 6M
- 8.56%
- YTD
- 8.27%
- 1Y
- 12.72%
- 3Y*
- 14.55%
- 5Y*
- 10.26%
- 10Y*
- 8.84%
JXI vs. IDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JXI iShares Global Utilities ETF | 9.96% | 25.91% | 13.14% | 0.63% | -4.17% | 10.88% | 5.19% | 23.94% | 2.31% | 14.79% |
IDU iShares U.S. Utilities ETF | 8.27% | 15.23% | 23.23% | -5.02% | 0.17% | 16.96% | -1.07% | 24.21% | 3.93% | 11.94% |
Correlation
The correlation between JXI and IDU is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2006 | 0.85 |
The correlation between JXI and IDU has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
JXI vs. IDU — Risk / Return Rank
JXI
IDU
JXI vs. IDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Utilities ETF (JXI) 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.
| JXI | IDU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.40 | +0.95 |
| Martin ratioReturn relative to average drawdown | 6.49 | 3.04 | +3.45 |
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Drawdowns
JXI vs. IDU - Drawdown Comparison
The maximum JXI drawdown since its inception was -50.23%, smaller than the maximum IDU drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for JXI and IDU.
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Drawdown Indicators
| JXI | IDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.23% | -53.88% | +3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -9.15% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -16.74% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.45% | -24.11% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -36.18% | +1.98% |
Current DrawdownCurrent decline from peak | -3.26% | -2.80% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -11.35% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.20% | -1.28% |
Volatility
JXI vs. IDU - Volatility Comparison
The current volatility for iShares Global Utilities ETF (JXI) is 3.83%, while iShares U.S. Utilities ETF (IDU) has a volatility of 4.30%. This indicates that JXI 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.
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Volatility by Period
| JXI | IDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 4.30% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 11.27% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 14.17% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 16.51% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 18.75% | -1.78% |
JXI vs. IDU - Expense Ratio Comparison
JXI has a 0.46% expense ratio, which is higher than IDU's 0.42% expense ratio.
Dividends
JXI vs. IDU - Dividend Comparison
JXI's dividend yield for the trailing twelve months is around 2.40%, more than IDU's 2.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.17% | 2.23% | 2.29% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% |
JXI iShares Global Utilities ETF | 2.40% | 2.56% | 3.02% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% |
Frequently Asked Questions
JXI and IDU have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDU has higher volatility (4.30%) compared to JXI (3.83%). In terms of maximum drawdown, JXI dropped -50.23% vs IDU's -53.88%.
On 10-year performance, JXI leads with 9.09% vs 8.84% for IDU. On fees, IDU is cheaper at 0.42% per year. On volatility, JXI has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, JXI has performed better with a 9.09% return vs 8.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDU is cheaper with a 0.42% expense ratio, compared with 0.46% for JXI.
JXI has the higher dividend yield at 2.40%, compared with 2.17% for IDU.
JXI tracks S&P Global Utilities Index, while IDU tracks Dow Jones U.S. Utilities Index. Their fees differ too: 0.46% for JXI and 0.42% for IDU.
JXI currently has the higher Sharpe Ratio (1.45 vs 0.90), 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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