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JXI vs. IDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JXI vs. IDU - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JXI vs. IDU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

JXI
JXI Risk / Return Rank: 5252
Overall Rank
JXI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 4949
Sortino Ratio Rank
JXI Omega Ratio Rank: 5151
Omega Ratio Rank
JXI Calmar Ratio Rank: 5959
Calmar Ratio Rank
JXI Martin Ratio Rank: 4949
Martin Ratio Rank

IDU
IDU Risk / Return Rank: 3030
Overall Rank
IDU Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2929
Sortino Ratio Rank
IDU Omega Ratio Rank: 2828
Omega Ratio Rank
IDU Calmar Ratio Rank: 3434
Calmar Ratio Rank
IDU Martin Ratio Rank: 2828
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.

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.


JXIIDUDifference
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

JXI vs. IDU - Sharpe Ratio Comparison

The current JXI Sharpe Ratio is 1.45, which is higher than the IDU Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of JXI 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

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


JXIIDUDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.26%

-2.80%

-0.46%

Average Drawdown

Average peak-to-trough decline

-12.78%

-11.35%

-1.43%

Ulcer Index

Depth 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


JXIIDUDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for JXI and IDU

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