SXLU.L vs. IDU
Compare and contrast key facts about SPDR S&P US Utilities Select Sector UCITS ETF (SXLU.L) and iShares U.S. Utilities ETF (IDU).
SXLU.L and IDU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXLU.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Utilities NR USD. It was launched on Jul 7, 2015. 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. Both SXLU.L and IDU 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: SXLU.L or IDU.
Key characteristics
| SXLU.L | IDU | |
|---|---|---|
| YTD Return | 26.31% | 27.49% |
| 1Y Return | 35.48% | 37.10% |
| 3Y Return (Ann) | 8.46% | 9.11% |
| 5Y Return (Ann) | 7.40% | 7.83% |
| Sharpe Ratio | 2.18 | 2.44 |
| Sortino Ratio | 2.94 | 3.39 |
| Omega Ratio | 1.37 | 1.42 |
| Calmar Ratio | 1.50 | 1.86 |
| Martin Ratio | 9.32 | 14.10 |
| Ulcer Index | 3.30% | 2.54% |
| Daily Std Dev | 14.55% | 14.68% |
| Max Drawdown | -36.20% | -53.88% |
| Current Drawdown | -4.20% | -3.57% |
Correlation
The correlation between SXLU.L and IDU is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXLU.L vs. IDU - Performance Comparison
The year-to-date returns for both investments are quite close, with SXLU.L having a 26.31% return and IDU slightly higher at 27.49%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXLU.L vs. IDU - Expense Ratio Comparison
SXLU.L has a 0.15% expense ratio, which is lower than IDU's 0.42% expense ratio.
Risk-Adjusted Performance
SXLU.L vs. IDU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Utilities Select Sector UCITS ETF (SXLU.L) 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.
Dividends
SXLU.L vs. IDU - Dividend Comparison
SXLU.L has not paid dividends to shareholders, while IDU's dividend yield for the trailing twelve months is around 2.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXLU.L SPDR S&P US Utilities Select Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDU iShares U.S. Utilities ETF | 2.13% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% | 2.88% | 3.36% |
Drawdowns
SXLU.L vs. IDU - Drawdown Comparison
The maximum SXLU.L drawdown since its inception was -36.20%, smaller than the maximum IDU drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for SXLU.L and IDU. For additional features, visit the drawdowns tool.
Volatility
SXLU.L vs. IDU - Volatility Comparison
SPDR S&P US Utilities Select Sector UCITS ETF (SXLU.L) and iShares U.S. Utilities ETF (IDU) have volatilities of 5.03% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.