VPU vs. IDU
Compare and contrast key facts about Vanguard Utilities ETF (VPU) and iShares U.S. Utilities ETF (IDU).
VPU and IDU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004. 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 VPU 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: VPU or IDU.
Performance
VPU vs. IDU - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VPU having a 29.83% return and IDU slightly higher at 30.14%. Both investments have delivered pretty close results over the past 10 years, with VPU having a 9.23% annualized return and IDU not far behind at 9.10%.
VPU
29.83%
-1.06%
13.11%
34.09%
7.90%
9.23%
IDU
30.14%
-0.92%
12.71%
34.59%
8.15%
9.10%
Key characteristics
| VPU | IDU | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.44 |
| Sortino Ratio | 3.04 | 3.33 |
| Omega Ratio | 1.39 | 1.42 |
| Calmar Ratio | 1.75 | 2.02 |
| Martin Ratio | 10.85 | 13.54 |
| Ulcer Index | 3.16% | 2.58% |
| Daily Std Dev | 15.34% | 14.27% |
| Max Drawdown | -46.31% | -53.88% |
| Current Drawdown | -1.87% | -1.57% |
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VPU vs. IDU - Expense Ratio Comparison
VPU has a 0.10% expense ratio, which is lower than IDU's 0.42% expense ratio.
Correlation
The correlation between VPU and IDU is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VPU vs. IDU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) 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
VPU vs. IDU - Dividend Comparison
VPU's dividend yield for the trailing twelve months is around 2.86%, more than IDU's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 2.86% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
IDU iShares U.S. Utilities ETF | 2.09% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% | 2.88% | 3.36% |
Drawdowns
VPU vs. IDU - Drawdown Comparison
The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum IDU drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for VPU and IDU. For additional features, visit the drawdowns tool.
Volatility
VPU vs. IDU - Volatility Comparison
Vanguard Utilities ETF (VPU) has a higher volatility of 5.20% compared to iShares U.S. Utilities ETF (IDU) at 4.86%. This indicates that VPU'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.