WEC vs. IDU

Last updated Jun 3, 2026

WEC (WEC Energy Group, Inc.) is a stock, while IDU (iShares U.S. Utilities ETF) is Utilities Equities fund tracking the Dow Jones U.S. Utilities Index. Over the past 10 years, WEC returned 9.49%/yr vs 8.75%/yr for IDU. A 0.77 correlation means they provide meaningful diversification when combined.

Performance

WEC vs. IDU - Performance Comparison

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

Returns By Period

In the year-to-date period, WEC achieves a 6.31% return, which is significantly higher than IDU's 2.93% return. Over the past 10 years, WEC has outperformed IDU with an annualized return of 9.49%, while IDU has yielded a comparatively lower 8.75% annualized return.

WEC

• 1D: 1.50%
• 1M: -5.35%
• YTD: 6.31%
• 6M: 3.72%
• 1Y: 6.26%
• 3Y*: 12.13%
• 5Y*: 6.82%
• 10Y*: 9.49%

IDU

• 1D: 1.71%
• 1M: -5.50%
• YTD: 2.93%
• 6M: 1.06%
• 1Y: 7.35%
• 3Y*: 13.83%
• 5Y*: 9.07%
• 10Y*: 8.75%

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

WEC vs. IDU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEC WEC Energy Group, Inc.	6.31%	15.96%	16.11%	-7.00%	-0.45%	8.66%	2.49%	37.05%	7.87%	17.11%
IDU iShares U.S. Utilities ETF	2.93%	15.23%	23.23%	-5.02%	0.17%	16.96%	-1.07%	24.21%	3.93%	11.94%

Correlation

The correlation between WEC and IDU is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jun 21, 2000	0.77

The correlation between WEC and IDU has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

Return for Risk

WEC vs. IDU — Risk / Return Rank

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

WEC

WEC Risk / Return Rank: 50
WEC Sharpe Ratio Rank: 55
WEC Sortino Ratio Rank: 46
WEC Omega Ratio Rank: 44
WEC Calmar Ratio Rank: 53
WEC Martin Ratio Rank: 54

IDU

IDU Risk / Return Rank: 18
IDU Sharpe Ratio Rank: 17
IDU Sortino Ratio Rank: 17
IDU Omega Ratio Rank: 17
IDU Calmar Ratio Rank: 19
IDU Martin Ratio Rank: 18

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.

WEC vs. IDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) 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.

	WEC	IDU	Difference
Sharpe ratio Return per unit of total volatility	0.42	0.54	-0.12
Sortino ratio Return per unit of downside risk	0.69	0.81	-0.12
Omega ratio Gain probability vs. loss probability	1.08	1.10	-0.02
Calmar ratio Return relative to maximum drawdown	0.54	0.84	-0.30
Martin ratio Return relative to average drawdown	1.34	2.01	-0.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEC vs. IDU - Sharpe Ratio Comparison

The current WEC Sharpe Ratio is 0.42, which is comparable to the IDU Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of WEC 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.

Sharpe Ratios by Period

	WEC	IDU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	0.54	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.55	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.47	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.42	+0.18

Drawdowns

WEC vs. IDU - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.06%, smaller than the maximum IDU drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for WEC and IDU.

Drawdown Indicators

	WEC	IDU	Difference
Max Drawdown Largest peak-to-trough decline	-45.06%	-53.88%	+8.82%
Max Drawdown (1Y) Largest decline over 1 year	-11.22%	-9.15%	-2.07%
Max Drawdown (3Y) Largest decline over 3 years	-16.01%	-16.74%	+0.73%
Max Drawdown (5Y) Largest decline over 5 years	-26.02%	-24.11%	-1.91%
Max Drawdown (10Y) Largest decline over 10 years	-32.31%	-36.18%	+3.87%
Current Drawdown Current decline from peak	-6.40%	-7.60%	+1.20%
Average Drawdown Average peak-to-trough decline	-8.32%	-11.38%	+3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.51%	3.85%	+0.66%

Volatility

WEC vs. IDU - Volatility Comparison

WEC Energy Group, Inc. (WEC) and iShares U.S. Utilities ETF (IDU) have volatilities of 5.25% and 5.04%, 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.

Volatility by Period

	WEC	IDU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	5.04%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	11.34%	11.16%	+0.18%
Volatility (1Y) Calculated over the trailing 1-year period	15.05%	13.79%	+1.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.01%	16.49%	+2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.60%	18.72%	+2.88%

Dividends

WEC vs. IDU - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.35%, more than IDU's 2.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDU iShares U.S. Utilities ETF	2.23%	2.23%	2.29%	2.79%	2.39%	2.39%	2.94%	2.71%	2.80%	2.62%	3.18%	4.22%
WEC WEC Energy Group, Inc.	3.35%	3.39%	3.55%	3.71%	3.10%	2.79%	2.75%	2.56%	3.19%	3.13%	3.38%	3.81%

Frequently Asked Questions

Can I hold both WEC and IDU in my portfolio?

WEC and IDU have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WEC or IDU?

WEC has higher volatility (5.25%) compared to IDU (5.04%). In terms of maximum drawdown, WEC dropped -45.06% vs IDU's -53.88%.

Which has better risk-adjusted returns?

IDU currently has the higher Sharpe Ratio (0.54 vs 0.42), 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.