WEC vs. IDU

Last updated Apr 2, 2026

Compare and contrast key facts about WEC Energy Group, Inc. (WEC) and iShares U.S. Utilities ETF (IDU).

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.

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.

WEC vs. IDU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEC WEC Energy Group, Inc.	11.08%	15.96%	16.11%	-7.00%	-0.45%	8.66%	2.49%	37.05%	7.87%	17.11%
IDU iShares U.S. Utilities ETF	8.18%	15.23%	23.23%	-5.02%	0.17%	16.96%	-1.07%	24.21%	3.93%	11.94%

Returns By Period

In the year-to-date period, WEC achieves a 11.08% return, which is significantly higher than IDU's 8.18% return. Over the past 10 years, WEC has outperformed IDU with an annualized return of 10.34%, while IDU has yielded a comparatively lower 9.39% annualized return.

WEC

• 1D: 0.35%
• 1M: -0.39%
• YTD: 11.08%
• 6M: 4.52%
• 1Y: 10.29%
• 3Y*: 10.91%
• 5Y*: 8.04%
• 10Y*: 10.34%

IDU

• 1D: 0.43%
• 1M: -2.28%
• YTD: 8.18%
• 6M: 5.59%
• 1Y: 17.21%
• 3Y*: 14.43%
• 5Y*: 10.64%
• 10Y*: 9.39%

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

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: 59
WEC Sharpe Ratio Rank: 64
WEC Sortino Ratio Rank: 55
WEC Omega Ratio Rank: 52
WEC Calmar Ratio Rank: 61
WEC Martin Ratio Rank: 62

IDU

IDU Risk / Return Rank: 60
IDU Sharpe Ratio Rank: 63
IDU Sortino Ratio Rank: 59
IDU Omega Ratio Rank: 56
IDU Calmar Ratio Rank: 75
IDU Martin Ratio Rank: 50

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	0.67	1.14	-0.47
Sortino ratio Return per unit of downside risk	1.01	1.57	-0.56
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.09
Calmar ratio Return relative to maximum drawdown	0.91	2.08	-1.17
Martin ratio Return relative to average drawdown	2.31	4.99	-2.67
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 0.67, which is lower than the IDU Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of WEC and IDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEC	IDU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	1.14	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.65	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.50	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.43	+0.18

Correlation

The correlation between WEC and IDU is 0.77, 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.

Dividends

WEC vs. IDU - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.12%, more than IDU's 2.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WEC WEC Energy Group, Inc.	3.12%	3.39%	3.55%	3.71%	3.10%	2.79%	2.75%	2.56%	3.19%	3.13%	3.38%	3.81%
IDU iShares U.S. Utilities ETF	2.13%	2.23%	2.29%	2.79%	2.39%	2.39%	2.94%	2.71%	2.80%	2.62%	3.18%	4.22%

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%	-8.45%	-2.77%
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	-1.47%	-2.88%	+1.41%
Average Drawdown Average peak-to-trough decline	-8.34%	-11.43%	+3.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.41%	3.53%	+0.88%

Volatility

WEC vs. IDU - Volatility Comparison

WEC Energy Group, Inc. (WEC) has a higher volatility of 5.23% compared to iShares U.S. Utilities ETF (IDU) at 4.77%. This indicates that WEC'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.

Volatility by Period

	WEC	IDU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	4.77%	+0.46%
Volatility (6M) Calculated over the trailing 6-month period	10.20%	9.72%	+0.48%
Volatility (1Y) Calculated over the trailing 1-year period	15.37%	15.18%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.97%	16.37%	+2.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.59%	18.68%	+2.91%