WEC vs. IDU
WEC (WEC Energy Group, Inc.) is a stock, while IDU (iShares U.S. Utilities ETF) is Utilities Equities fund tracking the Russell 1000 Utilities RIC 22.5/45 Capped Index. Over the past 10 years, WEC returned 8.87%/yr vs 8.55%/yr for IDU. Their 0.77 correlation means they have sometimes moved together and sometimes differently.
Performance
WEC vs. IDU - Performance Comparison
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Returns By Period
In the year-to-date period, WEC achieves a 5.52% return, which is significantly higher than IDU's 4.85% return. Both investments have delivered pretty close results over the past 10 years, with WEC having a 8.87% annualized return and IDU not far behind at 8.55%.
WEC
- 1D
- -0.57%
- 1M
- -7.92%
- 6M
- 0.56%
- YTD
- 5.52%
- 1Y
- 2.59%
- 3Y*
- 10.79%
- 5Y*
- 6.60%
- 10Y*
- 8.87%
- ALL TIME*
- 11.50%
IDU
- 1D
- -0.63%
- 1M
- -2.90%
- 6M
- 3.47%
- YTD
- 4.85%
- 1Y
- 5.16%
- 3Y*
- 13.66%
- 5Y*
- 9.24%
- 10Y*
- 8.55%
- ALL TIME*
- 7.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $20.80M | $13.25M | $15.74M | |
| $229.01M | $216.50M | $241.33M |
WEC vs. IDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WEC WEC Energy Group, Inc. | 5.52% | 15.96% | 16.11% | -7.00% | -0.45% | 8.66% | 2.49% | 37.05% | 7.87% | 17.11% |
IDU iShares U.S. Utilities ETF | 4.85% | 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 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2000 | 0.77 |
The correlation between WEC and IDU has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
WEC vs. IDU — Risk / Return Rank
WEC
IDU
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.
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.
| WEC | IDU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.07 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 0.57 | -0.24 |
| Martin ratioReturn relative to average drawdown | 0.78 | 1.21 | -0.43 |
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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.
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Drawdown Indicators
| WEC | IDU | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -11.62% | -12.35% | +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 DrawdownCurrent decline from peak | -7.93% | -5.87% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -11.34% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 4.29% | +0.42% |
Volatility
WEC vs. IDU - Volatility Comparison
WEC Energy Group, Inc. (WEC) has a higher volatility of 5.75% compared to iShares U.S. Utilities ETF (IDU) at 4.48%. 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.
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Volatility by Period
| WEC | IDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 4.48% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 11.46% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 14.23% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 16.50% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.65% | 18.76% | +2.89% |
Dividends
WEC vs. IDU - Dividend Comparison
WEC's dividend yield for the trailing twelve months is around 3.37%, more than IDU's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDU iShares U.S. Utilities ETF | 2.24% | 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. | 3.37% | 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
WEC and IDU have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEC has higher volatility (5.75%) compared to IDU (4.48%). In terms of maximum drawdown, WEC dropped -45.06% vs IDU's -53.88%.
IDU currently has the higher Sharpe Ratio (0.37 vs 0.23), 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.
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