PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XLU vs. IDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XLU vs. IDU

Last updated Jun 21, 2026

XLU (State Street Utilities Select Sector SPDR ETF) and IDU (iShares U.S. Utilities ETF) are both Utilities Equities funds - XLU tracks the Utilities Select Sector Index while IDU tracks the Dow Jones U.S. Utilities Index. Both are passively managed. Over the past 10 years, XLU returned 9.26%/yr vs 8.83%/yr for IDU. Their correlation of 0.93 suggests significant overlap in exposure. XLU charges 0.08%/yr vs 0.42%/yr for IDU.

Performance

XLU vs. IDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Utilities Select Sector SPDR ETF (XLU) and iShares U.S. Utilities ETF (IDU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XLU achieves a 5.58% return, which is significantly higher than IDU's 4.94% return. Both investments have delivered pretty close results over the past 10 years, with XLU having a 9.26% annualized return and IDU not far behind at 8.83%.

XLU

1D
0.67%
1M
-0.53%
YTD
5.58%
6M
6.52%
1Y
13.97%
3Y*
13.40%
5Y*
10.20%
10Y*
9.26%

IDU

1D
0.61%
1M
-0.41%
YTD
4.94%
6M
5.88%
1Y
11.62%
3Y*
13.47%
5Y*
9.97%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLU vs. IDU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XLU
State Street Utilities Select Sector SPDR ETF		5.58%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%
IDU
iShares U.S. Utilities ETF		4.94%15.23%23.23%-5.02%0.17%16.96%-1.07%24.21%3.93%11.94%

Correlation

The correlation between XLU and IDU is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2000

0.93

The correlation between XLU and IDU has been stable across timeframes, ranging from 0.93 to 0.99 - a consistent structural relationship.

XLU vs. IDU - Sectors Allocation Comparison

Sectors
XLU
IDU

Utilities

100.0%
91.1%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

0.5%

Financial Services

-

-

Healthcare

-

-

Industrials

-

8.4%

Real Estate

-

-

Technology

-

-

Utilities

XLU
100.0%
IDU
91.1%

Basic Materials

XLU

-

IDU

-

Communication Services

XLU

-

IDU

-

Consumer Cyclical

XLU

-

IDU

-

Consumer Defensive

XLU

-

IDU

-

Energy

XLU

-

IDU
0.5%

Financial Services

XLU

-

IDU

-

Healthcare

XLU

-

IDU

-

Industrials

XLU

-

IDU
8.4%

Real Estate

XLU

-

IDU

-

Technology

XLU

-

IDU

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

State Street Utilities Select Sector SPDR ETF

iShares U.S. Utilities ETF

Often compared with XLU:
XLU vs. VPUXLU vs. XLEXLU vs. XLPXLU vs. SPYXLU vs. FUTYXLU vs. UTESXLU vs. SCHD
Often compared with IDU:
IDU vs. VPUIDU vs. FXUIDU vs. IUSA.DEIDU vs. VOOIDU vs. WECIDU vs. IHFIDU vs. IVV

Return for Risk

XLU vs. IDU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XLU
XLU Risk / Return Rank: 2828
Overall Rank
XLU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 2626
Sortino Ratio Rank
XLU Omega Ratio Rank: 2626
Omega Ratio Rank
XLU Calmar Ratio Rank: 3232
Calmar Ratio Rank
XLU Martin Ratio Rank: 2626
Martin Ratio Rank
IDU
IDU Risk / Return Rank: 2424
Overall Rank
IDU Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2323
Sortino Ratio Rank
IDU Omega Ratio Rank: 2323
Omega Ratio Rank
IDU Calmar Ratio Rank: 2727
Calmar Ratio Rank
IDU Martin Ratio Rank: 2323
Martin Ratio Rank
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.

XLU vs. IDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR ETF (XLU) 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.

XLUIDUDifference
Sharpe ratioReturn per unit of total volatility
0.98
0.85

+0.13

Sortino ratioReturn per unit of downside risk
1.39
1.22

+0.17

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.56

1.29

+0.27

Martin ratioReturn relative to average drawdown

3.33

2.87

+0.46

XLU vs. IDU - Sharpe Ratio Comparison

The current XLU Sharpe Ratio is 0.98, which is comparable to the IDU Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of XLU 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.

Loading charts...

Drawdowns

XLU vs. IDU - Drawdown Comparison

The maximum XLU drawdown since its inception was -51.98%, roughly equal to the maximum IDU drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for XLU and IDU.

Loading charts...

Drawdown Indicators

XLUIDUDifference

Max Drawdown

Largest peak-to-trough decline

-51.98%

-53.88%

+1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-9.15%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-16.74%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-24.11%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-36.18%

+0.11%

Current Drawdown

Current decline from peak

-5.57%

-5.79%

+0.22%

Average Drawdown

Average peak-to-trough decline

-10.22%

-11.37%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

4.10%

+0.20%

Volatility

XLU vs. IDU - Volatility Comparison

State Street Utilities Select Sector SPDR ETF (XLU) has a higher volatility of 5.25% compared to iShares U.S. Utilities ETF (IDU) at 4.96%. This indicates that XLU'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.

Loading charts...

Volatility by Period

XLUIDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

4.96%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

11.17%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

13.92%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

16.48%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

18.74%

+0.53%

XLU vs. IDU - Expense Ratio Comparison

XLU has a 0.08% expense ratio, which is lower than IDU's 0.42% expense ratio.

Dividends

XLU vs. IDU - Dividend Comparison

XLU's dividend yield for the trailing twelve months is around 2.66%, more than IDU's 2.24% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
XLU
State Street Utilities Select Sector SPDR ETF		2.66%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Frequently Asked Questions

With a correlation of 0.99, XLU and IDU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XLU has higher volatility (5.25%) compared to IDU (4.96%). In terms of maximum drawdown, XLU dropped -51.98% vs IDU's -53.88%.

On 10-year performance, XLU leads with 9.26% vs 8.83% for IDU. On fees, XLU is cheaper at 0.08% per year. On volatility, IDU has been the lower-risk option at 4.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLU has performed better with a 9.26% return vs 8.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLU is cheaper with a 0.08% expense ratio, compared with 0.42% for IDU.

XLU has the higher dividend yield at 2.66%, compared with 2.24% for IDU.

XLU tracks Utilities Select Sector Index, while IDU tracks Dow Jones U.S. Utilities Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.08% for XLU and 0.42% for IDU.

XLU currently has the higher Sharpe Ratio (0.98 vs 0.85), 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.

Portfolio Optimizer

Find the right allocation for XLU and IDU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer