XLU vs. IDU
Compare and contrast key facts about Utilities Select Sector SPDR Fund (XLU) and iShares U.S. Utilities ETF (IDU).
XLU and IDU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998. 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 XLU 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: XLU or IDU.
Performance
XLU vs. IDU - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with XLU having a 28.05% return and IDU slightly higher at 28.24%. Both investments have delivered pretty close results over the past 10 years, with XLU having a 9.21% annualized return and IDU not far behind at 8.95%.
XLU
28.05%
-3.60%
11.18%
31.78%
8.14%
9.21%
IDU
28.24%
-3.00%
10.57%
32.77%
7.87%
8.95%
Key characteristics
| XLU | IDU | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.34 |
| Sortino Ratio | 2.85 | 3.21 |
| Omega Ratio | 1.36 | 1.40 |
| Calmar Ratio | 1.67 | 1.94 |
| Martin Ratio | 9.92 | 13.01 |
| Ulcer Index | 3.28% | 2.57% |
| Daily Std Dev | 15.58% | 14.26% |
| Max Drawdown | -52.27% | -53.88% |
| Current Drawdown | -3.60% | -3.00% |
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XLU vs. IDU - Expense Ratio Comparison
XLU has a 0.13% expense ratio, which is lower than IDU's 0.42% expense ratio.
Correlation
The correlation between XLU and IDU is 0.93, 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
XLU vs. IDU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector SPDR Fund (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.
Dividends
XLU vs. IDU - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 2.79%, more than IDU's 2.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
IDU iShares U.S. Utilities ETF | 2.12% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% | 2.88% | 3.36% |
Drawdowns
XLU vs. IDU - Drawdown Comparison
The maximum XLU drawdown since its inception was -52.27%, 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. For additional features, visit the drawdowns tool.
Volatility
XLU vs. IDU - Volatility Comparison
Utilities Select Sector SPDR Fund (XLU) has a higher volatility of 5.37% compared to iShares U.S. Utilities ETF (IDU) at 4.79%. 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.