ZAP vs. IDU
ZAP (Global X U.S. Electrification ETF) and IDU (iShares U.S. Utilities ETF) are both Utilities Equities funds - ZAP tracks the Global X U.S. Electrification Index while IDU tracks the Dow Jones U.S. Utilities Index. Both are passively managed. Over the past year, ZAP returned 28.84% vs 6.88% for IDU. Their correlation of 0.85 suggests significant overlap in exposure. ZAP charges 0.50%/yr vs 0.42%/yr for IDU.
Performance
ZAP vs. IDU - Performance Comparison
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Returns By Period
In the year-to-date period, ZAP achieves a 15.14% return, which is significantly higher than IDU's 2.64% return.
ZAP
- 1D
- -0.63%
- 1M
- -3.98%
- YTD
- 15.14%
- 6M
- 13.19%
- 1Y
- 28.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDU
- 1D
- -0.28%
- 1M
- -5.52%
- YTD
- 2.64%
- 6M
- 1.08%
- 1Y
- 6.88%
- 3Y*
- 13.73%
- 5Y*
- 9.04%
- 10Y*
- 8.72%
ZAP vs. IDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ZAP Global X U.S. Electrification ETF | 15.14% | 21.84% | 1.26% |
IDU iShares U.S. Utilities ETF | 2.64% | 15.23% | 1.65% |
Correlation
The correlation between ZAP and IDU is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024 | 0.85 |
The correlation between ZAP and IDU has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
ZAP vs. IDU — Risk / Return Rank
ZAP
IDU
ZAP vs. IDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Electrification ETF (ZAP) 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.
| ZAP | IDU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.09 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 0.75 | +3.25 |
| Martin ratioReturn relative to average drawdown | 10.25 | 1.78 | +8.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZAP | IDU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.50 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.63 | 0.42 | +1.22 |
Drawdowns
ZAP vs. IDU - Drawdown Comparison
The maximum ZAP drawdown since its inception was -12.38%, smaller than the maximum IDU drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for ZAP and IDU.
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Drawdown Indicators
| ZAP | IDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.38% | -53.88% | +41.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -9.15% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.18% | — |
Current DrawdownCurrent decline from peak | -4.11% | -7.85% | +3.74% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -11.38% | +8.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.88% | -1.05% |
Volatility
ZAP vs. IDU - Volatility Comparison
Global X U.S. Electrification ETF (ZAP) has a higher volatility of 6.28% compared to iShares U.S. Utilities ETF (IDU) at 5.04%. This indicates that ZAP'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
| ZAP | IDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.04% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 10.95% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 13.79% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 16.49% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 18.72% | -1.81% |
ZAP vs. IDU - Expense Ratio Comparison
ZAP has a 0.50% expense ratio, which is higher than IDU's 0.42% expense ratio.
Dividends
ZAP vs. IDU - Dividend Comparison
ZAP's dividend yield for the trailing twelve months is around 1.55%, less 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% |
ZAP Global X U.S. Electrification ETF | 1.55% | 1.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZAP and IDU have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZAP has higher volatility (6.28%) compared to IDU (5.04%). In terms of maximum drawdown, ZAP dropped -12.38% vs IDU's -53.88%.
On 1-year performance, ZAP leads with 28.84% vs 6.88% for IDU. On fees, IDU is cheaper at 0.42% per year. On volatility, IDU has been the lower-risk option at 5.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ZAP has performed better with a 28.84% return vs 6.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDU is cheaper with a 0.42% expense ratio, compared with 0.50% for ZAP.
IDU has the higher dividend yield at 2.24%, compared with 1.55% for ZAP.
ZAP tracks Global X U.S. Electrification Index, while IDU tracks Dow Jones U.S. Utilities Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for ZAP and 0.42% for IDU.
ZAP currently has the higher Sharpe Ratio (1.92 vs 0.50), 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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