^IMUS vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and S&P 500 Index (^GSPC).

Performance

^IMUS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Islamic Market U.S. Index (^IMUS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

^IMUS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^IMUS Dow Jones Islamic Market U.S. Index	-4.69%	16.79%	24.16%	32.07%	-25.45%	27.79%	28.19%	31.43%	-4.10%	22.63%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, ^IMUS achieves a -4.69% return, which is significantly lower than ^GSPC's -3.84% return. Over the past 10 years, ^IMUS has outperformed ^GSPC with an annualized return of 13.68%, while ^GSPC has yielded a comparatively lower 12.29% annualized return.

^IMUS

• 1D: 0.02%
• 1M: -3.53%
• YTD: -4.69%
• 6M: -2.57%
• 1Y: 19.58%
• 3Y*: 17.76%
• 5Y*: 10.65%
• 10Y*: 13.68%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

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

Return for Risk

^IMUS vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^IMUS

^IMUS Risk / Return Rank: 53
^IMUS Sharpe Ratio Rank: 51
^IMUS Sortino Ratio Rank: 56
^IMUS Omega Ratio Rank: 69
^IMUS Calmar Ratio Rank: 38
^IMUS Martin Ratio Rank: 49

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

^IMUS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) and S&P 500 Index (^GSPC). 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.

	^IMUS	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.86	0.88	-0.03
Sortino ratio Return per unit of downside risk	1.36	1.37	0.00
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.07	1.39	-0.32
Martin ratio Return relative to average drawdown	4.33	6.43	-2.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^IMUS vs. ^GSPC - Sharpe Ratio Comparison

The current ^IMUS Sharpe Ratio is 0.86, which is comparable to the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ^IMUS and ^GSPC, 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

	^IMUS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.88	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.62	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.68	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.46	-0.05

Correlation

The correlation between ^IMUS and ^GSPC is 0.96, 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.

Drawdowns

^IMUS vs. ^GSPC - Drawdown Comparison

The maximum ^IMUS drawdown since its inception was -47.72%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^IMUS and ^GSPC.

Drawdown Indicators

	^IMUS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-47.72%	-56.78%	+9.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.00%	-9.10%	-1.90%
Max Drawdown (5Y) Largest decline over 5 years	-29.97%	-25.43%	-4.54%
Max Drawdown (10Y) Largest decline over 10 years	-32.20%	-33.92%	+1.72%
Current Drawdown Current decline from peak	-7.20%	-5.67%	-1.53%
Average Drawdown Average peak-to-trough decline	-9.66%	-10.75%	+1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	2.62%	+0.09%

Volatility

^IMUS vs. ^GSPC - Volatility Comparison

Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 5.80% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that ^IMUS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^IMUS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	5.29%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	9.55%	+0.42%
Volatility (1Y) Calculated over the trailing 1-year period	18.87%	18.33%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	16.90%	+2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	18.04%	+1.28%