^IMUS vs. ^IMXL
Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Islamic Market Titans 100 Index (^IMXL).
Performance
^IMUS vs. ^IMXL - Performance Comparison
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^IMUS vs. ^IMXL - 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% |
^IMXL Dow Jones Islamic Market Titans 100 Index | -5.43% | 20.39% | 26.01% | 33.51% | -25.49% | 24.93% | 26.81% | 31.38% | -5.65% | 23.76% |
Returns By Period
In the year-to-date period, ^IMUS achieves a -4.69% return, which is significantly higher than ^IMXL's -5.43% return. Both investments have delivered pretty close results over the past 10 years, with ^IMUS having a 13.68% annualized return and ^IMXL not far behind at 13.56%.
^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%
^IMXL
- 1D
- -0.48%
- 1M
- -4.12%
- YTD
- -5.43%
- 6M
- -1.81%
- 1Y
- 21.29%
- 3Y*
- 19.28%
- 5Y*
- 11.43%
- 10Y*
- 13.56%
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Return for Risk
^IMUS vs. ^IMXL — Risk / Return Rank
^IMUS
^IMXL
^IMUS vs. ^IMXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Islamic Market Titans 100 Index (^IMXL). 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 | ^IMXL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.07 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.61 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.02 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.33 | 4.16 | +0.17 |
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
| ^IMUS | ^IMXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.07 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.65 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.80 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.41 | 0.00 |
Correlation
The correlation between ^IMUS and ^IMXL is 0.90, 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. ^IMXL - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, roughly equal to the maximum ^IMXL drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for ^IMUS and ^IMXL.
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Drawdown Indicators
| ^IMUS | ^IMXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -48.36% | +0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | -11.34% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -30.52% | +0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -30.52% | -1.68% |
Current DrawdownCurrent decline from peak | -7.20% | -8.21% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -10.86% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.78% | -0.07% |
Volatility
^IMUS vs. ^IMXL - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 5.80% compared to Dow Jones Islamic Market Titans 100 Index (^IMXL) at 5.37%. This indicates that ^IMUS's price experiences larger fluctuations and is considered to be riskier than ^IMXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^IMUS | ^IMXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 5.37% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 8.90% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 16.13% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 16.91% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 16.63% | +2.69% |