^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).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMUS or ^IMXL.
Key characteristics
| ^IMUS | ^IMXL | |
|---|---|---|
| YTD Return | 17.80% | 20.84% |
| 1Y Return | 26.61% | 28.88% |
| 3Y Return (Ann) | 6.45% | 7.26% |
| 5Y Return (Ann) | 13.95% | 13.96% |
| 10Y Return (Ann) | 11.42% | 10.63% |
| Sharpe Ratio | 1.85 | 2.01 |
| Daily Std Dev | 13.51% | 12.62% |
| Max Drawdown | -47.72% | -48.36% |
| Current Drawdown | -2.58% | -3.37% |
Correlation
The correlation between ^IMUS and ^IMXL is 0.89, 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.
Performance
^IMUS vs. ^IMXL - Performance Comparison
In the year-to-date period, ^IMUS achieves a 17.80% return, which is significantly lower than ^IMXL's 20.84% return. Over the past 10 years, ^IMUS has outperformed ^IMXL with an annualized return of 11.42%, while ^IMXL has yielded a comparatively lower 10.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^IMUS vs. ^IMXL - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
^IMUS vs. ^IMXL - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 4.38% compared to Dow Jones Islamic Market Titans 100 Index (^IMXL) at 4.02%. 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.