^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.
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
Key characteristics
^IMUS:
1.08
^IMXL:
1.12
^IMUS:
1.49
^IMXL:
1.55
^IMUS:
1.22
^IMXL:
1.23
^IMUS:
1.46
^IMXL:
1.34
^IMUS:
5.38
^IMXL:
4.97
^IMUS:
2.75%
^IMXL:
2.88%
^IMUS:
13.50%
^IMXL:
12.64%
^IMUS:
-47.72%
^IMXL:
-48.36%
^IMUS:
-2.83%
^IMXL:
-2.45%
Returns By Period
In the year-to-date period, ^IMUS achieves a 0.82% return, which is significantly lower than ^IMXL's 0.98% return. Both investments have delivered pretty close results over the past 10 years, with ^IMUS having a 11.81% annualized return and ^IMXL not far behind at 11.26%.
^IMUS
0.82%
-2.28%
4.71%
26.02%
12.99%
11.81%
^IMXL
0.98%
-1.42%
2.82%
27.82%
12.63%
11.26%
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Risk-Adjusted Performance
^IMUS vs. ^IMXL — Risk-Adjusted Performance Rank
^IMUS
^IMXL
^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 4.79% compared to Dow Jones Islamic Market Titans 100 Index (^IMXL) at 4.30%. 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.