^IMUS vs. ^IMXL

Last updated Apr 3, 2026

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Islamic Market Titans 100 Index (^IMXL). The values are adjusted to include any dividend payments, if applicable.

^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%

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

Return for Risk

^IMUS vs. ^IMXL — 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

^IMXL

^IMXL Risk / Return Rank: 61
^IMXL Sharpe Ratio Rank: 72
^IMXL Sortino Ratio Rank: 72
^IMXL Omega Ratio Rank: 79
^IMXL Calmar Ratio Rank: 36
^IMXL Martin Ratio Rank: 46

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. ^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 ratio Return per unit of total volatility	0.86	1.07	-0.21
Sortino ratio Return per unit of downside risk	1.36	1.61	-0.24
Omega ratio Gain probability vs. loss probability	1.22	1.24	-0.03
Calmar ratio Return relative to maximum drawdown	1.07	1.02	+0.05
Martin ratio Return 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.

^IMUS vs. ^IMXL - Sharpe Ratio Comparison

The current ^IMUS Sharpe Ratio is 0.86, which is comparable to the ^IMXL Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ^IMUS and ^IMXL, 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	^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.

Drawdown Indicators

	^IMUS	^IMXL	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-7.20%	-8.21%	+1.01%
Average Drawdown Average peak-to-trough decline	-9.66%	-10.86%	+1.20%
Ulcer Index Depth 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.

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%