^IMUS vs. VOO
^IMUS (Dow Jones Islamic Market U.S. Index) is an index, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ^IMUS returned 15.43%/yr vs 15.61%/yr for VOO. With a 0.95 correlation, they move nearly in lockstep.
Performance
^IMUS vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ^IMUS achieves a 8.63% return, which is significantly higher than VOO's 8.19% return. Both investments have delivered pretty close results over the past 10 years, with ^IMUS having a 15.43% annualized return and VOO not far ahead at 15.61%.
^IMUS
- 1D
- -2.05%
- 1M
- -2.45%
- YTD
- 8.63%
- 6M
- 7.58%
- 1Y
- 26.94%
- 3Y*
- 20.01%
- 5Y*
- 12.02%
- 10Y*
- 15.43%
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
^IMUS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^IMUS Dow Jones Islamic Market U.S. Index | 8.63% | 16.79% | 24.16% | 32.07% | -25.45% | 27.79% | 28.19% | 31.43% | -4.10% | 22.63% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ^IMUS and VOO is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.95 |
The correlation between ^IMUS and VOO has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
^IMUS vs. VOO — Risk / Return Rank
^IMUS
VOO
^IMUS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) and Vanguard S&P 500 ETF (VOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^IMUS | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.67 | -0.21 |
| Martin ratioReturn relative to average drawdown | 10.01 | 11.96 | -1.95 |
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Drawdowns
^IMUS vs. VOO - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^IMUS and VOO.
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Drawdown Indicators
| ^IMUS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -33.99% | -13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | -8.90% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -18.69% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -24.52% | -5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -33.99% | +1.79% |
Current DrawdownCurrent decline from peak | -5.16% | -3.14% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -3.68% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.99% | +0.71% |
Volatility
^IMUS vs. VOO - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 6.27% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that ^IMUS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^IMUS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 4.83% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 9.82% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 12.46% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 16.91% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.62% | 18.02% | +1.60% |
Frequently Asked Questions
With a correlation of 0.97, ^IMUS and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
^IMUS has higher volatility (6.27%) compared to VOO (4.83%). In terms of maximum drawdown, ^IMUS dropped -47.72% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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