^IMXL vs. ^IMUS
Compare and contrast key facts about Dow Jones Islamic Market Titans 100 Index (^IMXL) and Dow Jones Islamic Market U.S. Index (^IMUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMXL or ^IMUS.
Correlation
The correlation between ^IMXL and ^IMUS 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
^IMXL vs. ^IMUS - Performance Comparison
Key characteristics
^IMXL:
1.32
^IMUS:
1.17
^IMXL:
1.79
^IMUS:
1.61
^IMXL:
1.27
^IMUS:
1.24
^IMXL:
1.57
^IMUS:
1.57
^IMXL:
5.83
^IMUS:
5.81
^IMXL:
2.86%
^IMUS:
2.74%
^IMXL:
12.62%
^IMUS:
13.50%
^IMXL:
-48.36%
^IMUS:
-47.72%
^IMXL:
-2.36%
^IMUS:
-2.37%
Returns By Period
In the year-to-date period, ^IMXL achieves a 1.07% return, which is significantly lower than ^IMUS's 1.30% return. Over the past 10 years, ^IMXL has underperformed ^IMUS with an annualized return of 11.52%, while ^IMUS has yielded a comparatively higher 12.12% annualized return.
^IMXL
1.07%
-0.91%
3.04%
29.99%
12.93%
11.52%
^IMUS
1.30%
-1.72%
5.33%
28.98%
13.42%
12.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^IMXL vs. ^IMUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) and Dow Jones Islamic Market U.S. Index (^IMUS). 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
^IMXL vs. ^IMUS - Drawdown Comparison
The maximum ^IMXL drawdown since its inception was -48.36%, roughly equal to the maximum ^IMUS drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for ^IMXL and ^IMUS. For additional features, visit the drawdowns tool.
Volatility
^IMXL vs. ^IMUS - Volatility Comparison
The current volatility for Dow Jones Islamic Market Titans 100 Index (^IMXL) is 4.16%, while Dow Jones Islamic Market U.S. Index (^IMUS) has a volatility of 4.65%. This indicates that ^IMXL experiences smaller price fluctuations and is considered to be less risky than ^IMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.