^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 0.86, 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:
0.30
^IMUS:
0.23
^IMXL:
-0.02
^IMUS:
-0.11
^IMXL:
1.00
^IMUS:
0.98
^IMXL:
-0.10
^IMUS:
-0.18
^IMXL:
-0.33
^IMUS:
-0.57
^IMXL:
6.04%
^IMUS:
6.81%
^IMXL:
17.20%
^IMUS:
19.89%
^IMXL:
-48.36%
^IMUS:
-47.72%
^IMXL:
-9.77%
^IMUS:
-10.80%
Returns By Period
In the year-to-date period, ^IMXL achieves a -6.11% return, which is significantly higher than ^IMUS's -7.03% return. Over the past 10 years, ^IMXL has underperformed ^IMUS with an annualized return of 9.97%, while ^IMUS has yielded a comparatively higher 10.53% annualized return.
^IMXL
-6.11%
13.36%
-7.11%
6.47%
11.95%
9.97%
^IMUS
-7.03%
14.49%
-8.09%
5.69%
12.22%
10.53%
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Risk-Adjusted Performance
^IMXL vs. ^IMUS — Risk-Adjusted Performance Rank
^IMXL
^IMUS
^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 5.42%, while Dow Jones Islamic Market U.S. Index (^IMUS) has a volatility of 5.98%. 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.