^IMXL vs. URTH
^IMXL (Dow Jones Islamic Market Titans 100 Index) is an index, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, ^IMXL returned 15.59%/yr vs 13.22%/yr for URTH. Their correlation of 0.82 suggests significant overlap in exposure.
Performance
^IMXL vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, ^IMXL achieves a 14.62% return, which is significantly higher than URTH's 10.71% return. Over the past 10 years, ^IMXL has outperformed URTH with an annualized return of 15.59%, while URTH has yielded a comparatively lower 13.22% annualized return.
^IMXL
- 1D
- -0.10%
- 1M
- 6.29%
- YTD
- 14.62%
- 6M
- 14.66%
- 1Y
- 37.63%
- 3Y*
- 24.35%
- 5Y*
- 14.79%
- 10Y*
- 15.59%
URTH
- 1D
- 0.50%
- 1M
- 4.39%
- YTD
- 10.71%
- 6M
- 11.32%
- 1Y
- 26.53%
- 3Y*
- 21.13%
- 5Y*
- 11.97%
- 10Y*
- 13.22%
^IMXL vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^IMXL Dow Jones Islamic Market Titans 100 Index | 14.62% | 20.39% | 26.01% | 33.51% | -25.49% | 24.93% | 26.81% | 31.38% | -5.65% | 23.76% |
URTH iShares MSCI World ETF | 10.71% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between ^IMXL and URTH is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2012 | 0.82 |
The correlation between ^IMXL and URTH shifts across timeframes, from 0.82 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
^IMXL vs. URTH — Risk / Return Rank
^IMXL
URTH
^IMXL vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) and iShares MSCI World ETF (URTH). 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.
| ^IMXL | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.40 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.94 | -0.35 |
| Martin ratioReturn relative to average drawdown | 10.84 | 13.35 | -2.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^IMXL | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.21 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.74 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.77 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.73 | -0.28 |
Drawdowns
^IMXL vs. URTH - Drawdown Comparison
The maximum ^IMXL drawdown since its inception was -48.36%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ^IMXL and URTH.
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Drawdown Indicators
| ^IMXL | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.36% | -34.01% | -14.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -9.06% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -16.94% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -26.05% | -4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -30.52% | -34.01% | +3.49% |
Current DrawdownCurrent decline from peak | -0.77% | -0.25% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -4.37% | -6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 1.99% | +1.00% |
Volatility
^IMXL vs. URTH - Volatility Comparison
The current volatility for Dow Jones Islamic Market Titans 100 Index (^IMXL) is 2.86%, while iShares MSCI World ETF (URTH) has a volatility of 3.24%. This indicates that ^IMXL experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^IMXL | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 3.24% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 9.43% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 12.05% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 16.18% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 17.27% | -0.61% |
Frequently Asked Questions
^IMXL and URTH have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URTH has higher volatility (3.24%) compared to ^IMXL (2.86%). In terms of maximum drawdown, ^IMXL dropped -48.36% vs URTH's -34.01%.
^IMXL currently has the higher Sharpe Ratio (2.51 vs 2.21), 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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