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BARC.L vs. HLAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BARC.L and HLAL is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BARC.L vs. HLAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays plc (BARC.L) and Wahed FTSE USA Shariah ETF (HLAL). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
10.76%
0.01%
BARC.L
HLAL

Key characteristics

Sharpe Ratio

BARC.L:

3.43

HLAL:

1.19

Sortino Ratio

BARC.L:

4.22

HLAL:

1.60

Omega Ratio

BARC.L:

1.53

HLAL:

1.22

Calmar Ratio

BARC.L:

1.43

HLAL:

1.73

Martin Ratio

BARC.L:

30.47

HLAL:

6.15

Ulcer Index

BARC.L:

3.12%

HLAL:

2.61%

Daily Std Dev

BARC.L:

27.75%

HLAL:

13.49%

Max Drawdown

BARC.L:

-92.38%

HLAL:

-33.57%

Current Drawdown

BARC.L:

-34.35%

HLAL:

-4.58%

Returns By Period

In the year-to-date period, BARC.L achieves a -1.62% return, which is significantly lower than HLAL's -0.68% return.


BARC.L

YTD

-1.62%

1M

-2.08%

6M

17.57%

1Y

90.34%

5Y*

12.36%

10Y*

4.89%

HLAL

YTD

-0.68%

1M

-3.64%

6M

0.01%

1Y

16.06%

5Y*

14.24%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BARC.L vs. HLAL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BARC.L
The Risk-Adjusted Performance Rank of BARC.L is 9696
Overall Rank
The Sharpe Ratio Rank of BARC.L is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BARC.L is 9797
Sortino Ratio Rank
The Omega Ratio Rank of BARC.L is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BARC.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BARC.L is 9999
Martin Ratio Rank

HLAL
The Risk-Adjusted Performance Rank of HLAL is 6060
Overall Rank
The Sharpe Ratio Rank of HLAL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of HLAL is 5555
Sortino Ratio Rank
The Omega Ratio Rank of HLAL is 5858
Omega Ratio Rank
The Calmar Ratio Rank of HLAL is 6565
Calmar Ratio Rank
The Martin Ratio Rank of HLAL is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BARC.L vs. HLAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays plc (BARC.L) and Wahed FTSE USA Shariah ETF (HLAL). 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.


Sharpe ratio
The chart of Sharpe ratio for BARC.L, currently valued at 2.86, compared to the broader market-2.000.002.002.861.06
The chart of Sortino ratio for BARC.L, currently valued at 3.55, compared to the broader market-4.00-2.000.002.004.003.551.44
The chart of Omega ratio for BARC.L, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.20
The chart of Calmar ratio for BARC.L, currently valued at 2.35, compared to the broader market0.002.004.006.002.351.53
The chart of Martin ratio for BARC.L, currently valued at 23.28, compared to the broader market0.0010.0020.0023.285.39
BARC.L
HLAL

The current BARC.L Sharpe Ratio is 3.43, which is higher than the HLAL Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BARC.L and HLAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
2.86
1.06
BARC.L
HLAL

Dividends

BARC.L vs. HLAL - Dividend Comparison

BARC.L's dividend yield for the trailing twelve months is around 3.11%, more than HLAL's 0.58% yield.


TTM20242023202220212020201920182017201620152014
BARC.L
Barclays plc
3.11%3.06%5.01%3.94%1.60%4.09%3.90%2.99%1.48%2.01%2.97%2.67%
HLAL
Wahed FTSE USA Shariah ETF
0.58%0.58%0.72%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BARC.L vs. HLAL - Drawdown Comparison

The maximum BARC.L drawdown since its inception was -92.38%, which is greater than HLAL's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for BARC.L and HLAL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.07%
-4.58%
BARC.L
HLAL

Volatility

BARC.L vs. HLAL - Volatility Comparison

Barclays plc (BARC.L) has a higher volatility of 7.63% compared to Wahed FTSE USA Shariah ETF (HLAL) at 4.74%. This indicates that BARC.L's price experiences larger fluctuations and is considered to be riskier than HLAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.63%
4.74%
BARC.L
HLAL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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