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CSUS.L vs. ISDU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSUS.L vs. ISDU.L

Last updated Jun 5, 2026

CSUS.L (iShares VII plc - iShares MSCI USA ETF USD Acc) and ISDU.L (iShares MSCI USA Islamic UCITS ETF) are both Large Cap Blend Equities funds from iShares - CSUS.L tracks the Russell 1000 TR USD while ISDU.L tracks the MSCI USA Islamic Index. Both are passively managed. Over the past 10 years, CSUS.L returned 15.12%/yr vs 12.42%/yr for ISDU.L. A 0.69 correlation means they provide meaningful diversification when combined. CSUS.L charges 0.33%/yr vs 0.30%/yr for ISDU.L.

Performance

CSUS.L vs. ISDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSUS.L achieves a 10.32% return, which is significantly lower than ISDU.L's 22.76% return. Over the past 10 years, CSUS.L has outperformed ISDU.L with an annualized return of 15.12%, while ISDU.L has yielded a comparatively lower 12.42% annualized return.

CSUS.L

1D
0.06%
1M
4.70%
YTD
10.32%
6M
10.98%
1Y
27.52%
3Y*
22.49%
5Y*
13.29%
10Y*
15.12%

ISDU.L

1D
-0.70%
1M
10.88%
YTD
22.76%
6M
23.83%
1Y
41.31%
3Y*
20.09%
5Y*
14.34%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUS.L vs. ISDU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc		10.32%17.22%25.83%26.72%-20.46%28.02%20.30%30.38%-5.82%21.66%
ISDU.L
iShares MSCI USA Islamic UCITS ETF		22.76%16.32%9.36%25.84%-11.90%29.59%6.85%20.62%-6.04%14.03%

Correlation

The correlation between CSUS.L and ISDU.L is 0.83, 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

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2010

0.69

The correlation between CSUS.L and ISDU.L shifts across timeframes, from 0.69 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

CSUS.L vs. ISDU.L - Sectors Allocation Comparison

Sectors
CSUS.L
ISDU.L

Technology

35.4%
49.7%

Financial Services

11.6%

-

Communication Services

11.3%
0.4%

Consumer Cyclical

10.2%
8.8%

Healthcare

8.6%
10.8%

Industrials

8.5%
7.7%

Consumer Defensive

4.8%
4.2%

Energy

3.6%
12.3%

Utilities

2.3%
0.7%

Real Estate

1.9%
0.1%

Basic Materials

1.8%
5.5%

Technology

CSUS.L
35.4%
ISDU.L
49.7%

Financial Services

CSUS.L
11.6%
ISDU.L

-

Communication Services

CSUS.L
11.3%
ISDU.L
0.4%

Consumer Cyclical

CSUS.L
10.2%
ISDU.L
8.8%

Healthcare

CSUS.L
8.6%
ISDU.L
10.8%

Industrials

CSUS.L
8.5%
ISDU.L
7.7%

Consumer Defensive

CSUS.L
4.8%
ISDU.L
4.2%

Energy

CSUS.L
3.6%
ISDU.L
12.3%

Utilities

CSUS.L
2.3%
ISDU.L
0.7%

Real Estate

CSUS.L
1.9%
ISDU.L
0.1%

Basic Materials

CSUS.L
1.8%
ISDU.L
5.5%

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iShares VII plc - iShares MSCI USA ETF USD Acc

iShares MSCI USA Islamic UCITS ETF

Often compared with CSUS.L:
CSUS.L vs. VTICSUS.L vs. XD9D.DECSUS.L vs. SPYCSUS.L vs. AVUVCSUS.L vs. VXUSCSUS.L vs. ITOTCSUS.L vs. VOO
Often compared with ISDU.L:
ISDU.L vs. ISDW.LISDU.L vs. SPUSISDU.L vs. IGDA.LISDU.L vs. SPWOISDU.L vs. BBUS.LISDU.L vs. BBSU.LISDU.L vs. FLXU.L

Return for Risk

CSUS.L vs. ISDU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSUS.L
CSUS.L Risk / Return Rank: 7373
Overall Rank
CSUS.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSUS.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSUS.L Omega Ratio Rank: 7373
Omega Ratio Rank
CSUS.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CSUS.L Martin Ratio Rank: 7575
Martin Ratio Rank
ISDU.L
ISDU.L Risk / Return Rank: 9090
Overall Rank
ISDU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSUS.L vs. ISDU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). 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.

CSUS.LISDU.LDifference
Sharpe ratioReturn per unit of total volatility
2.32
3.16

-0.84

Sortino ratioReturn per unit of downside risk
3.39
4.38

-0.99

Omega ratioGain probability vs. loss probability

1.42

1.55

-0.13

Calmar ratioReturn relative to maximum drawdown

3.30

5.96

-2.66

Martin ratioReturn relative to average drawdown

13.91

19.96

-6.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSUS.L vs. ISDU.L - Sharpe Ratio Comparison

The current CSUS.L Sharpe Ratio is 2.32, which is comparable to the ISDU.L Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of CSUS.L and ISDU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CSUS.LISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

3.16

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.89

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.77

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.65

+0.47

Drawdowns

CSUS.L vs. ISDU.L - Drawdown Comparison

The maximum CSUS.L drawdown since its inception was -34.38%, smaller than the maximum ISDU.L drawdown of -37.79%. Use the drawdown chart below to compare losses from any high point for CSUS.L and ISDU.L.

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Drawdown Indicators

CSUS.LISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-37.79%

+3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-6.90%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-21.98%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-21.98%

-3.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-33.01%

-1.37%

Current Drawdown

Current decline from peak

-0.47%

-0.70%

+0.23%

Average Drawdown

Average peak-to-trough decline

-4.13%

-4.20%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.06%

-0.09%

Volatility

CSUS.L vs. ISDU.L - Volatility Comparison

The current volatility for iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) is 3.25%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 5.10%. This indicates that CSUS.L experiences smaller price fluctuations and is considered to be less risky than ISDU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSUS.LISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

5.10%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

9.96%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

13.01%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

16.17%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

16.18%

+0.96%

CSUS.L vs. ISDU.L - Expense Ratio Comparison

CSUS.L has a 0.33% expense ratio, which is higher than ISDU.L's 0.30% expense ratio.

Dividends

CSUS.L vs. ISDU.L - Dividend Comparison

CSUS.L has not paid dividends to shareholders, while ISDU.L's dividend yield for the trailing twelve months is around 0.62%.

PositionTTM20252024202320222021202020192018201720162015
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISDU.L
iShares MSCI USA Islamic UCITS ETF		0.62%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%

Frequently Asked Questions

CSUS.L and ISDU.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISDU.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISDU.L is cheaper with a 0.30% expense ratio, compared with 0.33% for CSUS.L.

CSUS.L tracks Russell 1000 TR USD, while ISDU.L tracks MSCI USA Islamic Index. Their fees differ too: 0.33% for CSUS.L and 0.30% for ISDU.L.

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