DBRC.L vs. ISDE.L
DBRC.L (iShares BIC 50 UCITS ETF USD (Dist)) and ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) are both Emerging Markets Equities funds from iShares - DBRC.L tracks the FTSE BIC 50 Net of Tax Index while ISDE.L tracks the MSCI Emerging Markets Islamic Index. Both are passively managed. Over the past 10 years, DBRC.L returned 2.36%/yr vs 11.20%/yr for ISDE.L. A 0.73 correlation means they provide meaningful diversification when combined. DBRC.L charges 0.74%/yr vs 0.85%/yr for ISDE.L.
Performance
DBRC.L vs. ISDE.L - Performance Comparison
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Returns By Period
In the year-to-date period, DBRC.L achieves a -9.29% return, which is significantly lower than ISDE.L's 43.83% return. Over the past 10 years, DBRC.L has underperformed ISDE.L with an annualized return of 2.36%, while ISDE.L has yielded a comparatively higher 11.20% annualized return.
DBRC.L
- 1D
- 0.63%
- 1M
- 0.54%
- 6M
- -13.46%
- YTD
- -9.29%
- 1Y
- -4.17%
- 3Y*
- 7.65%
- 5Y*
- -6.80%
- 10Y*
- 2.36%
ISDE.L
- 1D
- -1.28%
- 1M
- -11.07%
- 6M
- 34.89%
- YTD
- 43.83%
- 1Y
- 74.17%
- 3Y*
- 25.27%
- 5Y*
- 10.84%
- 10Y*
- 11.20%
DBRC.L vs. ISDE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBRC.L iShares BIC 50 UCITS ETF USD (Dist) | -9.29% | 29.65% | 13.80% | -7.59% | -28.96% | -23.93% | 20.04% | 21.82% | -8.40% | 36.18% |
ISDE.L iShares MSCI EM Islamic UCITS ETF USD (Dist) | 43.83% | 39.00% | -3.54% | 14.04% | -22.75% | 2.66% | 22.18% | 19.37% | -17.23% | 41.70% |
Correlation
The correlation between DBRC.L and ISDE.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2007 | 0.73 |
Over the past year, the correlation between DBRC.L and ISDE.L has dropped to 0.45 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
DBRC.L vs. ISDE.L — Risk / Return Rank
DBRC.L
ISDE.L
DBRC.L vs. ISDE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L) and iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBRC.L | ISDE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.44 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 4.75 | -4.90 |
| Martin ratioReturn relative to average drawdown | -0.35 | 15.21 | -15.55 |
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Drawdowns
DBRC.L vs. ISDE.L - Drawdown Comparison
The maximum DBRC.L drawdown since its inception was -70.16%, which is greater than ISDE.L's maximum drawdown of -65.53%. Use the drawdown chart below to compare losses from any high point for DBRC.L and ISDE.L.
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Drawdown Indicators
| DBRC.L | ISDE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.16% | -65.53% | -4.63% |
Max Drawdown (1Y)Largest decline over 1 year | -26.03% | -15.54% | -10.49% |
Max Drawdown (3Y)Largest decline over 3 years | -26.03% | -21.83% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -57.70% | -32.16% | -25.54% |
Max Drawdown (10Y)Largest decline over 10 years | -66.02% | -36.64% | -29.38% |
Current DrawdownCurrent decline from peak | -43.51% | -15.25% | -28.26% |
Average DrawdownAverage peak-to-trough decline | -31.51% | -22.77% | -8.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.38% | 4.86% | +6.52% |
Volatility
DBRC.L vs. ISDE.L - Volatility Comparison
The current volatility for iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L) is 6.02%, while iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a volatility of 14.62%. This indicates that DBRC.L experiences smaller price fluctuations and is considered to be less risky than ISDE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBRC.L | ISDE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 14.62% | -8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 27.67% | -12.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 29.71% | -9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.52% | 20.58% | +9.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.51% | 20.34% | +6.17% |
DBRC.L vs. ISDE.L - Expense Ratio Comparison
DBRC.L has a 0.74% expense ratio, which is lower than ISDE.L's 0.85% expense ratio.
Dividends
DBRC.L vs. ISDE.L - Dividend Comparison
DBRC.L's dividend yield for the trailing twelve months is around 1.60%, more than ISDE.L's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBRC.L iShares BIC 50 UCITS ETF USD (Dist) | 1.60% | 1.74% | 2.81% | 2.60% | 3.58% | 1.58% | 1.43% | 2.02% | 2.96% | 1.94% | 1.89% | 2.68% |
ISDE.L iShares MSCI EM Islamic UCITS ETF USD (Dist) | 1.20% | 1.06% | 2.51% | 2.77% | 2.10% | 1.79% | 0.98% | 1.55% | 1.64% | 1.02% | 1.07% | 2.32% |
Frequently Asked Questions
DBRC.L and ISDE.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBRC.L is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBRC.L is cheaper with a 0.74% expense ratio, compared with 0.85% for ISDE.L.
DBRC.L tracks FTSE BIC 50 Net of Tax Index, while ISDE.L tracks MSCI Emerging Markets Islamic Index. Their fees differ too: 0.74% for DBRC.L and 0.85% for ISDE.L.
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