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

DJEL.L vs. ISDU.L

Last updated Jun 5, 2026

DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR) and ISDU.L (iShares MSCI USA Islamic UCITS ETF) are both Large Cap Blend Equities funds - DJEL.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, DJEL.L returned 13.70%/yr vs 13.26%/yr for ISDU.L. A 0.51 correlation means they provide meaningful diversification when combined. DJEL.L charges 0.50%/yr vs 0.30%/yr for ISDU.L.

Performance

DJEL.L vs. ISDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.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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Different Trading Currencies

DJEL.L is traded in GBp, while ISDU.L is traded in USD. To make them comparable, the ISDU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DJEL.L achieves a 7.34% return, which is significantly lower than ISDU.L's 23.26% return. Both investments have delivered pretty close results over the past 10 years, with DJEL.L having a 13.70% annualized return and ISDU.L not far behind at 13.26%.

DJEL.L

1D
1.30%
1M
6.01%
YTD
7.34%
6M
7.63%
1Y
23.69%
3Y*
13.92%
5Y*
10.83%
10Y*
13.70%

ISDU.L

1D
-0.70%
1M
11.89%
YTD
23.26%
6M
22.97%
1Y
42.68%
3Y*
17.07%
5Y*
15.57%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
DJEL.L
Lyxor UCITS Dow Jones Industrial Average D-EUR		7.34%6.63%16.67%9.42%3.64%21.33%5.44%23.49%-1.44%14.87%
ISDU.L
iShares MSCI USA Islamic UCITS ETF		23.26%8.03%11.27%19.55%-1.43%30.82%3.71%16.03%-0.47%4.17%

Correlation

The correlation between DJEL.L and ISDU.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

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

0.62

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

0.64

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

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2012

0.51

The correlation between DJEL.L and ISDU.L shifts across timeframes, from 0.51 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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

Sectors
DJEL.L
ISDU.L

Financial Services

27.2%

-

Industrials

18.4%
7.7%

Technology

17.1%
49.7%

Healthcare

13.1%
10.8%

Consumer Cyclical

11.6%
8.8%

Consumer Defensive

4.4%
4.2%

Basic Materials

4.0%
5.5%

Energy

2.4%
12.3%

Communication Services

1.9%
0.4%

Real Estate

-

0.1%

Utilities

-

0.7%

Financial Services

DJEL.L
27.2%
ISDU.L

-

Industrials

DJEL.L
18.4%
ISDU.L
7.7%

Technology

DJEL.L
17.1%
ISDU.L
49.7%

Healthcare

DJEL.L
13.1%
ISDU.L
10.8%

Consumer Cyclical

DJEL.L
11.6%
ISDU.L
8.8%

Consumer Defensive

DJEL.L
4.4%
ISDU.L
4.2%

Basic Materials

DJEL.L
4.0%
ISDU.L
5.5%

Energy

DJEL.L
2.4%
ISDU.L
12.3%

Communication Services

DJEL.L
1.9%
ISDU.L
0.4%

Real Estate

DJEL.L

-

ISDU.L
0.1%

Utilities

DJEL.L

-

ISDU.L
0.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor UCITS Dow Jones Industrial Average D-EUR

iShares MSCI USA Islamic UCITS ETF

Often compared with DJEL.L:
DJEL.L vs. SCHDDJEL.L vs. DGRP.LDJEL.L vs. HSUS.LDJEL.L vs. CSH2.LDJEL.L vs. 100D.LDJEL.L vs. FLXU.LDJEL.L vs. BBUS.L
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJEL.L
DJEL.L Risk / Return Rank: 6666
Overall Rank
DJEL.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DJEL.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
DJEL.L Omega Ratio Rank: 6565
Omega Ratio Rank
DJEL.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
DJEL.L Martin Ratio Rank: 6262
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.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.

DJEL.LISDU.LDifference
Sharpe ratioReturn per unit of total volatility
2.16
3.26

-1.10

Sortino ratioReturn per unit of downside risk
3.11
4.29

-1.18

Omega ratioGain probability vs. loss probability

1.39

1.58

-0.19

Calmar ratioReturn relative to maximum drawdown

3.23

7.26

-4.03

Martin ratioReturn relative to average drawdown

10.89

22.62

-11.73

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

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

The current DJEL.L Sharpe Ratio is 2.16, which is lower than the ISDU.L Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of DJEL.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

DJEL.LISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

3.26

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.00

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.81

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.80

+0.41

Drawdowns

DJEL.L vs. ISDU.L - Drawdown Comparison

The maximum DJEL.L drawdown since its inception was -28.44%, which is greater than ISDU.L's maximum drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for DJEL.L and ISDU.L.

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Drawdown Indicators

DJEL.LISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.44%

-24.76%

-3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-5.85%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.99%

-24.06%

+5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-24.06%

+5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-28.44%

-24.76%

-3.68%

Current Drawdown

Current decline from peak

0.00%

-0.70%

+0.70%

Average Drawdown

Average peak-to-trough decline

-3.80%

-3.88%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.88%

+0.30%

Volatility

DJEL.L vs. ISDU.L - Volatility Comparison

The current volatility for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) is 2.90%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 5.05%. This indicates that DJEL.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

DJEL.LISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

5.05%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

9.91%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

13.03%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

15.64%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

16.42%

+2.06%

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

DJEL.L has a 0.50% expense ratio, which is higher than ISDU.L's 0.30% expense ratio.

Dividends

DJEL.L vs. ISDU.L - Dividend Comparison

DJEL.L's dividend yield for the trailing twelve months is around 0.74%, more than ISDU.L's 0.62% yield.

PositionTTM20252024202320222021202020192018201720162015
DJEL.L
Lyxor UCITS Dow Jones Industrial Average D-EUR		0.74%0.79%1.16%1.05%1.74%1.14%1.60%1.30%1.93%1.70%2.22%2.44%
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

DJEL.L and ISDU.L have a correlation of 0.54, 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 0.50% for DJEL.L.

DJEL.L tracks Russell 1000 TR USD, while ISDU.L tracks MSCI USA Islamic Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.50% for DJEL.L and 0.30% for ISDU.L.

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