DXCM vs. UMMA

Last updated Jun 5, 2026

DXCM (DexCom, Inc.) is a stock, while UMMA (Wahed Dow Jones Islamic World ETF) is Foreign Large Cap Equities fund tracking the Dow Jones Islamic Market International Titans 100 Index. Over the past 3 years, DXCM returned -16.49%/yr vs 22.81%/yr for UMMA. At a 0.37 correlation, their price movements are largely independent.

Performance

DXCM vs. UMMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DexCom, Inc. (DXCM) and Wahed Dow Jones Islamic World ETF (UMMA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DXCM achieves a 9.37% return, which is significantly lower than UMMA's 32.32% return.

DXCM

• 1D: -0.25%
• 1M: 22.04%
• YTD: 9.37%
• 6M: 11.25%
• 1Y: -15.21%
• 3Y*: -16.49%
• 5Y*: -5.38%
• 10Y*: 15.53%

UMMA

• 1D: -0.13%
• 1M: 12.11%
• YTD: 32.32%
• 6M: 35.20%
• 1Y: 51.77%
• 3Y*: 22.81%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DXCM vs. UMMA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DXCM DexCom, Inc.	9.37%	-14.66%	-37.33%	9.58%	-3.93%
UMMA Wahed Dow Jones Islamic World ETF	32.32%	26.65%	4.67%	18.84%	-21.62%

Correlation

The correlation between DXCM and UMMA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jan 10, 2022	0.37

Return for Risk

DXCM vs. UMMA — Risk / Return Rank

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

DXCM

DXCM Risk / Return Rank: 27
DXCM Sharpe Ratio Rank: 25
DXCM Sortino Ratio Rank: 25
DXCM Omega Ratio Rank: 24
DXCM Calmar Ratio Rank: 29
DXCM Martin Ratio Rank: 30

UMMA

UMMA Risk / Return Rank: 76
UMMA Sharpe Ratio Rank: 81
UMMA Sortino Ratio Rank: 78
UMMA Omega Ratio Rank: 76
UMMA Calmar Ratio Rank: 71
UMMA Martin Ratio Rank: 73

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.

DXCM vs. UMMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Wahed Dow Jones Islamic World ETF (UMMA). 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.

	DXCM	UMMA	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	2.59	-2.97
Sortino ratio: Return per unit of downside risk	-0.28	3.44	-3.72
Omega ratio: Gain probability vs. loss probability	0.96	1.45	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.39	3.48	-3.88
Martin ratio: Return relative to average drawdown	-0.67	13.60	-14.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXCM vs. UMMA - Sharpe Ratio Comparison

The current DXCM Sharpe Ratio is -0.38, which is lower than the UMMA Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of DXCM and UMMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DXCM	UMMA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	2.59	-2.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.58	-0.28

Drawdowns

DXCM vs. UMMA - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than UMMA's maximum drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for DXCM and UMMA.

Drawdown Indicators

	DXCM	UMMA	Difference
Max Drawdown Largest peak-to-trough decline	-94.61%	-34.17%	-60.44%
Max Drawdown (1Y) Largest decline over 1 year	-38.75%	-14.93%	-23.82%
Max Drawdown (3Y) Largest decline over 3 years	-60.95%	-18.73%	-42.22%
Max Drawdown (5Y) Largest decline over 5 years	-66.32%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-66.32%	—	—
Current Drawdown Current decline from peak	-55.42%	-0.90%	-54.52%
Average Drawdown Average peak-to-trough decline	-35.99%	-9.81%	-26.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.66%	3.82%	+18.84%

Volatility

DXCM vs. UMMA - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 13.13% compared to Wahed Dow Jones Islamic World ETF (UMMA) at 7.54%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than UMMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXCM	UMMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.13%	7.54%	+5.59%
Volatility (6M) Calculated over the trailing 6-month period	24.58%	17.26%	+7.32%
Volatility (1Y) Calculated over the trailing 1-year period	40.23%	20.11%	+20.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.91%	20.55%	+26.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.42%	20.55%	+27.87%

Dividends

DXCM vs. UMMA - Dividend Comparison

DXCM has not paid dividends to shareholders, while UMMA's dividend yield for the trailing twelve months is around 0.93%.

Position	TTM	2025	2024	2023	2022
DXCM DexCom, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%
UMMA Wahed Dow Jones Islamic World ETF	0.93%	1.02%	0.91%	1.09%	1.77%

Frequently Asked Questions

Can I hold both DXCM and UMMA in my portfolio?

DXCM and UMMA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DXCM or UMMA?

DXCM has higher volatility (13.13%) compared to UMMA (7.54%). In terms of maximum drawdown, DXCM dropped -94.61% vs UMMA's -34.17%.

Which has better risk-adjusted returns?

UMMA currently has the higher Sharpe Ratio (2.59 vs -0.38), 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.