EEJD.L vs. ISDU.L
EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and ISDU.L (iShares MSCI USA Islamic UCITS ETF) are both exchange-traded funds - EEJD.L is a Japan Equities fund tracking the MSCI Japan ESG Enhanced CTB Index, while ISDU.L is a Large Cap Blend Equities fund tracking the MSCI USA Islamic Index. Both are passively managed. Over the past 5 years, EEJD.L returned 8.20%/yr vs 12.53%/yr for ISDU.L. A 0.62 correlation means they provide meaningful diversification when combined. EEJD.L charges 0.15%/yr vs 0.30%/yr for ISDU.L.
Performance
EEJD.L vs. ISDU.L - Performance Comparison
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Returns By Period
In the year-to-date period, EEJD.L achieves a 13.28% return, which is significantly lower than ISDU.L's 14.99% return.
EEJD.L
- 1D
- -2.38%
- 1M
- -4.98%
- 6M
- 7.12%
- YTD
- 13.28%
- 1Y
- 31.33%
- 3Y*
- 15.43%
- 5Y*
- 8.20%
- 10Y*
- —
ISDU.L
- 1D
- -1.35%
- 1M
- -4.71%
- 6M
- 12.48%
- YTD
- 14.99%
- 1Y
- 27.16%
- 3Y*
- 15.09%
- 5Y*
- 12.53%
- 10Y*
- 11.27%
EEJD.L vs. ISDU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 13.28% | 26.10% | 4.67% | 19.98% | -17.73% | 0.41% | 17.33% | 15.33% |
ISDU.L iShares MSCI USA Islamic UCITS ETF | 14.99% | 15.85% | 9.35% | 25.84% | -11.90% | 29.59% | 6.85% | 10.32% |
Correlation
The correlation between EEJD.L and ISDU.L is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.62 |
The correlation between EEJD.L and ISDU.L has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
EEJD.L vs. ISDU.L — Risk / Return Rank
EEJD.L
ISDU.L
EEJD.L vs. ISDU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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.
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.
| EEJD.L | ISDU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 3.87 | -1.47 |
| Martin ratioReturn relative to average drawdown | 7.86 | 10.99 | -3.13 |
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Drawdowns
EEJD.L vs. ISDU.L - Drawdown Comparison
The maximum EEJD.L drawdown since its inception was -32.93%, smaller than the maximum ISDU.L drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for EEJD.L and ISDU.L.
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Drawdown Indicators
| EEJD.L | ISDU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -44.43% | +11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -6.98% | -6.00% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -21.98% | +7.87% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -21.98% | -10.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.00% | — |
Current DrawdownCurrent decline from peak | -6.32% | -6.98% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -6.22% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.46% | +1.52% |
Volatility
EEJD.L vs. ISDU.L - Volatility Comparison
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) has a higher volatility of 7.02% compared to iShares MSCI USA Islamic UCITS ETF (ISDU.L) at 6.24%. This indicates that EEJD.L's price experiences larger fluctuations and is considered to be riskier 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
| EEJD.L | ISDU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 6.24% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 18.58% | 12.43% | +6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.32% | 14.97% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.51% | 16.51% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 16.28% | +2.52% |
EEJD.L vs. ISDU.L - Expense Ratio Comparison
EEJD.L has a 0.15% expense ratio, which is lower than ISDU.L's 0.30% expense ratio.
Dividends
EEJD.L vs. ISDU.L - Dividend Comparison
EEJD.L's dividend yield for the trailing twelve months is around 1.49%, more than ISDU.L's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.49% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% |
ISDU.L iShares MSCI USA Islamic UCITS ETF | 0.66% | 0.39% | 0.90% | 1.10% | 1.52% | 1.01% | 1.39% | 1.37% | 1.49% | 1.38% | 1.34% | 1.43% |
Frequently Asked Questions
EEJD.L and ISDU.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEJD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEJD.L is cheaper with a 0.15% expense ratio, compared with 0.30% for ISDU.L.
EEJD.L is categorized as Japan Equities, while ISDU.L is Large Cap Blend Equities. EEJD.L tracks MSCI Japan ESG Enhanced CTB Index, while ISDU.L tracks MSCI USA Islamic Index. Their fees differ too: 0.15% for EEJD.L and 0.30% for ISDU.L.
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