PortfoliosLab logoPortfoliosLab logo
FUSS.L vs. ISDU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUSS.L vs. ISDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FUSS.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, FUSS.L achieves a 10.18% return, which is significantly lower than ISDU.L's 24.08% return.


FUSS.L

1D
0.21%
1M
4.74%
YTD
10.18%
6M
9.82%
1Y
29.98%
3Y*
19.64%
5Y*
14.92%
10Y*

ISDU.L

1D
0.00%
1M
12.64%
YTD
24.08%
6M
23.79%
1Y
43.63%
3Y*
17.33%
5Y*
15.73%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
FUSS.L
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc
10.18%9.84%28.34%22.30%-11.83%28.45%13.81%
ISDU.L
iShares MSCI USA Islamic UCITS ETF
23.26%8.03%11.27%19.55%-1.43%30.82%3.37%

Correlation

The correlation between FUSS.L and ISDU.L is 0.69, 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

0.69

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

0.81

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.82

The correlation between FUSS.L and ISDU.L shifts across timeframes, from 0.69 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

FUSS.L
FUSS.L Risk / Return Rank: 7777
Overall Rank
FUSS.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FUSS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
FUSS.L Omega Ratio Rank: 7979
Omega Ratio Rank
FUSS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FUSS.L Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.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.


FUSS.LISDU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.46

1.60

-0.13

Calmar ratioReturn relative to maximum drawdown

3.62

7.42

-3.80

Martin ratioReturn relative to average drawdown

12.87

23.13

-10.26

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

The current FUSS.L Sharpe Ratio is 2.60, which is comparable to the ISDU.L Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of FUSS.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.


Loading charts...

Sharpe Ratios by Period


FUSS.LISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

3.33

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

1.01

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.80

+0.25

Drawdowns

FUSS.L vs. ISDU.L - Drawdown Comparison

The maximum FUSS.L drawdown since its inception was -22.18%, smaller than the maximum ISDU.L drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for FUSS.L and ISDU.L.


Loading charts...

Drawdown Indicators


FUSS.LISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.18%

-24.76%

+2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-5.85%

-2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-22.18%

-24.06%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-24.06%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-24.76%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-3.62%

-3.88%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.88%

+0.44%

Volatility

FUSS.L vs. ISDU.L - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) is 2.62%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 5.03%. This indicates that FUSS.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.


Loading charts...

Volatility by Period


FUSS.LISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

5.03%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

9.92%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.50%

13.05%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

15.64%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

16.42%

-1.25%

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

Both FUSS.L and ISDU.L have an expense ratio of 0.30%.


Dividends

FUSS.L vs. ISDU.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
FUSS.L
Fidelity Sustainable Research Enhanced US Equity UCITS ETF 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


FUSS.L and ISDU.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FUSS.L and ISDU.L have the same expense ratio: 0.30% per year.

FUSS.L tracks Russell 1000 TR USD, while ISDU.L tracks MSCI USA Islamic Index. They also come from different issuers: Fidelity and iShares.

Portfolio Optimizer

Find the right allocation for FUSS.L and ISDU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer