HIUS.L vs. DJEL.L

Last updated Jul 16, 2026

HIUS.L (HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating) and DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR) are both Large Cap Blend Equities funds - HIUS.L tracks the MSCI USA Islamic ESG Universal Screened Select Index while DJEL.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 3 years, HIUS.L returned 18.01%/yr vs 15.53%/yr for DJEL.L. A 0.68 correlation means they provide meaningful diversification when combined. HIUS.L charges 0.30%/yr vs 0.50%/yr for DJEL.L.

Performance

HIUS.L vs. DJEL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) and Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, HIUS.L achieves a 24.66% return, which is significantly higher than DJEL.L's 9.25% return.

HIUS.L

• 1D: 0.00%
• 1M: -2.38%
• 6M: 22.13%
• YTD: 24.66%
• 1Y: 39.56%
• 3Y*: 18.01%
• 5Y*: —
• 10Y*: —

DJEL.L

• 1D: -0.37%
• 1M: 1.18%
• 6M: 7.52%
• YTD: 9.25%
• 1Y: 19.47%
• 3Y*: 15.53%
• 5Y*: 10.57%
• 10Y*: 12.49%

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

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

	2026 (YTD)	2025	2024	2023	2022
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating	24.66%	10.31%	9.54%	23.06%	-19.02%
DJEL.L Lyxor UCITS Dow Jones Industrial Average D-EUR	9.25%	6.63%	16.67%	9.48%	-2.61%

Correlation

The correlation between HIUS.L and DJEL.L is 0.53, 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	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022	0.68

The correlation between HIUS.L and DJEL.L shifts across timeframes, from 0.53 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

HIUS.L

HIUS.L Risk / Return Rank: 41
HIUS.L Sharpe Ratio Rank: 29
HIUS.L Sortino Ratio Rank: 35
HIUS.L Omega Ratio Rank: 84
HIUS.L Calmar Ratio Rank: 33
HIUS.L Martin Ratio Rank: 23

DJEL.L

DJEL.L Risk / Return Rank: 65
DJEL.L Sharpe Ratio Rank: 66
DJEL.L Sortino Ratio Rank: 70
DJEL.L Omega Ratio Rank: 65
DJEL.L Calmar Ratio Rank: 65
DJEL.L Martin Ratio Rank: 62

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.

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

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) and Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.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.

	HIUS.L	DJEL.L	Difference
Sharpe ratio: Return per unit of total volatility	0.87	1.76	-0.88
Sortino ratio: Return per unit of downside risk	1.62	2.54	-0.92
Omega ratio: Gain probability vs. loss probability	1.40	1.31	+0.09
Calmar ratio: Return relative to maximum drawdown	1.43	2.64	-1.21
Martin ratio: Return relative to average drawdown	2.22	8.84	-6.62

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

The current HIUS.L Sharpe Ratio is 0.87, which is lower than the DJEL.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of HIUS.L and DJEL.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.

Drawdowns

HIUS.L vs. DJEL.L - Drawdown Comparison

The maximum HIUS.L drawdown since its inception was -27.71%, smaller than the maximum DJEL.L drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for HIUS.L and DJEL.L.

Drawdown Indicators

	HIUS.L	DJEL.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.71%	-42.34%	+14.63%
Max Drawdown (1Y) Largest decline over 1 year	-27.71%	-7.34%	-20.37%
Max Drawdown (3Y) Largest decline over 3 years	-27.71%	-18.99%	-8.72%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.99%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.44%	—
Current Drawdown Current decline from peak	-6.38%	-1.62%	-4.76%
Average Drawdown Average peak-to-trough decline	-9.80%	-6.58%	-3.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.84%	2.20%	+15.64%

Volatility

HIUS.L vs. DJEL.L - Volatility Comparison

HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a higher volatility of 7.56% compared to Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) at 2.44%. This indicates that HIUS.L's price experiences larger fluctuations and is considered to be riskier than DJEL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HIUS.L	DJEL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.56%	2.44%	+5.12%
Volatility (6M) Calculated over the trailing 6-month period	14.09%	8.24%	+5.85%
Volatility (1Y) Calculated over the trailing 1-year period	45.22%	11.05%	+34.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.51%	13.32%	+15.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.51%	15.45%	+13.06%

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

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

Dividends

HIUS.L vs. DJEL.L - Dividend Comparison

HIUS.L has not paid dividends to shareholders, while DJEL.L's dividend yield for the trailing twelve months is around 0.72%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DJEL.L Lyxor UCITS Dow Jones Industrial Average D-EUR	0.72%	0.79%	1.16%	1.05%	1.74%	1.14%	1.62%	1.31%	1.89%	1.70%	2.24%	2.40%
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HIUS.L and DJEL.L in my portfolio?

HIUS.L and DJEL.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HIUS.L or DJEL.L?

On fees, HIUS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HIUS.L or DJEL.L?

HIUS.L is cheaper with a 0.30% expense ratio, compared with 0.50% for DJEL.L.

What is the main difference between HIUS.L and DJEL.L?

HIUS.L tracks MSCI USA Islamic ESG Universal Screened Select Index, while DJEL.L tracks Russell 1000 TR USD. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.30% for HIUS.L and 0.50% for DJEL.L.