IFSU.L vs. HIUS.L
IFSU.L (iShares Edge MSCI USA Multifactor UCITS) and HIUS.L (HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating) are both Large Cap Blend Equities funds - IFSU.L tracks the Russell 1000 TR USD while HIUS.L tracks the MSCI USA Islamic ESG Universal Screened Select Index. Both are passively managed. Over the past 3 years, IFSU.L returned 19.62%/yr vs 18.87%/yr for HIUS.L. A 0.79 correlation means they provide meaningful diversification when combined. IFSU.L charges 0.35%/yr vs 0.30%/yr for HIUS.L.
Performance
IFSU.L vs. HIUS.L - Performance Comparison
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Different Trading Currencies
IFSU.L is traded in USD, while HIUS.L is traded in GBP. To make them comparable, the HIUS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IFSU.L achieves a 12.81% return, which is significantly lower than HIUS.L's 23.97% return.
IFSU.L
- 1D
- 0.06%
- 1M
- 0.93%
- 6M
- 13.47%
- YTD
- 12.81%
- 1Y
- 24.39%
- 3Y*
- 19.62%
- 5Y*
- 11.84%
- 10Y*
- 12.55%
HIUS.L
- 1D
- 0.00%
- 1M
- -2.61%
- 6M
- 21.60%
- YTD
- 23.97%
- 1Y
- 39.57%
- 3Y*
- 18.87%
- 5Y*
- —
- 10Y*
- —
IFSU.L vs. HIUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IFSU.L iShares Edge MSCI USA Multifactor UCITS | 12.81% | 17.93% | 22.52% | 17.74% | -3.58% |
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating | 23.97% | 18.63% | 7.72% | 29.55% | -17.49% |
Correlation
The correlation between IFSU.L and HIUS.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022 | 0.79 |
The correlation between IFSU.L and HIUS.L has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.
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Return for Risk
IFSU.L vs. HIUS.L — Risk / Return Rank
IFSU.L
HIUS.L
IFSU.L vs. HIUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS (IFSU.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.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.
| IFSU.L | HIUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 1.37 | +1.79 |
| Martin ratioReturn relative to average drawdown | 11.66 | 2.27 | +9.39 |
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Drawdowns
IFSU.L vs. HIUS.L - Drawdown Comparison
The maximum IFSU.L drawdown since its inception was -35.95%, which is greater than HIUS.L's maximum drawdown of -28.87%. Use the drawdown chart below to compare losses from any high point for IFSU.L and HIUS.L.
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Drawdown Indicators
| IFSU.L | HIUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.95% | -28.87% | -7.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.69% | -28.87% | +21.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.35% | -28.87% | +10.52% |
Max Drawdown (5Y)Largest decline over 5 years | -22.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -5.88% | +5.71% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -8.01% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 17.43% | -15.34% |
Volatility
IFSU.L vs. HIUS.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS (IFSU.L) is 2.87%, while HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a volatility of 7.71%. This indicates that IFSU.L experiences smaller price fluctuations and is considered to be less risky than HIUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IFSU.L | HIUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 7.71% | -4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 14.96% | -5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 45.38% | -32.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 28.82% | -12.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 28.82% | -12.13% |
IFSU.L vs. HIUS.L - Expense Ratio Comparison
IFSU.L has a 0.35% expense ratio, which is higher than HIUS.L's 0.30% expense ratio.
Dividends
IFSU.L vs. HIUS.L - Dividend Comparison
Neither IFSU.L nor HIUS.L has paid dividends to shareholders.
Frequently Asked Questions
IFSU.L and HIUS.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
HIUS.L is cheaper with a 0.30% expense ratio, compared with 0.35% for IFSU.L.
IFSU.L tracks Russell 1000 TR USD, while HIUS.L tracks MSCI USA Islamic ESG Universal Screened Select Index. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.35% for IFSU.L and 0.30% for HIUS.L.
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