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IGDA.L vs. SPRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGDA.L vs. SPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) and SP Funds S&P Global REIT Sharia ETF (SPRE). The values are adjusted to include any dividend payments, if applicable.

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IGDA.L vs. SPRE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
-5.89%18.74%17.94%29.72%-14.30%
SPRE
SP Funds S&P Global REIT Sharia ETF
1.06%3.07%2.11%9.40%-20.95%

Returns By Period

In the year-to-date period, IGDA.L achieves a -5.89% return, which is significantly lower than SPRE's 1.06% return.


IGDA.L

1D
0.81%
1M
-8.14%
YTD
-5.89%
6M
-0.88%
1Y
20.85%
3Y*
15.76%
5Y*
10Y*

SPRE

1D
1.71%
1M
-6.57%
YTD
1.06%
6M
2.61%
1Y
4.56%
3Y*
3.70%
5Y*
2.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGDA.L vs. SPRE - Expense Ratio Comparison

IGDA.L has a 0.40% expense ratio, which is lower than SPRE's 0.69% expense ratio.


Return for Risk

IGDA.L vs. SPRE — Risk / Return Rank

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

IGDA.L
IGDA.L Risk / Return Rank: 7171
Overall Rank
IGDA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IGDA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IGDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGDA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGDA.L Martin Ratio Rank: 7474
Martin Ratio Rank

SPRE
SPRE Risk / Return Rank: 2121
Overall Rank
SPRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2020
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2323
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.

IGDA.L vs. SPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) and SP Funds S&P Global REIT Sharia ETF (SPRE). 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.


IGDA.LSPREDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.28

+0.95

Sortino ratio

Return per unit of downside risk

1.75

0.48

+1.28

Omega ratio

Gain probability vs. loss probability

1.24

1.07

+0.18

Calmar ratio

Return relative to maximum drawdown

1.62

0.35

+1.27

Martin ratio

Return relative to average drawdown

7.29

1.40

+5.89

IGDA.L vs. SPRE - Sharpe Ratio Comparison

The current IGDA.L Sharpe Ratio is 1.23, which is higher than the SPRE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of IGDA.L and SPRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGDA.LSPREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.28

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.19

+0.38

Correlation

The correlation between IGDA.L and SPRE is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IGDA.L vs. SPRE - Dividend Comparison

IGDA.L has not paid dividends to shareholders, while SPRE's dividend yield for the trailing twelve months is around 4.10%.


TTM20252024202320222021
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%
SPRE
SP Funds S&P Global REIT Sharia ETF
4.10%4.10%4.13%4.16%4.17%2.83%

Drawdowns

IGDA.L vs. SPRE - Drawdown Comparison

The maximum IGDA.L drawdown since its inception was -24.18%, smaller than the maximum SPRE drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for IGDA.L and SPRE.


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Drawdown Indicators


IGDA.LSPREDifference

Max Drawdown

Largest peak-to-trough decline

-24.18%

-38.34%

+14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-14.01%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

Current Drawdown

Current decline from peak

-8.98%

-17.95%

+8.97%

Average Drawdown

Average peak-to-trough decline

-5.37%

-18.12%

+12.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

3.49%

-0.88%

Volatility

IGDA.L vs. SPRE - Volatility Comparison

Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) has a higher volatility of 5.17% compared to SP Funds S&P Global REIT Sharia ETF (SPRE) at 4.68%. This indicates that IGDA.L's price experiences larger fluctuations and is considered to be riskier than SPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGDA.LSPREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

4.68%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

9.08%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

16.63%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.64%

18.69%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

18.53%

+0.11%