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ISDE.L vs. UC79.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISDE.L vs. UC79.L

Last updated Jun 25, 2026

ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) and UC79.L (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - ISDE.L tracks the MSCI Emerging Markets Islamic Index while UC79.L tracks the MSCI EM NR USD. Both are passively managed. Over the past 10 years, ISDE.L returned 13.19%/yr vs 9.95%/yr for UC79.L. Their correlation of 0.83 suggests significant overlap in exposure. ISDE.L charges 0.85%/yr vs 0.27%/yr for UC79.L.

Performance

ISDE.L vs. UC79.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISDE.L is traded in USD, while UC79.L is traded in GBp. To make them comparable, the UC79.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISDE.L achieves a 58.22% return, which is significantly higher than UC79.L's 31.45% return. Over the past 10 years, ISDE.L has outperformed UC79.L with an annualized return of 13.19%, while UC79.L has yielded a comparatively lower 9.95% annualized return.

ISDE.L

1D
-0.05%
1M
6.01%
YTD
58.22%
6M
60.33%
1Y
95.94%
3Y*
31.61%
5Y*
12.66%
10Y*
13.19%

UC79.L

1D
-0.97%
1M
4.47%
YTD
31.45%
6M
32.11%
1Y
52.44%
3Y*
27.13%
5Y*
8.69%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISDE.L vs. UC79.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		58.22%39.00%-3.54%14.04%-22.75%2.66%22.18%19.37%-17.23%41.70%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		31.45%36.53%9.03%6.48%-21.17%-0.58%16.73%10.98%-11.18%32.21%

Correlation

The correlation between ISDE.L and UC79.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

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

0.79

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

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2014

0.83

The correlation between ISDE.L and UC79.L has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

ISDE.L vs. UC79.L - Sectors Allocation Comparison

Sectors
ISDE.L
UC79.L

Technology

57.1%
45.1%

Basic Materials

10.8%
2.8%

Energy

7.8%
0.1%

Industrials

6.8%
6.4%

Consumer Cyclical

5.2%
10.4%

Healthcare

3.6%
2.8%

Financial Services

3.1%
19.2%

Consumer Defensive

2.5%
2.5%

Utilities

1.8%
1.0%

Real Estate

0.8%
1.3%

Communication Services

0.7%
8.2%

Technology

ISDE.L
57.1%
UC79.L
45.1%

Basic Materials

ISDE.L
10.8%
UC79.L
2.8%

Energy

ISDE.L
7.8%
UC79.L
0.1%

Industrials

ISDE.L
6.8%
UC79.L
6.4%

Consumer Cyclical

ISDE.L
5.2%
UC79.L
10.4%

Healthcare

ISDE.L
3.6%
UC79.L
2.8%

Financial Services

ISDE.L
3.1%
UC79.L
19.2%

Consumer Defensive

ISDE.L
2.5%
UC79.L
2.5%

Utilities

ISDE.L
1.8%
UC79.L
1.0%

Real Estate

ISDE.L
0.8%
UC79.L
1.3%

Communication Services

ISDE.L
0.7%
UC79.L
8.2%

Compare stocks, funds, or ETFs

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iShares MSCI EM Islamic UCITS ETF USD (Dist)

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis

Often compared with ISDE.L:
ISDE.L vs. VFEG.LISDE.L vs. ESEM.LISDE.L vs. ISDW.LISDE.L vs. NDIA.LISDE.L vs. EMVL.LISDE.L vs. LEML.LISDE.L vs. JRDM.L
Often compared with UC79.L:
UC79.L vs. HMEF.LUC79.L vs. COPPUC79.L vs. EMV.LUC79.L vs. EUFM.LUC79.L vs. V3AB.LUC79.L vs. HDEM.LUC79.L vs. 5ESG.L

Return for Risk

ISDE.L vs. UC79.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISDE.L
ISDE.L Risk / Return Rank: 9494
Overall Rank
ISDE.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 9494
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 9494
Martin Ratio Rank
UC79.L
UC79.L Risk / Return Rank: 9393
Overall Rank
UC79.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
UC79.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
UC79.L Omega Ratio Rank: 9292
Omega Ratio Rank
UC79.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
UC79.L Martin Ratio Rank: 9292
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.

ISDE.L vs. UC79.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.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.

ISDE.LUC79.LDifference
Sharpe ratioReturn per unit of total volatility
3.50
2.48

+1.02

Sortino ratioReturn per unit of downside risk
3.94
3.23

+0.72

Omega ratioGain probability vs. loss probability

1.61

1.44

+0.17

Calmar ratioReturn relative to maximum drawdown

6.69

4.42

+2.28

Martin ratioReturn relative to average drawdown

23.50

14.99

+8.51

ISDE.L vs. UC79.L - Sharpe Ratio Comparison

The current ISDE.L Sharpe Ratio is 3.50, which is higher than the UC79.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of ISDE.L and UC79.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.

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Drawdowns

ISDE.L vs. UC79.L - Drawdown Comparison

The maximum ISDE.L drawdown since its inception was -65.53%, which is greater than UC79.L's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for ISDE.L and UC79.L.

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Drawdown Indicators

ISDE.LUC79.LDifference

Max Drawdown

Largest peak-to-trough decline

-65.53%

-58.96%

-6.57%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-11.82%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-17.82%

-4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.16%

-36.83%

+4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-36.64%

-43.80%

+7.16%

Current Drawdown

Current decline from peak

-6.77%

-5.48%

-1.29%

Average Drawdown

Average peak-to-trough decline

-22.81%

-34.00%

+11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

3.49%

+0.58%

Volatility

ISDE.L vs. UC79.L - Volatility Comparison

iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a higher volatility of 12.98% compared to UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) at 8.92%. This indicates that ISDE.L's price experiences larger fluctuations and is considered to be riskier than UC79.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISDE.LUC79.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.98%

8.92%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

18.68%

+6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

27.36%

21.23%

+6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

19.79%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

20.02%

+0.07%

ISDE.L vs. UC79.L - Expense Ratio Comparison

ISDE.L has a 0.85% expense ratio, which is higher than UC79.L's 0.27% expense ratio.

Dividends

ISDE.L vs. UC79.L - Dividend Comparison

ISDE.L's dividend yield for the trailing twelve months is around 1.09%, less than UC79.L's 1.58% yield.

PositionTTM20252024202320222021202020192018201720162015
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		1.09%1.06%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		1.58%2.14%1.79%2.38%2.07%1.35%1.80%2.11%2.11%1.97%2.15%1.60%

Frequently Asked Questions

ISDE.L and UC79.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC79.L is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC79.L is cheaper with a 0.27% expense ratio, compared with 0.85% for ISDE.L.

ISDE.L tracks MSCI Emerging Markets Islamic Index, while UC79.L tracks MSCI EM NR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.85% for ISDE.L and 0.27% for UC79.L.

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