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ISDU.L vs. CU2U.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ISDU.L vs. CU2U.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI USA Islamic UCITS ETF (ISDU.L) and Amundi MSCI USA UCITS USD (CU2U.L).

ISDU.L and CU2U.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISDU.L is a passively managed fund by iShares that tracks the performance of the MSCI USA Islamic Index. It was launched on Dec 7, 2007. CU2U.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 18, 2018. Both ISDU.L and CU2U.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ISDU.L vs. CU2U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Islamic UCITS ETF (ISDU.L) and Amundi MSCI USA UCITS USD (CU2U.L). The values are adjusted to include any dividend payments, if applicable.

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ISDU.L vs. CU2U.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISDU.L
iShares MSCI USA Islamic UCITS ETF		-0.55%16.32%9.36%25.84%-11.90%29.59%6.85%20.62%-6.04%14.03%
CU2U.L
Amundi MSCI USA UCITS USD		-5.86%14.10%19.50%27.09%-20.03%27.37%20.45%31.60%-6.43%21.69%

Returns By Period

In the year-to-date period, ISDU.L achieves a -0.55% return, which is significantly higher than CU2U.L's -5.86% return. Over the past 10 years, ISDU.L has underperformed CU2U.L with an annualized return of 10.54%, while CU2U.L has yielded a comparatively higher 12.75% annualized return.

ISDU.L

1D
2.16%
1M
-3.22%
YTD
-0.55%
6M
3.13%
1Y
24.73%
3Y*
13.70%
5Y*
10.58%
10Y*
10.54%

CU2U.L

1D
3.04%
1M
-4.03%
YTD
-5.86%
6M
-1.85%
1Y
13.58%
3Y*
15.03%
5Y*
9.20%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares MSCI USA Islamic UCITS ETF

Amundi MSCI USA UCITS USD

Often compared with ISDU.L:
ISDU.L vs. ISDW.LISDU.L vs. SPUSISDU.L vs. IGDA.LISDU.L vs. SPWOISDU.L vs. BBSU.LISDU.L vs. CAPS.LISDU.L vs. BBUS.L
Often compared with CU2U.L:
CU2U.L vs. SC0H.DECU2U.L vs. BRK-BCU2U.L vs. SPYCU2U.L vs. UC95.LCU2U.L vs. 500U.LCU2U.L vs. BBUS.LCU2U.L vs. ANXU.L

ISDU.L vs. CU2U.L - Expense Ratio Comparison

ISDU.L has a 0.30% expense ratio, which is higher than CU2U.L's 0.18% expense ratio.

ISDU.L
iShares MSCI USA Islamic UCITS ETF
CU2U.L
Amundi MSCI USA UCITS USD

Return for Risk

ISDU.L vs. CU2U.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISDU.L
ISDU.L Risk / Return Rank: 8080
Overall Rank
ISDU.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8686
Martin Ratio Rank
CU2U.L
CU2U.L Risk / Return Rank: 4242
Overall Rank
CU2U.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CU2U.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
CU2U.L Omega Ratio Rank: 4141
Omega Ratio Rank
CU2U.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
CU2U.L Martin Ratio Rank: 4343
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.

ISDU.L vs. CU2U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Islamic UCITS ETF (ISDU.L) and Amundi MSCI USA UCITS USD (CU2U.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.

ISDU.LCU2U.LDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.84

+0.63

Sortino ratio

Return per unit of downside risk

2.10

1.26

+0.84

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

2.71

1.19

+1.52

Martin ratio

Return relative to average drawdown

11.01

4.73

+6.28

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISDU.L vs. CU2U.L - Sharpe Ratio Comparison

The current ISDU.L Sharpe Ratio is 1.47, which is higher than the CU2U.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of ISDU.L and CU2U.L, 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

ISDU.LCU2U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

0.84

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.57

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.78

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.81

-0.24

Correlation

The correlation between ISDU.L and CU2U.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ISDU.L vs. CU2U.L - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.74%, while CU2U.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
ISDU.L
iShares MSCI USA Islamic UCITS ETF		0.74%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%
CU2U.L
Amundi MSCI USA UCITS USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISDU.L vs. CU2U.L - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, which is greater than CU2U.L's maximum drawdown of -34.38%. Use the drawdown chart below to compare losses from any high point for ISDU.L and CU2U.L.

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Drawdown Indicators

ISDU.LCU2U.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-34.38%

-3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-11.46%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-25.42%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

-34.38%

+1.37%

Current Drawdown

Current decline from peak

-4.70%

-7.86%

+3.16%

Average Drawdown

Average peak-to-trough decline

-4.24%

-4.25%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.79%

-0.59%

Volatility

ISDU.L vs. CU2U.L - Volatility Comparison

The current volatility for iShares MSCI USA Islamic UCITS ETF (ISDU.L) is 4.12%, while Amundi MSCI USA UCITS USD (CU2U.L) has a volatility of 5.22%. This indicates that ISDU.L experiences smaller price fluctuations and is considered to be less risky than CU2U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISDU.LCU2U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

5.22%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

9.52%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

16.16%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

16.22%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

16.38%

-0.31%