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

Performance

ISDU.L vs. DGRG.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 WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISDU.L achieves a 22.76% return, which is significantly higher than DGRG.L's 6.61% return.


ISDU.L

1D
-0.70%
1M
10.88%
YTD
22.76%
6M
23.83%
1Y
41.31%
3Y*
20.09%
5Y*
14.34%
10Y*
12.42%

DGRG.L

1D
0.20%
1M
3.58%
YTD
6.61%
6M
7.09%
1Y
20.02%
3Y*
16.43%
5Y*
11.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISDU.L
iShares MSCI USA Islamic UCITS ETF
22.76%16.32%9.36%25.84%-11.90%29.59%6.85%20.62%-6.04%14.03%
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
6.61%13.57%18.13%18.02%-8.25%25.56%12.09%29.79%-6.77%26.61%

Correlation

The correlation between ISDU.L and DGRG.L is 0.66, 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

0.66

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

0.73

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.79

The correlation between ISDU.L and DGRG.L shifts across timeframes, from 0.66 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

ISDU.L vs. DGRG.L - Sectors Allocation Comparison


Sectors
ISDU.L
DGRG.L

Technology

49.7%
30.4%

Energy

12.3%
5.2%

Healthcare

10.8%
15.3%

Consumer Cyclical

8.8%
8.2%

Industrials

7.7%
10.9%

Basic Materials

5.5%
3.1%

Consumer Defensive

4.2%
8.0%

Utilities

0.7%
0.3%

Communication Services

0.4%
8.4%

Real Estate

0.1%

-

Financial Services

-

10.3%

Technology

ISDU.L
49.7%
DGRG.L
30.4%

Energy

ISDU.L
12.3%
DGRG.L
5.2%

Healthcare

ISDU.L
10.8%
DGRG.L
15.3%

Consumer Cyclical

ISDU.L
8.8%
DGRG.L
8.2%

Industrials

ISDU.L
7.7%
DGRG.L
10.9%

Basic Materials

ISDU.L
5.5%
DGRG.L
3.1%

Consumer Defensive

ISDU.L
4.2%
DGRG.L
8.0%

Utilities

ISDU.L
0.7%
DGRG.L
0.3%

Communication Services

ISDU.L
0.4%
DGRG.L
8.4%

Real Estate

ISDU.L
0.1%
DGRG.L

-

Financial Services

ISDU.L

-

DGRG.L
10.3%

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Return for Risk

ISDU.L vs. DGRG.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: 9090
Overall Rank
ISDU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8989
Martin Ratio Rank

DGRG.L
DGRG.L Risk / Return Rank: 7373
Overall Rank
DGRG.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 7474
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 7070
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. DGRG.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 WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.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.LDGRG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.55

1.38

+0.16

Calmar ratioReturn relative to maximum drawdown

5.96

2.53

+3.43

Martin ratioReturn relative to average drawdown

19.96

10.61

+9.35

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

The current ISDU.L Sharpe Ratio is 3.16, which is higher than the DGRG.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of ISDU.L and DGRG.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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Sharpe Ratios by Period


ISDU.LDGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

2.15

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.86

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.93

-0.27

Drawdowns

ISDU.L vs. DGRG.L - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, which is greater than DGRG.L's maximum drawdown of -31.10%. Use the drawdown chart below to compare losses from any high point for ISDU.L and DGRG.L.


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Drawdown Indicators


ISDU.LDGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-31.10%

-6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-7.87%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-21.98%

-16.47%

-5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-18.43%

-3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

Current Drawdown

Current decline from peak

-0.70%

-0.03%

-0.67%

Average Drawdown

Average peak-to-trough decline

-4.20%

-3.55%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.88%

+0.18%

Volatility

ISDU.L vs. DGRG.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a higher volatility of 5.10% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 1.73%. This indicates that ISDU.L's price experiences larger fluctuations and is considered to be riskier than DGRG.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.LDGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

1.73%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

6.74%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

9.28%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

13.57%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

14.72%

+1.46%

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

ISDU.L has a 0.30% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.


Dividends

ISDU.L vs. DGRG.L - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.62%, while DGRG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISDU.L
iShares MSCI USA Islamic UCITS ETF
0.62%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%

Frequently Asked Questions


ISDU.L and DGRG.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ISDU.L is cheaper with a 0.30% expense ratio, compared with 0.33% for DGRG.L.

ISDU.L tracks MSCI USA Islamic Index, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.30% for ISDU.L and 0.33% for DGRG.L.

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