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

Performance

ISDU.L vs. DGRP.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 (DGRP.L). The values are adjusted to include any dividend payments, if applicable.

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ISDU.L vs. DGRP.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%
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD
-2.74%13.39%18.19%18.17%-8.26%25.51%13.64%30.59%-6.72%26.22%
Different Trading Currencies

ISDU.L is traded in USD, while DGRP.L is traded in GBp. To make them comparable, the DGRP.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 -0.55% return, which is significantly higher than DGRP.L's -2.74% 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%

DGRP.L

1D
0.00%
1M
-4.97%
YTD
-2.74%
6M
-0.15%
1Y
11.76%
3Y*
14.10%
5Y*
10.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

ISDU.L vs. DGRP.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

DGRP.L
DGRP.L Risk / Return Rank: 4848
Overall Rank
DGRP.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DGRP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
DGRP.L Omega Ratio Rank: 3131
Omega Ratio Rank
DGRP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
DGRP.L Martin Ratio Rank: 7171
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. DGRP.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 (DGRP.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.LDGRP.LDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.80

+0.68

Sortino ratio

Return per unit of downside risk

2.10

1.17

+0.93

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

2.71

1.94

+0.77

Martin ratio

Return relative to average drawdown

11.01

8.25

+2.76

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

The current ISDU.L Sharpe Ratio is 1.47, which is higher than the DGRP.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ISDU.L and DGRP.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.LDGRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

0.80

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.78

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.91

-0.34

Correlation

The correlation between ISDU.L and DGRP.L is 0.80, 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. DGRP.L - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.74%, less than DGRP.L's 1.35% yield.


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%
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD
1.35%1.10%1.16%1.33%1.47%1.34%2.74%2.32%1.90%1.36%0.00%0.00%

Drawdowns

ISDU.L vs. DGRP.L - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, which is greater than DGRP.L's maximum drawdown of -31.11%. Use the drawdown chart below to compare losses from any high point for ISDU.L and DGRP.L.


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Drawdown Indicators


ISDU.LDGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-22.56%

-15.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-9.79%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-17.76%

-4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

Current Drawdown

Current decline from peak

-4.70%

-4.25%

-0.45%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.01%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.68%

+0.52%

Volatility

ISDU.L vs. DGRP.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a higher volatility of 4.12% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) at 3.60%. This indicates that ISDU.L's price experiences larger fluctuations and is considered to be riskier than DGRP.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.LDGRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

3.60%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

6.92%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

13.98%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

13.66%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

14.95%

+1.12%