ISDU.L vs. DJEL.L

Last updated Jun 5, 2026

ISDU.L (iShares MSCI USA Islamic UCITS ETF) and DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR) are both Large Cap Blend Equities funds - ISDU.L tracks the MSCI USA Islamic Index while DJEL.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 10 years, ISDU.L returned 12.42%/yr vs 12.88%/yr for DJEL.L. A 0.52 correlation means they provide meaningful diversification when combined. ISDU.L charges 0.30%/yr vs 0.50%/yr for DJEL.L.

Performance

ISDU.L vs. DJEL.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 Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ISDU.L is traded in USD, while DJEL.L is traded in GBp. To make them comparable, the DJEL.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 DJEL.L's 7.08% return. Both investments have delivered pretty close results over the past 10 years, with ISDU.L having a 12.42% annualized return and DJEL.L not far ahead at 12.88%.

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%

DJEL.L

• 1D: 1.35%
• 1M: 5.11%
• YTD: 7.08%
• 6M: 8.42%
• 1Y: 22.51%
• 3Y*: 16.82%
• 5Y*: 9.74%
• 10Y*: 12.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DJEL.L Lyxor UCITS Dow Jones Industrial Average D-EUR	7.08%	14.67%	14.73%	15.87%	-7.98%	21.63%	8.56%	28.06%	-7.71%	26.89%

Correlation

The correlation between ISDU.L and DJEL.L is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Nov 28, 2012	0.52

The correlation between ISDU.L and DJEL.L shifts across timeframes, from 0.52 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.

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

Sectors	ISDU.L	DJEL.L
Technology	49.7%	17.1%
Energy	12.3%	2.4%
Healthcare	10.8%	13.1%
Consumer Cyclical	8.8%	11.6%
Industrials	7.7%	18.4%
Basic Materials	5.5%	4.0%
Consumer Defensive	4.2%	4.4%
Utilities	0.7%	-
Communication Services	0.4%	1.9%
Real Estate	0.1%	-
Financial Services	-	27.2%

Return for Risk

ISDU.L vs. DJEL.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: 90
ISDU.L Sharpe Ratio Rank: 91
ISDU.L Sortino Ratio Rank: 92
ISDU.L Omega Ratio Rank: 88
ISDU.L Calmar Ratio Rank: 92
ISDU.L Martin Ratio Rank: 89

DJEL.L

DJEL.L Risk / Return Rank: 66
DJEL.L Sharpe Ratio Rank: 66
DJEL.L Sortino Ratio Rank: 69
DJEL.L Omega Ratio Rank: 65
DJEL.L Calmar Ratio Rank: 66
DJEL.L Martin Ratio Rank: 62

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. DJEL.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 Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.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.L	DJEL.L	Difference
Sharpe ratio: Return per unit of total volatility	3.16	1.95	+1.21
Sortino ratio: Return per unit of downside risk	4.38	3.08	+1.30
Omega ratio: Gain probability vs. loss probability	1.55	1.35	+0.20
Calmar ratio: Return relative to maximum drawdown	5.96	2.35	+3.60
Martin ratio: Return relative to average drawdown	19.96	8.89	+11.07
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. DJEL.L - Sharpe Ratio Comparison

The current ISDU.L Sharpe Ratio is 3.16, which is higher than the DJEL.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ISDU.L and DJEL.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.

Sharpe Ratios by Period

	ISDU.L	DJEL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.16	1.95	+1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	0.74	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	1.00	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	1.10	-0.45

Drawdowns

ISDU.L vs. DJEL.L - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, roughly equal to the maximum DJEL.L drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for ISDU.L and DJEL.L.

Drawdown Indicators

	ISDU.L	DJEL.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.79%	-36.27%	-1.52%
Max Drawdown (1Y) Largest decline over 1 year	-6.90%	-9.56%	+2.66%
Max Drawdown (3Y) Largest decline over 3 years	-21.98%	-17.35%	-4.63%
Max Drawdown (5Y) Largest decline over 5 years	-21.98%	-20.33%	-1.65%
Max Drawdown (10Y) Largest decline over 10 years	-33.01%	-36.27%	+3.26%
Current Drawdown Current decline from peak	-0.70%	0.00%	-0.70%
Average Drawdown Average peak-to-trough decline	-4.20%	-4.03%	-0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	2.53%	-0.47%

Volatility

ISDU.L vs. DJEL.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a higher volatility of 5.10% compared to Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) at 2.68%. This indicates that ISDU.L's price experiences larger fluctuations and is considered to be riskier than DJEL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISDU.L	DJEL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.10%	2.68%	+2.42%
Volatility (6M) Calculated over the trailing 6-month period	9.96%	8.56%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	11.53%	+1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.17%	15.11%	+1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.18%	18.55%	-2.37%

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

ISDU.L has a 0.30% expense ratio, which is lower than DJEL.L's 0.50% expense ratio.

Dividends

ISDU.L vs. DJEL.L - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.62%, less than DJEL.L's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DJEL.L Lyxor UCITS Dow Jones Industrial Average D-EUR	0.74%	0.79%	1.16%	1.05%	1.74%	1.14%	1.60%	1.30%	1.93%	1.70%	2.22%	2.44%
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

Can I hold both ISDU.L and DJEL.L in my portfolio?

ISDU.L and DJEL.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ISDU.L or DJEL.L?

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.

Which ETF is cheaper, ISDU.L or DJEL.L?

ISDU.L is cheaper with a 0.30% expense ratio, compared with 0.50% for DJEL.L.

What is the main difference between ISDU.L and DJEL.L?

ISDU.L tracks MSCI USA Islamic Index, while DJEL.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for ISDU.L and 0.50% for DJEL.L.