ISDU.L vs. EEJD.L
ISDU.L (iShares MSCI USA Islamic UCITS ETF) and EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) are both exchange-traded funds - ISDU.L is a Large Cap Blend Equities fund tracking the MSCI USA Islamic Index, while EEJD.L is a Japan Equities fund tracking the MSCI Japan ESG Enhanced CTB Index. Both are passively managed. Over the past 5 years, ISDU.L returned 12.92%/yr vs 8.78%/yr for EEJD.L. A 0.62 correlation means they provide meaningful diversification when combined. ISDU.L charges 0.30%/yr vs 0.15%/yr for EEJD.L.
Performance
ISDU.L vs. EEJD.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ISDU.L having a 17.03% return and EEJD.L slightly lower at 16.29%.
ISDU.L
- 1D
- -1.63%
- 1M
- -4.25%
- 6M
- 14.85%
- YTD
- 17.03%
- 1Y
- 30.03%
- 3Y*
- 15.79%
- 5Y*
- 12.92%
- 10Y*
- 11.44%
EEJD.L
- 1D
- -1.02%
- 1M
- -0.60%
- 6M
- 9.97%
- YTD
- 16.29%
- 1Y
- 36.05%
- 3Y*
- 17.05%
- 5Y*
- 8.78%
- 10Y*
- —
ISDU.L vs. EEJD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ISDU.L iShares MSCI USA Islamic UCITS ETF | 17.03% | 15.85% | 9.35% | 25.84% | -11.90% | 29.59% | 6.85% | 10.32% |
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 16.29% | 26.10% | 4.67% | 19.98% | -17.73% | 0.41% | 17.33% | 15.33% |
Correlation
The correlation between ISDU.L and EEJD.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 | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.62 |
The correlation between ISDU.L and EEJD.L has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
ISDU.L vs. EEJD.L — Risk / Return Rank
ISDU.L
EEJD.L
ISDU.L vs. EEJD.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 iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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.
| ISDU.L | EEJD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 2.78 | +1.56 |
| Martin ratioReturn relative to average drawdown | 12.50 | 9.14 | +3.35 |
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Drawdowns
ISDU.L vs. EEJD.L - Drawdown Comparison
The maximum ISDU.L drawdown since its inception was -44.43%, which is greater than EEJD.L's maximum drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for ISDU.L and EEJD.L.
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Drawdown Indicators
| ISDU.L | EEJD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -32.93% | -11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -12.98% | +6.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.98% | -14.11% | -7.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.98% | -32.93% | +10.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.00% | — | — |
Current DrawdownCurrent decline from peak | -5.34% | -3.82% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -8.12% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 3.95% | -1.55% |
Volatility
ISDU.L vs. EEJD.L - Volatility Comparison
The current volatility for iShares MSCI USA Islamic UCITS ETF (ISDU.L) is 6.11%, while iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) has a volatility of 6.68%. This indicates that ISDU.L experiences smaller price fluctuations and is considered to be less risky than EEJD.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.L | EEJD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 6.68% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 18.40% | -6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 22.17% | -7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 18.48% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 18.79% | -2.51% |
ISDU.L vs. EEJD.L - Expense Ratio Comparison
ISDU.L has a 0.30% expense ratio, which is higher than EEJD.L's 0.15% expense ratio.
Dividends
ISDU.L vs. EEJD.L - Dividend Comparison
ISDU.L's dividend yield for the trailing twelve months is around 0.65%, less than EEJD.L's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.45% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% |
ISDU.L iShares MSCI USA Islamic UCITS ETF | 0.65% | 0.39% | 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 EEJD.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.
On fees, EEJD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEJD.L is cheaper with a 0.15% expense ratio, compared with 0.30% for ISDU.L.
ISDU.L is categorized as Large Cap Blend Equities, while EEJD.L is Japan Equities. ISDU.L tracks MSCI USA Islamic Index, while EEJD.L tracks MSCI Japan ESG Enhanced CTB Index. Their fees differ too: 0.30% for ISDU.L and 0.15% for EEJD.L.
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