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

Performance

ISDU.L vs. FUSD.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 Fidelity US Quality Income ETF Inc (FUSD.L). The values are adjusted to include any dividend payments, if applicable.

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ISDU.L vs. FUSD.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%10.03%
FUSD.L
Fidelity US Quality Income ETF Inc
-2.24%16.45%17.47%18.48%-10.54%26.22%11.81%35.16%-6.59%14.58%

Returns By Period

In the year-to-date period, ISDU.L achieves a -0.55% return, which is significantly higher than FUSD.L's -2.24% 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%

FUSD.L

1D
2.07%
1M
-4.23%
YTD
-2.24%
6M
1.12%
1Y
17.50%
3Y*
15.21%
5Y*
10.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ISDU.L has a 0.30% expense ratio, which is higher than FUSD.L's 0.25% expense ratio.


Return for Risk

ISDU.L vs. FUSD.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

FUSD.L
FUSD.L Risk / Return Rank: 7070
Overall Rank
FUSD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FUSD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
FUSD.L Omega Ratio Rank: 6767
Omega Ratio Rank
FUSD.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
FUSD.L Martin Ratio Rank: 7878
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. FUSD.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 Fidelity US Quality Income ETF Inc (FUSD.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.LFUSD.LDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.21

+0.27

Sortino ratio

Return per unit of downside risk

2.10

1.72

+0.38

Omega ratio

Gain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratio

Return relative to maximum drawdown

2.71

2.01

+0.70

Martin ratio

Return relative to average drawdown

11.01

8.72

+2.29

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

The current ISDU.L Sharpe Ratio is 1.47, which is comparable to the FUSD.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ISDU.L and FUSD.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.LFUSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.21

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.74

-0.08

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

0.86

-0.29

Correlation

The correlation between ISDU.L and FUSD.L is 0.74, 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. FUSD.L - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.74%, less than FUSD.L's 1.49% 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%
FUSD.L
Fidelity US Quality Income ETF Inc
1.49%1.47%1.85%2.10%2.31%2.30%2.30%1.95%2.25%1.25%0.00%0.00%

Drawdowns

ISDU.L vs. FUSD.L - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, which is greater than FUSD.L's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for ISDU.L and FUSD.L.


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Drawdown Indicators


ISDU.LFUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-35.82%

-1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-11.72%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-19.41%

-2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

Current Drawdown

Current decline from peak

-4.70%

-5.47%

+0.77%

Average Drawdown

Average peak-to-trough decline

-4.24%

-4.06%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.98%

+0.22%

Volatility

ISDU.L vs. FUSD.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF (ISDU.L) and Fidelity US Quality Income ETF Inc (FUSD.L) have volatilities of 4.12% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISDU.LFUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.21%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

7.47%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

14.47%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

14.67%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

18.20%

-2.13%