ISDU.L vs. G500.L
ISDU.L (iShares MSCI USA Islamic UCITS ETF) and G500.L (Invesco S&P 500 UCITS ETF GBP Hedged (Acc)) are both exchange-traded funds - ISDU.L is a Large Cap Blend Equities fund tracking the MSCI USA Islamic Index, while G500.L is a US Equities fund tracking the S&P 500 GBP Daily Hedged Index. Both are passively managed. Over the past 5 years, ISDU.L returned 12.53%/yr vs 11.39%/yr for G500.L. Their correlation of 0.82 suggests significant overlap in exposure. ISDU.L charges 0.30%/yr vs 0.05%/yr for G500.L.
Performance
ISDU.L vs. G500.L - Performance Comparison
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Different Trading Currencies
ISDU.L is traded in USD, while G500.L is traded in GBp. To make them comparable, the G500.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 14.99% return, which is significantly higher than G500.L's 8.57% return.
ISDU.L
- 1D
- -1.35%
- 1M
- -4.71%
- 6M
- 12.48%
- YTD
- 14.99%
- 1Y
- 27.16%
- 3Y*
- 15.09%
- 5Y*
- 12.53%
- 10Y*
- 11.27%
G500.L
- 1D
- -1.46%
- 1M
- 0.57%
- 6M
- 8.27%
- YTD
- 8.57%
- 1Y
- 19.70%
- 3Y*
- 20.22%
- 5Y*
- 11.39%
- 10Y*
- —
ISDU.L vs. G500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ISDU.L iShares MSCI USA Islamic UCITS ETF | 14.99% | 15.85% | 9.35% | 25.84% | -11.90% | 29.59% | 17.30% |
G500.L Invesco S&P 500 UCITS ETF GBP Hedged (Acc) | 8.57% | 26.32% | 22.89% | 31.47% | -28.53% | 27.78% | 32.88% |
Correlation
The correlation between ISDU.L and G500.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2020 | 0.82 |
The correlation between ISDU.L and G500.L has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
ISDU.L vs. G500.L — Risk / Return Rank
ISDU.L
G500.L
ISDU.L vs. G500.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 Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (G500.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 | G500.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 1.56 | +2.31 |
| Martin ratioReturn relative to average drawdown | 10.99 | 5.87 | +5.12 |
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Drawdowns
ISDU.L vs. G500.L - Drawdown Comparison
The maximum ISDU.L drawdown since its inception was -44.43%, which is greater than G500.L's maximum drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for ISDU.L and G500.L.
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Drawdown Indicators
| ISDU.L | G500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -39.54% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -6.98% | -12.56% | +5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -21.98% | -17.75% | -4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -21.98% | -39.54% | +17.56% |
Max Drawdown (10Y)Largest decline over 10 years | -33.00% | — | — |
Current DrawdownCurrent decline from peak | -6.98% | -1.93% | -5.05% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -8.08% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.35% | -0.89% |
Volatility
ISDU.L vs. G500.L - Volatility Comparison
iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a higher volatility of 6.24% compared to Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (G500.L) at 3.77%. This indicates that ISDU.L's price experiences larger fluctuations and is considered to be riskier than G500.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 | G500.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 3.77% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 11.77% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 15.07% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 20.38% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 20.09% | -3.81% |
ISDU.L vs. G500.L - Expense Ratio Comparison
ISDU.L has a 0.30% expense ratio, which is higher than G500.L's 0.05% expense ratio.
Dividends
ISDU.L vs. G500.L - Dividend Comparison
ISDU.L's dividend yield for the trailing twelve months is around 0.66%, while G500.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
G500.L Invesco S&P 500 UCITS ETF GBP Hedged (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 | 0.66% | 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 G500.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, G500.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
G500.L is cheaper with a 0.05% expense ratio, compared with 0.30% for ISDU.L.
ISDU.L is categorized as Large Cap Blend Equities, while G500.L is US Equities. ISDU.L tracks MSCI USA Islamic Index, while G500.L tracks S&P 500 GBP Daily Hedged Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for ISDU.L and 0.05% for G500.L.
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