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

ISDU.L vs. HSUS.L

Last updated Jun 4, 2026

ISDU.L (iShares MSCI USA Islamic UCITS ETF) and HSUS.L (HSBC USA Sustainable Equity UCITS ETF USD) are both Large Cap Blend Equities funds - ISDU.L tracks the MSCI USA Islamic Index while HSUS.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, ISDU.L returned 14.50%/yr vs 12.83%/yr for HSUS.L. Their correlation of 0.83 suggests significant overlap in exposure. ISDU.L charges 0.30%/yr vs 0.12%/yr for HSUS.L.

Performance

ISDU.L vs. HSUS.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 HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISDU.L is traded in USD, while HSUS.L is traded in GBP. To make them comparable, the HSUS.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 23.62% return, which is significantly higher than HSUS.L's 13.69% return.

ISDU.L

1D
0.83%
1M
13.22%
YTD
23.62%
6M
24.88%
1Y
42.22%
3Y*
20.40%
5Y*
14.50%
10Y*
12.60%

HSUS.L

1D
-0.27%
1M
7.46%
YTD
13.69%
6M
15.49%
1Y
34.92%
3Y*
21.62%
5Y*
12.83%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
ISDU.L
iShares MSCI USA Islamic UCITS ETF		23.62%16.32%9.36%25.84%-11.90%29.59%9.28%
HSUS.L
HSBC USA Sustainable Equity UCITS ETF USD		13.69%19.15%19.80%21.17%-17.59%28.58%20.05%

Correlation

The correlation between ISDU.L and HSUS.L is 0.77, 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

0.77

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 8, 2020

0.83

The correlation between ISDU.L and HSUS.L has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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

Sectors
ISDU.L
HSUS.L

Technology

49.7%
45.5%

Energy

12.3%
2.2%

Healthcare

10.8%
13.8%

Consumer Cyclical

8.8%
8.2%

Industrials

7.7%
2.8%

Basic Materials

5.5%
4.0%

Consumer Defensive

4.2%
2.0%

Utilities

0.7%
0.2%

Communication Services

0.4%
6.5%

Real Estate

0.1%
0.6%

Financial Services

-

14.4%

Technology

ISDU.L
49.7%
HSUS.L
45.5%

Energy

ISDU.L
12.3%
HSUS.L
2.2%

Healthcare

ISDU.L
10.8%
HSUS.L
13.8%

Consumer Cyclical

ISDU.L
8.8%
HSUS.L
8.2%

Industrials

ISDU.L
7.7%
HSUS.L
2.8%

Basic Materials

ISDU.L
5.5%
HSUS.L
4.0%

Consumer Defensive

ISDU.L
4.2%
HSUS.L
2.0%

Utilities

ISDU.L
0.7%
HSUS.L
0.2%

Communication Services

ISDU.L
0.4%
HSUS.L
6.5%

Real Estate

ISDU.L
0.1%
HSUS.L
0.6%

Financial Services

ISDU.L

-

HSUS.L
14.4%

Compare stocks, funds, or ETFs

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iShares MSCI USA Islamic UCITS ETF

HSBC USA Sustainable Equity UCITS ETF USD

Often compared with ISDU.L:
ISDU.L vs. ISDW.LISDU.L vs. SPUSISDU.L vs. IGDA.LISDU.L vs. SPWOISDU.L vs. BBUS.LISDU.L vs. BBSU.LISDU.L vs. FLXU.L
Often compared with HSUS.L:
HSUS.L vs. HLALHSUS.L vs. LGUG.LHSUS.L vs. ESUS.LHSUS.L vs. HPAS.LHSUS.L vs. XMVU.LHSUS.L vs. GLDHSUS.L vs. DJEU.L

Return for Risk

ISDU.L vs. HSUS.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: 9090
Overall Rank
ISDU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8989
Martin Ratio Rank
HSUS.L
HSUS.L Risk / Return Rank: 9292
Overall Rank
HSUS.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HSUS.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
HSUS.L Omega Ratio Rank: 9292
Omega Ratio Rank
HSUS.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
HSUS.L Martin Ratio Rank: 9292
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. HSUS.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 HSBC USA Sustainable Equity UCITS ETF USD (HSUS.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.LHSUS.LDifference
Sharpe ratioReturn per unit of total volatility
3.24
3.23

0.00

Sortino ratioReturn per unit of downside risk
4.48
4.60

-0.12

Omega ratioGain probability vs. loss probability

1.56

1.57

-0.01

Calmar ratioReturn relative to maximum drawdown

6.09

4.34

+1.75

Martin ratioReturn relative to average drawdown

20.40

17.07

+3.33

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. HSUS.L - Sharpe Ratio Comparison

The current ISDU.L Sharpe Ratio is 3.24, which is comparable to the HSUS.L Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of ISDU.L and HSUS.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.

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Sharpe Ratios by Period

ISDU.LHSUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

3.23

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.85

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.07

-0.42

Drawdowns

ISDU.L vs. HSUS.L - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, which is greater than HSUS.L's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for ISDU.L and HSUS.L.

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Drawdown Indicators

ISDU.LHSUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-25.41%

-12.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-8.00%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-21.98%

-20.00%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-25.41%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

—

—

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-4.20%

-5.22%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.04%

+0.02%

Volatility

ISDU.L vs. HSUS.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a higher volatility of 5.02% compared to HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) at 2.79%. This indicates that ISDU.L's price experiences larger fluctuations and is considered to be riskier than HSUS.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.LHSUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

2.79%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

7.96%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

10.82%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

15.04%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

15.37%

+0.81%

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

ISDU.L has a 0.30% expense ratio, which is higher than HSUS.L's 0.12% expense ratio.

Dividends

ISDU.L vs. HSUS.L - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.61%, while HSUS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
HSUS.L
HSBC USA Sustainable Equity UCITS ETF USD		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		0.61%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

ISDU.L and HSUS.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HSUS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSUS.L is cheaper with a 0.12% expense ratio, compared with 0.30% for ISDU.L.

ISDU.L tracks MSCI USA Islamic Index, while HSUS.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.30% for ISDU.L and 0.12% for HSUS.L.

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