PortfoliosLab logoPortfoliosLab logo
ISDU.L vs. LCUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISDU.L vs. LCUS.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 Core Morningstar US (DR) UCITS ETF (LCUS.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024202320222021202020192018
ISDU.L
iShares MSCI USA Islamic UCITS ETF
-0.55%16.32%9.36%25.84%-11.90%29.59%6.85%20.62%-3.48%
LCUS.L
Lyxor Core Morningstar US (DR) UCITS ETF
0.00%5.91%25.25%26.69%-21.44%26.21%17.83%29.68%-7.13%
Different Trading Currencies

ISDU.L is traded in USD, while LCUS.L is traded in GBP. To make them comparable, the LCUS.L values have been converted to USD using the latest available exchange rates.

Returns By Period


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%

LCUS.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

ISDU.L has a 0.30% expense ratio, which is higher than LCUS.L's 0.04% expense ratio.


Return for Risk

ISDU.L vs. LCUS.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

LCUS.L
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. LCUS.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 Core Morningstar US (DR) UCITS ETF (LCUS.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.LLCUS.LDifference

Sharpe ratio

Return per unit of total volatility

1.47

Sortino ratio

Return per unit of downside risk

2.10

Omega ratio

Gain probability vs. loss probability

1.30

Calmar ratio

Return relative to maximum drawdown

2.71

Martin ratio

Return relative to average drawdown

11.01

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


Loading graphics...

Sharpe Ratios by Period


ISDU.LLCUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

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

Correlation

The correlation between ISDU.L and LCUS.L is 0.78, 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. LCUS.L - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.74%, while LCUS.L has not paid dividends to shareholders.


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%
LCUS.L
Lyxor Core Morningstar US (DR) UCITS ETF
0.00%0.00%0.83%0.77%0.69%0.48%0.02%0.01%0.00%0.00%0.00%0.00%

Drawdowns

ISDU.L vs. LCUS.L - Drawdown Comparison


Loading graphics...

Drawdown Indicators


ISDU.LLCUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

Current Drawdown

Current decline from peak

-4.70%

Average Drawdown

Average peak-to-trough decline

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

Volatility

ISDU.L vs. LCUS.L - Volatility Comparison


Loading graphics...

Volatility by Period


ISDU.LLCUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%