ISDU.L vs. MVEA.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI USA Islamic UCITS ETF (ISDU.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L).

ISDU.L and MVEA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISDU.L is a passively managed fund by iShares that tracks the performance of the MSCI USA Islamic Index. It was launched on Dec 7, 2007. MVEA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2020. Both ISDU.L and MVEA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ISDU.L vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ISDU.L iShares MSCI USA Islamic UCITS ETF	-0.55%	16.32%	9.36%	25.84%	-11.90%	29.59%	11.26%
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF	-2.84%	4.62%	13.03%	11.96%	-11.86%	24.60%	9.51%

Different Trading Currencies

ISDU.L is traded in USD, while MVEA.L is traded in GBP. To make them comparable, the MVEA.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 -0.55% return, which is significantly higher than MVEA.L's -2.84% 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%

MVEA.L

• 1D: 0.88%
• 1M: -5.10%
• YTD: -2.84%
• 6M: -2.64%
• 1Y: -1.37%
• 3Y*: 8.33%
• 5Y*: 6.02%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ISDU.L has a 0.30% expense ratio, which is higher than MVEA.L's 0.20% expense ratio.

ISDU.L

iShares MSCI USA Islamic UCITS ETF

MVEA.L

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

Return for Risk

ISDU.L vs. MVEA.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: 80
ISDU.L Sharpe Ratio Rank: 77
ISDU.L Sortino Ratio Rank: 78
ISDU.L Omega Ratio Rank: 75
ISDU.L Calmar Ratio Rank: 84
ISDU.L Martin Ratio Rank: 86

MVEA.L

MVEA.L Risk / Return Rank: 4
MVEA.L Sharpe Ratio Rank: 6
MVEA.L Sortino Ratio Rank: 5
MVEA.L Omega Ratio Rank: 5
MVEA.L Calmar Ratio Rank: 3
MVEA.L Martin Ratio Rank: 0

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. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.L	MVEA.L	Difference
Sharpe ratio Return per unit of total volatility	1.47	-0.11	+1.58
Sortino ratio Return per unit of downside risk	2.10	-0.06	+2.16
Omega ratio Gain probability vs. loss probability	1.30	0.99	+0.31
Calmar ratio Return relative to maximum drawdown	2.71	-0.21	+2.92
Martin ratio Return relative to average drawdown	11.01	-0.83	+11.85
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. MVEA.L - Sharpe Ratio Comparison

The current ISDU.L Sharpe Ratio is 1.47, which is higher than the MVEA.L Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ISDU.L and MVEA.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.

Sharpe Ratios by Period

	ISDU.L	MVEA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	-0.11	+1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.48	+0.18
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	0.63	-0.06

Correlation

The correlation between ISDU.L and MVEA.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ISDU.L vs. MVEA.L - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ISDU.L vs. MVEA.L - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, which is greater than MVEA.L's maximum drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for ISDU.L and MVEA.L.

Drawdown Indicators

	ISDU.L	MVEA.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.79%	-14.36%	-23.43%
Max Drawdown (1Y) Largest decline over 1 year	-11.98%	-8.57%	-3.41%
Max Drawdown (5Y) Largest decline over 5 years	-21.98%	-14.36%	-7.62%
Max Drawdown (10Y) Largest decline over 10 years	-33.01%	—	—
Current Drawdown Current decline from peak	-4.70%	-10.12%	+5.42%
Average Drawdown Average peak-to-trough decline	-4.24%	-4.30%	+0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.25%	-0.05%

Volatility

ISDU.L vs. MVEA.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a higher volatility of 4.12% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.95%. This indicates that ISDU.L's price experiences larger fluctuations and is considered to be riskier than MVEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISDU.L	MVEA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	2.95%	+1.17%
Volatility (6M) Calculated over the trailing 6-month period	9.56%	5.93%	+3.63%
Volatility (1Y) Calculated over the trailing 1-year period	16.77%	12.51%	+4.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	12.51%	+3.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.07%	12.76%	+3.31%