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

Performance

ISDU.L vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Islamic UCITS ETF (ISDU.L) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

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ISDU.L vs. SPUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ISDU.L
iShares MSCI USA Islamic UCITS ETF
-2.65%16.32%9.36%25.84%-11.90%29.59%6.85%0.78%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
-5.55%19.77%26.49%34.24%-22.76%35.92%25.68%0.81%

Returns By Period

In the year-to-date period, ISDU.L achieves a -2.65% return, which is significantly higher than SPUS's -5.55% return.


ISDU.L

1D
-0.12%
1M
-5.22%
YTD
-2.65%
6M
1.68%
1Y
24.11%
3Y*
12.89%
5Y*
10.11%
10Y*
10.30%

SPUS

1D
3.24%
1M
-5.39%
YTD
-5.55%
6M
-2.24%
1Y
24.49%
3Y*
19.34%
5Y*
13.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISDU.L vs. SPUS - Expense Ratio Comparison

ISDU.L has a 0.30% expense ratio, which is lower than SPUS's 0.49% expense ratio.


Return for Risk

ISDU.L vs. SPUS — 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: 7777
Overall Rank
ISDU.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 7777
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 7979
Martin Ratio Rank

SPUS
SPUS Risk / Return Rank: 7676
Overall Rank
SPUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPUS Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPUS Omega Ratio Rank: 7474
Omega Ratio Rank
SPUS Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPUS Martin Ratio Rank: 8282
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. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Islamic UCITS ETF (ISDU.L) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.LSPUSDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.18

+0.27

Sortino ratio

Return per unit of downside risk

2.05

1.80

+0.26

Omega ratio

Gain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratio

Return relative to maximum drawdown

1.85

1.96

-0.11

Martin ratio

Return relative to average drawdown

8.60

8.40

+0.20

ISDU.L vs. SPUS - Sharpe Ratio Comparison

The current ISDU.L Sharpe Ratio is 1.44, which is comparable to the SPUS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of ISDU.L and SPUS, 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.LSPUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.18

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.72

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.75

-0.19

Correlation

The correlation between ISDU.L and SPUS is 0.50, 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. SPUS - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.76%, more than SPUS's 0.63% yield.


TTM20252024202320222021202020192018201720162015
ISDU.L
iShares MSCI USA Islamic UCITS ETF
0.76%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.63%0.60%0.70%0.87%1.21%1.15%1.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISDU.L vs. SPUS - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for ISDU.L and SPUS.


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Drawdown Indicators


ISDU.LSPUSDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-30.80%

-6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-12.76%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-28.06%

+6.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

Current Drawdown

Current decline from peak

-6.72%

-7.77%

+1.05%

Average Drawdown

Average peak-to-trough decline

-4.24%

-6.35%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.98%

-0.41%

Volatility

ISDU.L vs. SPUS - Volatility Comparison

The current volatility for iShares MSCI USA Islamic UCITS ETF (ISDU.L) is 3.51%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 6.04%. This indicates that ISDU.L experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISDU.LSPUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

6.04%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

11.25%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

20.90%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

19.20%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

21.43%

-5.37%