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

Performance

ISDU.L vs. SUUS.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 MSCI USA SRI UCITS ETF USD (Acc) (SUUS.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 SUUS.L is traded in GBp. To make them comparable, the SUUS.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 22.76% return, which is significantly higher than SUUS.L's 13.88% return.


ISDU.L

1D
-0.70%
1M
9.40%
YTD
22.76%
6M
23.15%
1Y
41.36%
3Y*
20.09%
5Y*
14.34%
10Y*
12.42%

SUUS.L

1D
0.21%
1M
5.73%
YTD
13.88%
6M
15.13%
1Y
24.69%
3Y*
17.71%
5Y*
11.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISDU.L
iShares MSCI USA Islamic UCITS ETF
22.76%16.32%9.36%25.84%-11.90%29.59%6.85%20.62%-6.04%14.03%
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
13.89%11.25%13.92%23.78%-18.70%31.68%25.25%32.47%-2.94%23.22%

Correlation

The correlation between ISDU.L and SUUS.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2016

0.83

The correlation between ISDU.L and SUUS.L has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

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


Sectors
ISDU.L
SUUS.L

Technology

49.7%
41.6%

Energy

12.3%

-

Healthcare

10.8%
8.6%

Consumer Cyclical

8.8%
9.3%

Industrials

7.7%
8.1%

Basic Materials

5.5%
2.5%

Consumer Defensive

4.2%
5.4%

Utilities

0.7%
1.5%

Communication Services

0.4%
9.1%

Real Estate

0.1%
2.1%

Financial Services

-

11.8%

Technology

ISDU.L
49.7%
SUUS.L
41.6%

Energy

ISDU.L
12.3%
SUUS.L

-

Healthcare

ISDU.L
10.8%
SUUS.L
8.6%

Consumer Cyclical

ISDU.L
8.8%
SUUS.L
9.3%

Industrials

ISDU.L
7.7%
SUUS.L
8.1%

Basic Materials

ISDU.L
5.5%
SUUS.L
2.5%

Consumer Defensive

ISDU.L
4.2%
SUUS.L
5.4%

Utilities

ISDU.L
0.7%
SUUS.L
1.5%

Communication Services

ISDU.L
0.4%
SUUS.L
9.1%

Real Estate

ISDU.L
0.1%
SUUS.L
2.1%

Financial Services

ISDU.L

-

SUUS.L
11.8%

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Return for Risk

ISDU.L vs. SUUS.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: 9292
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8989
Martin Ratio Rank

SUUS.L
SUUS.L Risk / Return Rank: 6969
Overall Rank
SUUS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SUUS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
SUUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
SUUS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
SUUS.L Martin Ratio Rank: 6767
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. SUUS.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 MSCI USA SRI UCITS ETF USD (Acc) (SUUS.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.LSUUS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.55

1.36

+0.19

Calmar ratioReturn relative to maximum drawdown

5.96

2.75

+3.21

Martin ratioReturn relative to average drawdown

19.96

10.70

+9.26

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

The current ISDU.L Sharpe Ratio is 3.16, which is higher than the SUUS.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ISDU.L and SUUS.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.LSUUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

2.02

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.70

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.92

-0.27

Drawdowns

ISDU.L vs. SUUS.L - Drawdown Comparison

The maximum ISDU.L drawdown since its inception was -37.79%, which is greater than SUUS.L's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for ISDU.L and SUUS.L.


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Drawdown Indicators


ISDU.LSUUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-32.59%

-5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-8.93%

+2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-21.98%

-19.94%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-26.32%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

Current Drawdown

Current decline from peak

-0.70%

0.00%

-0.70%

Average Drawdown

Average peak-to-trough decline

-4.20%

-4.60%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.30%

-0.24%

Volatility

ISDU.L vs. SUUS.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a higher volatility of 5.10% compared to iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) at 3.88%. This indicates that ISDU.L's price experiences larger fluctuations and is considered to be riskier than SUUS.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.LSUUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

3.88%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.28%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

12.16%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

16.02%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

16.38%

-0.20%

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

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


Dividends

ISDU.L vs. SUUS.L - Dividend Comparison

ISDU.L's dividend yield for the trailing twelve months is around 0.62%, while SUUS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ISDU.L
iShares MSCI USA Islamic UCITS ETF
0.62%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (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%

Frequently Asked Questions


ISDU.L and SUUS.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUUS.L is cheaper with a 0.20% expense ratio, compared with 0.30% for ISDU.L.

ISDU.L tracks MSCI USA Islamic Index, while SUUS.L tracks Russell 1000 TR USD. Their fees differ too: 0.30% for ISDU.L and 0.20% for SUUS.L.

Portfolio Optimizer

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