PortfoliosLab logoPortfoliosLab logo
ISDW.L vs. GIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISDW.L vs. GIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Islamic UCITS (ISDW.L) and SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist (GIN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISDW.L achieves a 14.31% return, which is significantly higher than GIN.L's 5.13% return. Over the past 10 years, ISDW.L has outperformed GIN.L with an annualized return of 10.51%, while GIN.L has yielded a comparatively lower 5.22% annualized return.


ISDW.L

1D
1.39%
1M
-2.40%
6M
11.73%
YTD
14.31%
1Y
25.86%
3Y*
14.60%
5Y*
11.11%
10Y*
10.51%
ALL TIME*
6.86%

GIN.L

1D
-0.30%
1M
1.09%
6M
4.52%
YTD
5.13%
1Y
10.46%
3Y*
8.38%
5Y*
2.96%
10Y*
5.22%
ALL TIME*
1.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISDW.L vs. GIN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISDW.L
iShares MSCI World Islamic UCITS
14.31%19.35%5.72%23.59%-11.79%21.40%8.33%21.14%-9.55%19.36%
GIN.L
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist
5.13%14.72%3.29%6.84%-13.63%6.20%6.95%19.22%-3.53%13.58%

Correlation

The correlation between ISDW.L and GIN.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

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

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2015

0.46

The correlation between ISDW.L and GIN.L shifts across timeframes, from 0.26 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

ISDW.L vs. GIN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISDW.L
ISDW.L Risk / Return Rank: 7777
Overall Rank
ISDW.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ISDW.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISDW.L Omega Ratio Rank: 7171
Omega Ratio Rank
ISDW.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ISDW.L Martin Ratio Rank: 7878
Martin Ratio Rank

GIN.L
GIN.L Risk / Return Rank: 5858
Overall Rank
GIN.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
GIN.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
GIN.L Omega Ratio Rank: 5353
Omega Ratio Rank
GIN.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
GIN.L Martin Ratio Rank: 5353
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.

ISDW.L vs. GIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS (ISDW.L) and SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist (GIN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ISDW.LGIN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratioReturn relative to maximum drawdown

3.72

2.03

+1.69

Martin ratioReturn relative to average drawdown

10.74

5.81

+4.93

ISDW.L vs. GIN.L - Sharpe Ratio Comparison

The current ISDW.L Sharpe Ratio is 1.78, which is higher than the GIN.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ISDW.L and GIN.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.


Loading charts...

Drawdowns

ISDW.L vs. GIN.L - Drawdown Comparison

The maximum ISDW.L drawdown since its inception was -49.35%, which is greater than GIN.L's maximum drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for ISDW.L and GIN.L.


Loading charts...

Drawdown Indicators


ISDW.LGIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.35%

-39.87%

-9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-5.13%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-9.98%

-8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-24.25%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

-24.25%

-9.51%

Current Drawdown

Current decline from peak

-4.57%

-1.96%

-2.61%

Average Drawdown

Average peak-to-trough decline

-7.52%

-15.25%

+7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

1.80%

+0.60%

Volatility

ISDW.L vs. GIN.L - Volatility Comparison

iShares MSCI World Islamic UCITS (ISDW.L) has a higher volatility of 5.44% compared to SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist (GIN.L) at 1.99%. This indicates that ISDW.L's price experiences larger fluctuations and is considered to be riskier than GIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISDW.LGIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

1.99%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

6.31%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.46%

8.36%

+6.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

10.75%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

10.77%

+4.88%

ISDW.L vs. GIN.L - Expense Ratio Comparison

ISDW.L has a 0.30% expense ratio, which is lower than GIN.L's 0.40% expense ratio.


Dividends

ISDW.L vs. GIN.L - Dividend Comparison

ISDW.L's dividend yield for the trailing twelve months is around 0.99%, less than GIN.L's 2.88% yield.


PositionTTM20252024202320222021202020192018201720162015
GIN.L
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist
2.88%2.92%2.80%2.80%2.47%1.92%2.23%2.37%2.90%2.98%2.92%1.81%
ISDW.L
iShares MSCI World Islamic UCITS
0.99%1.11%1.38%1.56%2.03%1.47%1.38%1.80%1.87%1.54%1.70%1.77%

Frequently Asked Questions


ISDW.L and GIN.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISDW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISDW.L is cheaper with a 0.30% expense ratio, compared with 0.40% for GIN.L.

ISDW.L is categorized as Global Equities, while GIN.L is Diversified Portfolio. ISDW.L tracks MSCI World Islamic Index, while GIN.L tracks Morningstar EAA USD Mod Tgt Alloc NR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.30% for ISDW.L and 0.40% for GIN.L.

Portfolio Optimizer

Find the right allocation for ISDW.L and GIN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer