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ISDW.L vs. IDIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISDW.L vs. IDIN.L

Last updated Jul 22, 2026
Documentation

ISDW.L (iShares MSCI World Islamic UCITS) and IDIN.L (iShares Global Infrastructure UCITS ETF USD (Dist)) are both exchange-traded funds - ISDW.L is a Global Equities fund tracking the MSCI World Islamic Index, while IDIN.L is a Mid Cap Value Equities fund tracking the FTSE Global Core Infrastructure Index (USD). Both are passively managed. Over the past 10 years, ISDW.L returned 10.51%/yr vs 7.00%/yr for IDIN.L. A 0.64 correlation means they provide meaningful diversification when combined. ISDW.L charges 0.30%/yr vs 0.65%/yr for IDIN.L.

Performance

ISDW.L vs. IDIN.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, ISDW.L achieves a 14.31% return, which is significantly higher than IDIN.L's 11.77% return. Over the past 10 years, ISDW.L has outperformed IDIN.L with an annualized return of 10.51%, while IDIN.L has yielded a comparatively lower 7.00% 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%

IDIN.L

1D
-0.90%
1M
2.12%
6M
10.62%
YTD
11.77%
1Y
15.65%
3Y*
11.22%
5Y*
6.66%
10Y*
7.00%
ALL TIME*
5.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISDW.L vs. IDIN.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%
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)		11.77%12.97%8.79%-0.03%-5.92%17.16%-1.96%23.97%-2.04%14.86%

Correlation

The correlation between ISDW.L and IDIN.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.32

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

0.50

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

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2007

0.64

Over the past year, the correlation between ISDW.L and IDIN.L has dropped to 0.15 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

ISDW.L vs. IDIN.L - Sectors Allocation Comparison

Sectors
ISDW.L
IDIN.L

Technology

45.0%
0.3%

Industrials

13.4%
21.6%

Healthcare

12.0%

-

Energy

9.7%
16.6%

Basic Materials

8.6%

-

Consumer Cyclical

6.7%
0.3%

Consumer Defensive

3.3%

-

Utilities

0.8%
54.5%

Communication Services

0.4%
2.0%

Real Estate

0.2%
4.0%

Financial Services

0.0%
0.0%

Technology

ISDW.L
45.0%
IDIN.L
0.3%

Industrials

ISDW.L
13.4%
IDIN.L
21.6%

Healthcare

ISDW.L
12.0%
IDIN.L

-

Energy

ISDW.L
9.7%
IDIN.L
16.6%

Basic Materials

ISDW.L
8.6%
IDIN.L

-

Consumer Cyclical

ISDW.L
6.7%
IDIN.L
0.3%

Consumer Defensive

ISDW.L
3.3%
IDIN.L

-

Utilities

ISDW.L
0.8%
IDIN.L
54.5%

Communication Services

ISDW.L
0.4%
IDIN.L
2.0%

Real Estate

ISDW.L
0.2%
IDIN.L
4.0%

Financial Services

ISDW.L
0.0%
IDIN.L
0.0%

Compare stocks, funds, or ETFs

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

iShares MSCI World Islamic UCITS

iShares Global Infrastructure UCITS ETF USD (Dist)

Often compared with ISDW.L:
ISDW.L vs. IGDA.LISDW.L vs. SPUSISDW.L vs. ISDU.LISDW.L vs. SPWOISDW.L vs. ISWD.LISDW.L vs. UMMAISDW.L vs. ISDE.L
Often compared with IDIN.L:
IDIN.L vs. HTWO.LIDIN.L vs. DGSD.LIDIN.L vs. DHSD.LIDIN.L vs. FVD.LIDIN.L vs. IDUP.LIDIN.L vs. EEWG.LIDIN.L vs. FSWD.L

Return for Risk

ISDW.L vs. IDIN.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
IDIN.L
IDIN.L Risk / Return Rank: 6161
Overall Rank
IDIN.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 5252
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 6060
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. IDIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS (ISDW.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.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.LIDIN.LDifference
Sharpe ratioReturn per unit of total volatility
1.78
1.46

+0.32

Sortino ratioReturn per unit of downside risk
2.53
2.10

+0.44

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

3.72

3.07

+0.66

Martin ratioReturn relative to average drawdown

10.74

7.97

+2.77

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

The current ISDW.L Sharpe Ratio is 1.78, which is comparable to the IDIN.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of ISDW.L and IDIN.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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Drawdowns

ISDW.L vs. IDIN.L - Drawdown Comparison

The maximum ISDW.L drawdown since its inception was -49.35%, roughly equal to the maximum IDIN.L drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for ISDW.L and IDIN.L.

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Drawdown Indicators

ISDW.LIDIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.35%

-49.57%

+0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-5.08%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-14.86%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-22.69%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

-34.86%

+1.10%

Current Drawdown

Current decline from peak

-4.57%

-1.86%

-2.71%

Average Drawdown

Average peak-to-trough decline

-7.52%

-11.71%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

1.95%

+0.45%

Volatility

ISDW.L vs. IDIN.L - Volatility Comparison

iShares MSCI World Islamic UCITS (ISDW.L) has a higher volatility of 5.44% compared to iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) at 2.90%. This indicates that ISDW.L's price experiences larger fluctuations and is considered to be riskier than IDIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISDW.LIDIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

2.90%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

8.95%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.46%

10.68%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

13.51%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

14.41%

+1.24%

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

ISDW.L has a 0.30% expense ratio, which is lower than IDIN.L's 0.65% expense ratio.

Dividends

ISDW.L vs. IDIN.L - Dividend Comparison

ISDW.L's dividend yield for the trailing twelve months is around 0.99%, less than IDIN.L's 2.04% yield.

PositionTTM20252024202320222021202020192018201720162015
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)		2.04%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%
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 IDIN.L have a correlation of 0.15, 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 0.65% for IDIN.L.

ISDW.L is categorized as Global Equities, while IDIN.L is Mid Cap Value Equities. ISDW.L tracks MSCI World Islamic Index, while IDIN.L tracks FTSE Global Core Infrastructure Index (USD). Their fees differ too: 0.30% for ISDW.L and 0.65% for IDIN.L.

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