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

ISDW.L vs. IGDA.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Islamic UCITS (ISDW.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L).

ISDW.L and IGDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISDW.L is a passively managed fund by iShares that tracks the performance of the MSCI World Islamic Index. It was launched on Dec 7, 2007. IGDA.L is a passively managed fund by Invesco that tracks the performance of the Dow Jones Islamic Market Developed Markets Index. It was launched on Jan 7, 2022. Both ISDW.L and IGDA.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

ISDW.L vs. IGDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Islamic UCITS (ISDW.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022
ISDW.L
iShares MSCI World Islamic UCITS		1.51%19.35%5.72%23.61%-6.10%
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc		-3.18%18.74%17.94%29.72%-14.30%

Returns By Period

In the year-to-date period, ISDW.L achieves a 1.51% return, which is significantly higher than IGDA.L's -3.18% return.

ISDW.L

1D
2.59%
1M
-3.43%
YTD
1.51%
6M
5.54%
1Y
25.79%
3Y*
13.43%
5Y*
9.77%
10Y*
10.00%

IGDA.L

1D
2.88%
1M
-4.81%
YTD
-3.18%
6M
1.04%
1Y
22.45%
3Y*
16.86%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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iShares MSCI World Islamic UCITS

Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc

Often compared with ISDW.L:
ISDW.L vs. SPUSISDW.L vs. SPWOISDW.L vs. ISDU.LISDW.L vs. VUAG.LISDW.L vs. VWRD.LISDW.L vs. IVVISDW.L vs. UMMA
Often compared with IGDA.L:
IGDA.L vs. ISWD.LIGDA.L vs. SPUSIGDA.L vs. SPYIGDA.L vs. HLALIGDA.L vs. VOOIGDA.L vs. HMUS.LIGDA.L vs. UMMA

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

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

IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
ISDW.L
iShares MSCI World Islamic UCITS

Return for Risk

ISDW.L vs. IGDA.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: 8383
Overall Rank
ISDW.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ISDW.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
ISDW.L Omega Ratio Rank: 7979
Omega Ratio Rank
ISDW.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ISDW.L Martin Ratio Rank: 8888
Martin Ratio Rank
IGDA.L
IGDA.L Risk / Return Rank: 7474
Overall Rank
IGDA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IGDA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IGDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
IGDA.L 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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS (ISDW.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.

ISDW.LIGDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.31

+0.31

Sortino ratio

Return per unit of downside risk

2.23

1.87

+0.36

Omega ratio

Gain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratio

Return relative to maximum drawdown

2.94

2.29

+0.65

Martin ratio

Return relative to average drawdown

11.89

9.52

+2.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ISDW.L Sharpe Ratio is 1.61, which is comparable to the IGDA.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ISDW.L and IGDA.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.

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Sharpe Ratios by Period

ISDW.LIGDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.31

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.61

-0.21

Correlation

The correlation between ISDW.L and IGDA.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ISDW.L vs. IGDA.L - Dividend Comparison

ISDW.L's dividend yield for the trailing twelve months is around 1.09%, while IGDA.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
ISDW.L
iShares MSCI World Islamic UCITS		1.09%1.11%1.38%1.56%2.02%1.47%1.38%1.80%1.87%1.54%1.70%1.77%
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets 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%

Drawdowns

ISDW.L vs. IGDA.L - Drawdown Comparison

The maximum ISDW.L drawdown since its inception was -44.87%, which is greater than IGDA.L's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for ISDW.L and IGDA.L.

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Drawdown Indicators

ISDW.LIGDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.87%

-24.18%

-20.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-11.73%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

—

—

Current Drawdown

Current decline from peak

-4.29%

-6.36%

+2.07%

Average Drawdown

Average peak-to-trough decline

-5.31%

-5.37%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.33%

-0.19%

Volatility

ISDW.L vs. IGDA.L - Volatility Comparison

The current volatility for iShares MSCI World Islamic UCITS (ISDW.L) is 5.05%, while Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) has a volatility of 5.72%. This indicates that ISDW.L experiences smaller price fluctuations and is considered to be less risky than IGDA.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.LIGDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.72%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

10.08%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

17.17%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

18.69%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

18.69%

-3.09%