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ISUS.L vs. FLQA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISUS.L vs. FLQA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISUS.L is traded in GBp, while FLQA.L is traded in USD. To make them comparable, the FLQA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISUS.L achieves a 15.18% return, which is significantly lower than FLQA.L's 30.36% return.


ISUS.L

1D
-1.12%
1M
-4.93%
6M
12.13%
YTD
15.18%
1Y
26.94%
3Y*
14.18%
5Y*
13.20%
10Y*
11.08%

FLQA.L

1D
-1.70%
1M
-12.65%
6M
21.93%
YTD
30.36%
1Y
47.65%
3Y*
23.13%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISUS.L vs. FLQA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ISUS.L
iShares MSCI USA Islamic UCITS ETF USD (Dist)
15.18%8.35%11.17%18.94%-1.34%31.21%3.24%16.79%-10.47%
FLQA.L
Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)
30.36%20.59%9.64%6.42%-2.58%5.56%3.57%5.57%-3.45%

Correlation

The correlation between ISUS.L and FLQA.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.56

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

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

0.57

The correlation between ISUS.L and FLQA.L shifts across timeframes, from 0.52 (5 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISUS.L vs. FLQA.L — Risk / Return Rank

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

ISUS.L
ISUS.L Risk / Return Rank: 8080
Overall Rank
ISUS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ISUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISUS.L Omega Ratio Rank: 7979
Omega Ratio Rank
ISUS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ISUS.L Martin Ratio Rank: 8383
Martin Ratio Rank

FLQA.L
FLQA.L Risk / Return Rank: 7878
Overall Rank
FLQA.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FLQA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
FLQA.L Omega Ratio Rank: 7777
Omega Ratio Rank
FLQA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
FLQA.L Martin Ratio Rank: 7878
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.

ISUS.L vs. FLQA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.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.


ISUS.LFLQA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.35

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

3.46

3.07

+0.39

Martin ratioReturn relative to average drawdown

12.15

10.98

+1.17

ISUS.L vs. FLQA.L - Sharpe Ratio Comparison

The current ISUS.L Sharpe Ratio is 1.92, which is comparable to the FLQA.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ISUS.L and FLQA.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

ISUS.L vs. FLQA.L - Drawdown Comparison

The maximum ISUS.L drawdown since its inception was -60.74%, which is greater than FLQA.L's maximum drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for ISUS.L and FLQA.L.


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Drawdown Indicators


ISUS.LFLQA.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.74%

-20.97%

-39.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-15.46%

+7.71%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

-19.58%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-19.58%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

Current Drawdown

Current decline from peak

-7.75%

-15.46%

+7.71%

Average Drawdown

Average peak-to-trough decline

-14.34%

-4.06%

-10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

4.33%

-2.12%

Volatility

ISUS.L vs. FLQA.L - Volatility Comparison

The current volatility for iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) is 6.15%, while Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L) has a volatility of 10.51%. This indicates that ISUS.L experiences smaller price fluctuations and is considered to be less risky than FLQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISUS.LFLQA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

10.51%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

21.94%

-10.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

24.07%

-10.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

16.61%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

17.88%

-2.29%

ISUS.L vs. FLQA.L - Expense Ratio Comparison

ISUS.L has a 0.30% expense ratio, which is higher than FLQA.L's 0.14% expense ratio.


Dividends

ISUS.L vs. FLQA.L - Dividend Comparison

ISUS.L's dividend yield for the trailing twelve months is around 0.66%, while FLQA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FLQA.L
Franklin FTSE Asia ex China ex Japan 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%
ISUS.L
iShares MSCI USA Islamic UCITS ETF USD (Dist)
0.66%0.75%0.89%1.13%1.53%1.00%1.50%1.41%1.45%1.43%1.23%1.39%

Frequently Asked Questions


ISUS.L and FLQA.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLQA.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLQA.L is cheaper with a 0.14% expense ratio, compared with 0.30% for ISUS.L.

ISUS.L is categorized as Large Cap Blend Equities, while FLQA.L is Asia Pacific Equities. ISUS.L tracks MSCI US Islamic Gross Index in USD (NET), while FLQA.L tracks Linked FTSE Asia ex Japan ex China Index - Net Return. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.30% for ISUS.L and 0.14% for FLQA.L.

Portfolio Optimizer

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