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

Performance

ISUS.L vs. FSWD.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 iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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, ISUS.L achieves a 16.48% return, which is significantly higher than FSWD.L's 13.03% return. Both investments have delivered pretty close results over the past 10 years, with ISUS.L having a 11.31% annualized return and FSWD.L not far ahead at 11.66%.


ISUS.L

1D
-0.24%
1M
-3.91%
6M
12.86%
YTD
16.48%
1Y
30.09%
3Y*
14.80%
5Y*
13.45%
10Y*
11.31%

FSWD.L

1D
0.21%
1M
0.34%
6M
11.33%
YTD
13.03%
1Y
27.25%
3Y*
19.13%
5Y*
11.86%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISUS.L
iShares MSCI USA Islamic UCITS ETF USD (Dist)
16.48%8.35%11.17%18.94%-1.34%31.21%3.24%16.79%-0.56%3.81%
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
13.03%17.16%18.87%9.04%-5.40%22.11%6.89%17.63%-7.35%15.20%

Correlation

The correlation between ISUS.L and FSWD.L is 0.67, 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

0.67

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

0.78

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

0.83

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

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2015

0.87

The correlation between ISUS.L and FSWD.L shifts across timeframes, from 0.67 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISUS.L vs. FSWD.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: 8484
Overall Rank
ISUS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ISUS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ISUS.L Omega Ratio Rank: 8282
Omega Ratio Rank
ISUS.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISUS.L Martin Ratio Rank: 8686
Martin Ratio Rank

FSWD.L
FSWD.L Risk / Return Rank: 9191
Overall Rank
FSWD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8989
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9292
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. FSWD.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 iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.LFSWD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.39

1.44

-0.05

Calmar ratioReturn relative to maximum drawdown

4.47

4.60

-0.13

Martin ratioReturn relative to average drawdown

13.91

17.66

-3.75

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

The current ISUS.L Sharpe Ratio is 2.14, which is comparable to the FSWD.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of ISUS.L and FSWD.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. FSWD.L - Drawdown Comparison

The maximum ISUS.L drawdown since its inception was -60.74%, which is greater than FSWD.L's maximum drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for ISUS.L and FSWD.L.


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Drawdown Indicators


ISUS.LFSWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.74%

-37.43%

-23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-5.90%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

-19.93%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-19.93%

-4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

-26.27%

+1.79%

Current Drawdown

Current decline from peak

-6.71%

-0.61%

-6.10%

Average Drawdown

Average peak-to-trough decline

-14.34%

-7.38%

-6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.54%

+0.62%

Volatility

ISUS.L vs. FSWD.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) has a higher volatility of 6.19% compared to iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 2.81%. This indicates that ISUS.L's price experiences larger fluctuations and is considered to be riskier than FSWD.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.LFSWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

2.81%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

8.32%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

10.99%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

18.86%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

17.40%

-1.82%

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

Both ISUS.L and FSWD.L have an expense ratio of 0.30%.


Dividends

ISUS.L vs. FSWD.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
FSWD.L
iShares STOXX World Equity Multifactor 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 FSWD.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ISUS.L and FSWD.L have the same expense ratio: 0.30% per year.

ISUS.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. ISUS.L tracks MSCI US Islamic Gross Index in USD (NET), while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index.

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