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

Performance

ISUS.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ISUS.L having a 16.13% return and IITU.L slightly higher at 16.77%. Over the past 10 years, ISUS.L has underperformed IITU.L with an annualized return of 11.28%, while IITU.L has yielded a comparatively higher 25.26% annualized return.


ISUS.L

1D
-0.54%
1M
-5.23%
6M
13.90%
YTD
16.13%
1Y
28.27%
3Y*
14.69%
5Y*
13.38%
10Y*
11.28%

IITU.L

1D
-1.54%
1M
-3.41%
6M
19.28%
YTD
16.77%
1Y
30.62%
3Y*
28.08%
5Y*
21.55%
10Y*
25.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISUS.L
iShares MSCI USA Islamic UCITS ETF USD (Dist)
16.13%8.35%11.17%18.94%-1.34%31.21%3.24%16.79%-0.56%3.81%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
16.77%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between ISUS.L and IITU.L is 0.78, 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

0.78

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

0.77

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.78

The correlation between ISUS.L and IITU.L has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

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Return for Risk

ISUS.L vs. IITU.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: 8383
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: 8989
Calmar Ratio Rank
ISUS.L Martin Ratio Rank: 8585
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 4545
Overall Rank
IITU.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 4747
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 3636
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. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.38

1.25

+0.14

Calmar ratioReturn relative to maximum drawdown

4.23

1.82

+2.41

Martin ratioReturn relative to average drawdown

13.71

4.40

+9.30

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

The current ISUS.L Sharpe Ratio is 2.11, which is higher than the IITU.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ISUS.L and IITU.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. IITU.L - Drawdown Comparison

The maximum ISUS.L drawdown since its inception was -60.74%, which is greater than IITU.L's maximum drawdown of -41.09%. Use the drawdown chart below to compare losses from any high point for ISUS.L and IITU.L.


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Drawdown Indicators


ISUS.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.74%

-41.09%

-19.65%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-16.76%

+9.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

-28.03%

+4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-28.03%

+4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

-28.03%

+3.55%

Current Drawdown

Current decline from peak

-6.99%

-8.00%

+1.01%

Average Drawdown

Average peak-to-trough decline

-14.34%

-8.09%

-6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

6.94%

-4.78%

Volatility

ISUS.L vs. IITU.L - Volatility Comparison

The current volatility for iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) is 6.20%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.43%. This indicates that ISUS.L experiences smaller price fluctuations and is considered to be less risky than IITU.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.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

7.43%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

16.54%

-5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

21.54%

-7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

26.39%

-11.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

23.71%

-8.13%

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

ISUS.L has a 0.50% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Dividends

ISUS.L vs. IITU.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IITU.L
iShares S&P 500 Information Technology Sector 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 IITU.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.50% for ISUS.L.

ISUS.L is categorized as Global Equities, while IITU.L is Technology Equities. ISUS.L tracks iShares MSCI USA Islamic UCITS ETF USD (Dist), while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.50% for ISUS.L and 0.15% for IITU.L.

Portfolio Optimizer

Find the right allocation for ISUS.L and IITU.L

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