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

Performance

ISUS.L vs. QUID.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 PIMCO Sterling Short Maturity UCITS ETF (QUID.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 QUID.L is traded in GBP. To make them comparable, the QUID.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 16.13% return, which is significantly higher than QUID.L's 2.18% return. Over the past 10 years, ISUS.L has outperformed QUID.L with an annualized return of 11.28%, while QUID.L has yielded a comparatively lower 2.00% 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%

QUID.L

1D
0.10%
1M
0.36%
6M
1.97%
YTD
2.18%
1Y
4.36%
3Y*
5.10%
5Y*
3.28%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISUS.L vs. QUID.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%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF
2.18%4.89%5.67%4.95%-0.96%-0.07%0.71%1.57%0.26%0.52%

Correlation

The correlation between ISUS.L and QUID.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.07

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

0.05

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

0.00

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2011

-0.01

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Return for Risk

ISUS.L vs. QUID.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

QUID.L
QUID.L Risk / Return Rank: 9999
Overall Rank
QUID.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QUID.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
QUID.L Omega Ratio Rank: 9999
Omega Ratio Rank
QUID.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
QUID.L Martin Ratio Rank: 9999
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. QUID.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 PIMCO Sterling Short Maturity UCITS ETF (QUID.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.LQUID.LDifference
Sharpe ratioReturn per unit of total volatility

-3.89

Sortino ratioReturn per unit of downside risk

-8.04

Omega ratioGain probability vs. loss probability

1.38

2.80

-1.41

Calmar ratioReturn relative to maximum drawdown

4.23

9.83

-5.60

Martin ratioReturn relative to average drawdown

13.71

78.74

-65.03

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

The current ISUS.L Sharpe Ratio is 2.11, which is lower than the QUID.L Sharpe Ratio of 6.00. The chart below compares the historical Sharpe Ratios of ISUS.L and QUID.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. QUID.L - Drawdown Comparison

The maximum ISUS.L drawdown since its inception was -60.74%, which is greater than QUID.L's maximum drawdown of -2.47%. Use the drawdown chart below to compare losses from any high point for ISUS.L and QUID.L.


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Drawdown Indicators


ISUS.LQUID.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.74%

-2.47%

-58.27%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-0.45%

-6.54%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

-0.45%

-23.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-2.47%

-21.52%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

-2.47%

-22.01%

Current Drawdown

Current decline from peak

-6.99%

0.00%

-6.99%

Average Drawdown

Average peak-to-trough decline

-14.34%

-0.21%

-14.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

0.06%

+2.10%

Volatility

ISUS.L vs. QUID.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) has a higher volatility of 6.20% compared to PIMCO Sterling Short Maturity UCITS ETF (QUID.L) at 0.19%. This indicates that ISUS.L's price experiences larger fluctuations and is considered to be riskier than QUID.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.LQUID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

0.19%

+6.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

0.64%

+10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

0.74%

+13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

0.74%

+14.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

0.62%

+14.96%

Dividends

ISUS.L vs. QUID.L - Dividend Comparison

ISUS.L's dividend yield for the trailing twelve months is around 0.66%, less than QUID.L's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF
4.17%4.19%4.67%3.69%0.66%0.08%0.31%0.73%0.52%0.33%0.59%0.55%

Frequently Asked Questions


ISUS.L and QUID.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISUS.L tracks iShares MSCI USA Islamic UCITS ETF USD (Dist), while QUID.L tracks PIMCO Sterling Short Maturity UCITS ETF. They also come from different issuers: iShares and PIMCO.

Portfolio Optimizer

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