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IUSD.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSD.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). 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 IUSD.DE having a 20.34% return and SXRV.DE slightly higher at 20.57%. Over the past 10 years, IUSD.DE has underperformed SXRV.DE with an annualized return of 11.00%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.


IUSD.DE

1D
-0.49%
1M
7.71%
YTD
20.34%
6M
20.25%
1Y
34.31%
3Y*
15.20%
5Y*
19.36%
10Y*
11.00%

SXRV.DE

1D
-0.83%
1M
7.99%
YTD
20.57%
6M
18.73%
1Y
37.06%
3Y*
24.53%
5Y*
18.67%
10Y*
21.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSD.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)
20.34%6.31%11.81%63.24%2.81%1.82%1.56%1.97%-2.89%4.32%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%15.81%

Correlation

The correlation between IUSD.DE and SXRV.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.84

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

0.57

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

0.44

Correlation (All Time)
Calculated using the full available price history since May 10, 2010

0.55

Over the past year, IUSD.DE and SXRV.DE have become more correlated (0.84) than their long-term average of 0.55, meaning their price movements have been converging.

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Return for Risk

IUSD.DE vs. SXRV.DE — Risk / Return Rank

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

IUSD.DE
IUSD.DE Risk / Return Rank: 8787
Overall Rank
IUSD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSD.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IUSD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IUSD.DE Martin Ratio Rank: 9292
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
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.

IUSD.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). 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.


IUSD.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.49

1.42

+0.07

Calmar ratioReturn relative to maximum drawdown

7.08

3.75

+3.33

Martin ratioReturn relative to average drawdown

22.57

11.16

+11.41

IUSD.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current IUSD.DE Sharpe Ratio is 2.74, which is comparable to the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of IUSD.DE and SXRV.DE, 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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Sharpe Ratios by Period


IUSD.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.40

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.93

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

1.07

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.91

-0.27

Drawdowns

IUSD.DE vs. SXRV.DE - Drawdown Comparison

The maximum IUSD.DE drawdown since its inception was -23.82%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and SXRV.DE.


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Drawdown Indicators


IUSD.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.82%

-32.80%

+8.98%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-10.03%

+5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.97%

-26.69%

+3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-31.33%

+8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

-31.33%

+8.36%

Current Drawdown

Current decline from peak

-0.49%

-0.83%

+0.34%

Average Drawdown

Average peak-to-trough decline

-3.61%

-6.56%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

3.38%

-1.87%

Volatility

IUSD.DE vs. SXRV.DE - Volatility Comparison

The current volatility for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) is 3.98%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IUSD.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSD.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

4.26%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

10.98%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

15.67%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.09%

19.84%

+3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

19.65%

-2.72%

IUSD.DE vs. SXRV.DE - Expense Ratio Comparison

IUSD.DE has a 0.60% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.


Dividends

IUSD.DE vs. SXRV.DE - Dividend Comparison

IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while SXRV.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)
0.81%1.00%1.26%1.47%2.75%1.80%1.55%1.94%1.57%1.45%1.45%1.60%
SXRV.DE
iShares NASDAQ 100 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%

Frequently Asked Questions


IUSD.DE and SXRV.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.60% for IUSD.DE.

IUSD.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. IUSD.DE tracks MSCI World Islamic Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.60% for IUSD.DE and 0.36% for SXRV.DE.

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