IUSD.DE vs. SXRV.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSD.DE is a Global Equities fund tracking the MSCI World Islamic Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IUSD.DE returned 11.00%/yr vs 21.24%/yr for SXRV.DE. A 0.55 correlation means they provide meaningful diversification when combined. IUSD.DE charges 0.60%/yr vs 0.36%/yr for SXRV.DE.
Performance
IUSD.DE vs. SXRV.DE - Performance Comparison
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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%
IUSD.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IUSD.DE
SXRV.DE
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.DE | SXRV.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSD.DE | SXRV.DE | Difference | |
|---|---|---|---|
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.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.49% | -0.83% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -6.56% | +2.95% |
Ulcer IndexDepth 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.DE | SXRV.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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