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MUT.L vs. IUKD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUT.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Murray Income Trust (MUT.L) and iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

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MUT.L vs. IUKD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUT.L
Murray Income Trust
-0.97%16.94%-1.15%7.33%216.52%14.08%-2.43%28.34%-4.55%14.92%
IUKD.L
iShares UK Dividend UCITS ETF
4.23%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%

Returns By Period

In the year-to-date period, MUT.L achieves a -0.97% return, which is significantly lower than IUKD.L's 4.23% return. Over the past 10 years, MUT.L has outperformed IUKD.L with an annualized return of 21.64%, while IUKD.L has yielded a comparatively lower 6.92% annualized return.


MUT.L

1D
1.36%
1M
-7.45%
YTD
-0.97%
6M
1.27%
1Y
13.01%
3Y*
6.40%
5Y*
33.98%
10Y*
21.64%

IUKD.L

1D
1.27%
1M
-5.03%
YTD
4.23%
6M
14.22%
1Y
29.16%
3Y*
17.29%
5Y*
12.62%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MUT.L vs. IUKD.L — Risk / Return Rank

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

MUT.L
MUT.L Risk / Return Rank: 6767
Overall Rank
MUT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUT.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
MUT.L Omega Ratio Rank: 6464
Omega Ratio Rank
MUT.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
MUT.L Martin Ratio Rank: 7272
Martin Ratio Rank

IUKD.L
IUKD.L Risk / Return Rank: 9191
Overall Rank
IUKD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 9393
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 8989
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.

MUT.L vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murray Income Trust (MUT.L) and iShares UK Dividend UCITS ETF (IUKD.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.


MUT.LIUKD.LDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.14

-1.21

Sortino ratio

Return per unit of downside risk

1.30

2.68

-1.38

Omega ratio

Gain probability vs. loss probability

1.19

1.44

-0.25

Calmar ratio

Return relative to maximum drawdown

1.12

3.00

-1.88

Martin ratio

Return relative to average drawdown

4.05

11.87

-7.82

MUT.L vs. IUKD.L - Sharpe Ratio Comparison

The current MUT.L Sharpe Ratio is 0.93, which is lower than the IUKD.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of MUT.L and IUKD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MUT.LIUKD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.14

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.91

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.40

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.27

+0.02

Correlation

The correlation between MUT.L and IUKD.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MUT.L vs. IUKD.L - Dividend Comparison

MUT.L's dividend yield for the trailing twelve months is around 4.47%, less than IUKD.L's 4.66% yield.


TTM20252024202320222021202020192018201720162015
MUT.L
Murray Income Trust
4.47%4.38%4.71%4.48%76.11%3.29%4.63%3.82%4.57%4.23%4.45%4.76%
IUKD.L
iShares UK Dividend UCITS ETF
4.66%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%

Drawdowns

MUT.L vs. IUKD.L - Drawdown Comparison

The maximum MUT.L drawdown since its inception was -73.11%, which is greater than IUKD.L's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for MUT.L and IUKD.L.


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Drawdown Indicators


MUT.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.11%

-61.95%

-11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-9.92%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-19.93%

+1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-44.34%

+8.37%

Current Drawdown

Current decline from peak

-9.50%

-6.08%

-3.42%

Average Drawdown

Average peak-to-trough decline

-10.39%

-15.07%

+4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.51%

+0.70%

Volatility

MUT.L vs. IUKD.L - Volatility Comparison

The current volatility for Murray Income Trust (MUT.L) is 4.57%, while iShares UK Dividend UCITS ETF (IUKD.L) has a volatility of 5.31%. This indicates that MUT.L experiences smaller price fluctuations and is considered to be less risky than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUT.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

5.31%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

8.71%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

13.56%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.30%

13.87%

+87.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.85%

17.22%

+55.63%