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MXUS.L vs. ISDU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MXUS.L vs. ISDU.L

Last updated Jun 5, 2026

MXUS.L (Invesco MSCI USA UCITS ETF) and ISDU.L (iShares MSCI USA Islamic UCITS ETF) are both Large Cap Blend Equities funds - MXUS.L tracks the Russell 1000 TR USD while ISDU.L tracks the MSCI USA Islamic Index. Both are passively managed. Over the past 10 years, MXUS.L returned 15.33%/yr vs 12.42%/yr for ISDU.L. Their correlation of 0.86 suggests significant overlap in exposure. MXUS.L charges 0.05%/yr vs 0.30%/yr for ISDU.L.

Performance

MXUS.L vs. ISDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI USA UCITS ETF (MXUS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXUS.L achieves a 10.31% return, which is significantly lower than ISDU.L's 22.76% return. Over the past 10 years, MXUS.L has outperformed ISDU.L with an annualized return of 15.33%, while ISDU.L has yielded a comparatively lower 12.42% annualized return.

MXUS.L

1D
0.02%
1M
4.59%
YTD
10.31%
6M
10.99%
1Y
27.75%
3Y*
22.47%
5Y*
13.58%
10Y*
15.33%

ISDU.L

1D
-0.70%
1M
10.88%
YTD
22.76%
6M
23.83%
1Y
41.31%
3Y*
20.09%
5Y*
14.34%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXUS.L vs. ISDU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MXUS.L
Invesco MSCI USA UCITS ETF		10.31%17.34%25.57%27.84%-20.03%27.90%20.98%31.00%-5.44%21.42%
ISDU.L
iShares MSCI USA Islamic UCITS ETF		22.76%16.32%9.36%25.84%-11.90%29.59%6.85%20.62%-6.04%14.03%

Correlation

The correlation between MXUS.L and ISDU.L is 0.83, 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

0.83

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

0.90

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2011

0.86

The correlation between MXUS.L and ISDU.L has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

MXUS.L vs. ISDU.L - Sectors Allocation Comparison

Sectors
MXUS.L
ISDU.L

Technology

35.4%
49.7%

Financial Services

11.6%

-

Communication Services

11.3%
0.4%

Consumer Cyclical

10.1%
8.8%

Healthcare

8.6%
10.8%

Industrials

8.6%
7.7%

Consumer Defensive

4.8%
4.2%

Energy

3.6%
12.3%

Utilities

2.3%
0.7%

Real Estate

1.9%
0.1%

Basic Materials

1.8%
5.5%

Technology

MXUS.L
35.4%
ISDU.L
49.7%

Financial Services

MXUS.L
11.6%
ISDU.L

-

Communication Services

MXUS.L
11.3%
ISDU.L
0.4%

Consumer Cyclical

MXUS.L
10.1%
ISDU.L
8.8%

Healthcare

MXUS.L
8.6%
ISDU.L
10.8%

Industrials

MXUS.L
8.6%
ISDU.L
7.7%

Consumer Defensive

MXUS.L
4.8%
ISDU.L
4.2%

Energy

MXUS.L
3.6%
ISDU.L
12.3%

Utilities

MXUS.L
2.3%
ISDU.L
0.7%

Real Estate

MXUS.L
1.9%
ISDU.L
0.1%

Basic Materials

MXUS.L
1.8%
ISDU.L
5.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco MSCI USA UCITS ETF

iShares MSCI USA Islamic UCITS ETF

Often compared with MXUS.L:
MXUS.L vs. USSC.LMXUS.L vs. BIRDXMXUS.L vs. INAA.LMXUS.L vs. UC96.LMXUS.L vs. QUALMXUS.L vs. VOOMXUS.L vs. ACWI
Often compared with ISDU.L:
ISDU.L vs. ISDW.LISDU.L vs. SPUSISDU.L vs. IGDA.LISDU.L vs. SPWOISDU.L vs. BBUS.LISDU.L vs. BBSU.LISDU.L vs. FLXU.L

Return for Risk

MXUS.L vs. ISDU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MXUS.L
MXUS.L Risk / Return Rank: 7474
Overall Rank
MXUS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MXUS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
MXUS.L Omega Ratio Rank: 7474
Omega Ratio Rank
MXUS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
MXUS.L Martin Ratio Rank: 7575
Martin Ratio Rank
ISDU.L
ISDU.L Risk / Return Rank: 9090
Overall Rank
ISDU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISDU.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.

MXUS.L vs. ISDU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (MXUS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.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.

MXUS.LISDU.LDifference
Sharpe ratioReturn per unit of total volatility
2.37
3.16

-0.79

Sortino ratioReturn per unit of downside risk
3.44
4.38

-0.95

Omega ratioGain probability vs. loss probability

1.43

1.55

-0.12

Calmar ratioReturn relative to maximum drawdown

3.31

5.96

-2.65

Martin ratioReturn relative to average drawdown

14.01

19.96

-5.95

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXUS.L vs. ISDU.L - Sharpe Ratio Comparison

The current MXUS.L Sharpe Ratio is 2.37, which is comparable to the ISDU.L Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of MXUS.L and ISDU.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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Sharpe Ratios by Period

MXUS.LISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

3.16

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.89

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.77

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.65

+0.29

Drawdowns

MXUS.L vs. ISDU.L - Drawdown Comparison

The maximum MXUS.L drawdown since its inception was -34.38%, smaller than the maximum ISDU.L drawdown of -37.79%. Use the drawdown chart below to compare losses from any high point for MXUS.L and ISDU.L.

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Drawdown Indicators

MXUS.LISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-37.79%

+3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-6.90%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.78%

-21.98%

+3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

-21.98%

-3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-33.01%

-1.37%

Current Drawdown

Current decline from peak

-0.45%

-0.70%

+0.25%

Average Drawdown

Average peak-to-trough decline

-3.83%

-4.20%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.06%

-0.08%

Volatility

MXUS.L vs. ISDU.L - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF (MXUS.L) is 3.20%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 5.10%. This indicates that MXUS.L experiences smaller price fluctuations and is considered to be less risky than ISDU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MXUS.LISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

5.10%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

9.96%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

13.01%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

16.17%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

16.18%

+0.24%

MXUS.L vs. ISDU.L - Expense Ratio Comparison

MXUS.L has a 0.05% expense ratio, which is lower than ISDU.L's 0.30% expense ratio.

Dividends

MXUS.L vs. ISDU.L - Dividend Comparison

MXUS.L has not paid dividends to shareholders, while ISDU.L's dividend yield for the trailing twelve months is around 0.62%.

PositionTTM20252024202320222021202020192018201720162015
ISDU.L
iShares MSCI USA Islamic UCITS ETF		0.62%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%
MXUS.L
Invesco MSCI USA UCITS ETF		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

MXUS.L and ISDU.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MXUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MXUS.L is cheaper with a 0.05% expense ratio, compared with 0.30% for ISDU.L.

MXUS.L tracks Russell 1000 TR USD, while ISDU.L tracks MSCI USA Islamic Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for MXUS.L and 0.30% for ISDU.L.

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