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

MYI.L vs. IUKD.L

Last updated Jul 18, 2026
Documentation

MYI.L (Murray International Trust) is a stock, while IUKD.L (iShares UK Dividend UCITS ETF) is Dividend fund tracking the FTSE UK Dividend+ Index. Over the past 10 years, MYI.L returned 19.63%/yr vs 7.33%/yr for IUKD.L. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

MYI.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Murray International Trust (MYI.L) and iShares UK Dividend UCITS ETF (IUKD.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, MYI.L achieves a 9.66% return, which is significantly lower than IUKD.L's 13.38% return. Over the past 10 years, MYI.L has outperformed IUKD.L with an annualized return of 19.63%, while IUKD.L has yielded a comparatively lower 7.33% annualized return.

MYI.L

1D
0.00%
1M
-0.47%
6M
9.46%
YTD
9.66%
1Y
30.24%
3Y*
18.39%
5Y*
18.41%
10Y*
19.63%

IUKD.L

1D
0.85%
1M
3.90%
6M
10.53%
YTD
13.38%
1Y
28.95%
3Y*
22.41%
5Y*
13.27%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
MYI.L
Murray International Trust		9.66%35.59%3.23%7.25%36.37%21.84%10.03%31.59%4.89%23.60%
IUKD.L
iShares UK Dividend UCITS ETF		13.38%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%

Correlation

The correlation between MYI.L and IUKD.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.52

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

0.51

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

0.54

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

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2006

0.61

The correlation between MYI.L and IUKD.L shifts across timeframes, from 0.51 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Murray International Trust

iShares UK Dividend UCITS ETF

Often compared with MYI.L:
MYI.L vs. CTY.LMYI.L vs. MUT.LMYI.L vs. FCIT.LMYI.L vs. MIGO.LMYI.L vs. AGT.LMYI.L vs. HGT.LMYI.L vs. BME.L
Often compared with IUKD.L:
IUKD.L vs. VUKE.LIUKD.L vs. UKDV.LIUKD.L vs. CUKX.LIUKD.L vs. LGEN.LIUKD.L vs. IDVY.LIUKD.L vs. FLGBIUKD.L vs. LDUK.L

Return for Risk

MYI.L vs. IUKD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MYI.L
MYI.L Risk / Return Rank: 9393
Overall Rank
MYI.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MYI.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
MYI.L Omega Ratio Rank: 9595
Omega Ratio Rank
MYI.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
MYI.L Martin Ratio Rank: 9393
Martin Ratio Rank
IUKD.L
IUKD.L Risk / Return Rank: 8484
Overall Rank
IUKD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 9191
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for Murray International Trust (MYI.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.

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.

MYI.LIUKD.LDifference
Sharpe ratioReturn per unit of total volatility
2.59
2.52

+0.07

Sortino ratioReturn per unit of downside risk
3.65
3.40

+0.25

Omega ratioGain probability vs. loss probability

1.47

1.47

0.00

Calmar ratioReturn relative to maximum drawdown

3.26

2.91

+0.35

Martin ratioReturn relative to average drawdown

11.71

10.26

+1.45

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

The current MYI.L Sharpe Ratio is 2.59, which is comparable to the IUKD.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of MYI.L and IUKD.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

MYI.L vs. IUKD.L - Drawdown Comparison

The maximum MYI.L drawdown since its inception was -38.77%, smaller than the maximum IUKD.L drawdown of -61.97%. Use the drawdown chart below to compare losses from any high point for MYI.L and IUKD.L.

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Drawdown Indicators

MYI.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-61.97%

+23.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-9.92%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-12.60%

-10.52%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

-19.93%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

-44.34%

+5.57%

Current Drawdown

Current decline from peak

-1.29%

0.00%

-1.29%

Average Drawdown

Average peak-to-trough decline

-4.51%

-15.49%

+10.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.82%

-0.24%

Volatility

MYI.L vs. IUKD.L - Volatility Comparison

The current volatility for Murray International Trust (MYI.L) is 2.06%, while iShares UK Dividend UCITS ETF (IUKD.L) has a volatility of 2.80%. This indicates that MYI.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

MYI.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.80%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

9.59%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

11.42%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

13.79%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

16.79%

+1.19%

Dividends

MYI.L vs. IUKD.L - Dividend Comparison

MYI.L's dividend yield for the trailing twelve months is around 3.53%, less than IUKD.L's 4.62% yield.

PositionTTM20252024202320222021202020192018201720162015
IUKD.L
iShares UK Dividend UCITS ETF		4.62%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%
MYI.L
Murray International Trust		3.53%3.38%3.32%10.41%15.04%17.20%17.27%15.20%16.44%13.95%14.28%20.23%

Frequently Asked Questions

MYI.L and IUKD.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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