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NREF vs. ISWD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NREF and ISWD.L is 0.60, 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.

NREF vs. ISWD.L

Last updated Jun 1, 2025

Compare and contrast key facts about NexPoint Real Estate Finance, Inc. (NREF) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L).

ISWD.L is a passively managed fund by iShares that tracks the performance of the MSCI World Islamic Index. It was launched on Dec 7, 2007.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NREF or ISWD.L.

Performance

NREF vs. ISWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NexPoint Real Estate Finance, Inc. (NREF) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NREF:

0.64

ISWD.L:

0.03

Sortino Ratio

NREF:

1.13

ISWD.L:

0.21

Omega Ratio

NREF:

1.14

ISWD.L:

1.03

Calmar Ratio

NREF:

0.70

ISWD.L:

0.05

Martin Ratio

NREF:

2.42

ISWD.L:

0.16

Ulcer Index

NREF:

9.00%

ISWD.L:

6.98%

Daily Std Dev

NREF:

32.53%

ISWD.L:

15.62%

Max Drawdown

NREF:

-66.09%

ISWD.L:

-31.53%

Current Drawdown

NREF:

-14.13%

ISWD.L:

-9.27%

Returns By Period

In the year-to-date period, NREF achieves a -2.85% return, which is significantly higher than ISWD.L's -3.63% return.

NREF

YTD

-2.85%

1M

3.29%

6M

-11.70%

1Y

17.97%

3Y*

-3.16%

5Y*

10.41%

10Y*

N/A

ISWD.L

YTD

-3.63%

1M

3.96%

6M

-4.97%

1Y

1.15%

3Y*

6.26%

5Y*

10.29%

10Y*

9.26%

*Annualized

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NexPoint Real Estate Finance, Inc.

iShares MSCI World Islamic UCITS ETF USD (Dist)

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NREF vs. ISWD.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NREF
The Risk-Adjusted Performance Rank of NREF is 7272
Overall Rank
The Sharpe Ratio Rank of NREF is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NREF is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NREF is 6666
Omega Ratio Rank
The Calmar Ratio Rank of NREF is 7777
Calmar Ratio Rank
The Martin Ratio Rank of NREF is 7575
Martin Ratio Rank
ISWD.L
The Risk-Adjusted Performance Rank of ISWD.L is 1717
Overall Rank
The Sharpe Ratio Rank of ISWD.L is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ISWD.L is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ISWD.L is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ISWD.L is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ISWD.L is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NREF vs. ISWD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NexPoint Real Estate Finance, Inc. (NREF) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.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.

The current NREF Sharpe Ratio is 0.64, which is higher than the ISWD.L Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of NREF and ISWD.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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NREF vs. ISWD.L - Dividend Comparison

NREF's dividend yield for the trailing twelve months is around 13.54%, more than ISWD.L's 1.73% yield.

TTM20242023202220212020201920182017201620152014
NREF
NexPoint Real Estate Finance, Inc.		13.54%12.75%17.40%12.59%9.87%8.60%0.00%0.00%0.00%0.00%0.00%0.00%
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)		1.73%1.74%1.99%2.43%1.98%1.88%2.37%2.39%2.09%2.09%2.62%2.55%

Drawdowns

NREF vs. ISWD.L - Drawdown Comparison

The maximum NREF drawdown since its inception was -66.09%, which is greater than ISWD.L's maximum drawdown of -31.53%. Use the drawdown chart below to compare losses from any high point for NREF and ISWD.L.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NREF vs. ISWD.L - Volatility Comparison

NexPoint Real Estate Finance, Inc. (NREF) has a higher volatility of 7.12% compared to iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L) at 5.43%. This indicates that NREF's price experiences larger fluctuations and is considered to be riskier than ISWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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