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

Performance

SPTE vs. ISDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P Global Technology ETF (SPTE) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

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SPTE vs. ISDU.L - Yearly Performance Comparison


2026 (YTD)202520242023
SPTE
SP Funds S&P Global Technology ETF
-0.51%26.37%33.28%5.24%
ISDU.L
iShares MSCI USA Islamic UCITS ETF
-0.55%16.32%9.36%3.57%

Returns By Period

In the year-to-date period, SPTE achieves a -0.51% return, which is significantly higher than ISDU.L's -0.55% return.


SPTE

1D
0.95%
1M
-5.87%
YTD
-0.51%
6M
1.13%
1Y
38.79%
3Y*
5Y*
10Y*

ISDU.L

1D
2.16%
1M
-3.22%
YTD
-0.55%
6M
3.13%
1Y
24.73%
3Y*
13.70%
5Y*
10.58%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPTE vs. ISDU.L - Expense Ratio Comparison

SPTE has a 0.55% expense ratio, which is higher than ISDU.L's 0.30% expense ratio.


Return for Risk

SPTE vs. ISDU.L — Risk / Return Rank

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

SPTE
SPTE Risk / Return Rank: 8080
Overall Rank
SPTE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SPTE Sortino Ratio Rank: 8080
Sortino Ratio Rank
SPTE Omega Ratio Rank: 7474
Omega Ratio Rank
SPTE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPTE Martin Ratio Rank: 8484
Martin Ratio Rank

ISDU.L
ISDU.L Risk / Return Rank: 8080
Overall Rank
ISDU.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8686
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.

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

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P Global Technology ETF (SPTE) 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.


SPTEISDU.LDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.47

-0.03

Sortino ratio

Return per unit of downside risk

2.12

2.10

+0.02

Omega ratio

Gain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratio

Return relative to maximum drawdown

2.83

2.71

+0.13

Martin ratio

Return relative to average drawdown

9.93

11.01

-1.08

SPTE vs. ISDU.L - Sharpe Ratio Comparison

The current SPTE Sharpe Ratio is 1.44, which is comparable to the ISDU.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SPTE and ISDU.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


SPTEISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.47

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.57

+0.51

Correlation

The correlation between SPTE and ISDU.L is 0.52, 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

SPTE vs. ISDU.L - Dividend Comparison

SPTE's dividend yield for the trailing twelve months is around 0.96%, more than ISDU.L's 0.74% yield.


TTM20252024202320222021202020192018201720162015
SPTE
SP Funds S&P Global Technology ETF
0.96%0.96%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISDU.L
iShares MSCI USA Islamic UCITS ETF
0.74%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%

Drawdowns

SPTE vs. ISDU.L - Drawdown Comparison

The maximum SPTE drawdown since its inception was -25.55%, smaller than the maximum ISDU.L drawdown of -37.79%. Use the drawdown chart below to compare losses from any high point for SPTE and ISDU.L.


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Drawdown Indicators


SPTEISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.55%

-37.79%

+12.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-11.98%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.01%

Current Drawdown

Current decline from peak

-9.07%

-4.70%

-4.37%

Average Drawdown

Average peak-to-trough decline

-4.26%

-4.24%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

2.20%

+1.81%

Volatility

SPTE vs. ISDU.L - Volatility Comparison

SP Funds S&P Global Technology ETF (SPTE) has a higher volatility of 8.89% compared to iShares MSCI USA Islamic UCITS ETF (ISDU.L) at 4.12%. This indicates that SPTE's price experiences larger fluctuations and is considered to be riskier 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


SPTEISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

4.12%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.89%

9.56%

+7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

27.00%

16.77%

+10.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.73%

16.02%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.73%

16.07%

+9.66%