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UC79.L vs. ISDE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC79.L vs. ISDE.L

Last updated Jun 5, 2026

UC79.L (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) are both Emerging Markets Equities funds - UC79.L tracks the MSCI EM NR USD while ISDE.L tracks the MSCI Emerging Markets Islamic Index. Both are passively managed. Over the past 10 years, UC79.L returned 10.59%/yr vs 13.94%/yr for ISDE.L. Their correlation of 0.80 suggests significant overlap in exposure. UC79.L charges 0.27%/yr vs 0.85%/yr for ISDE.L.

Performance

UC79.L vs. ISDE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) and iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC79.L is traded in GBp, while ISDE.L is traded in USD. To make them comparable, the ISDE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC79.L achieves a 33.24% return, which is significantly lower than ISDE.L's 60.76% return. Over the past 10 years, UC79.L has underperformed ISDE.L with an annualized return of 10.59%, while ISDE.L has yielded a comparatively higher 13.94% annualized return.

UC79.L

1D
-1.64%
1M
8.63%
YTD
33.24%
6M
35.28%
1Y
64.62%
3Y*
24.35%
5Y*
10.24%
10Y*
10.59%

ISDE.L

1D
-2.79%
1M
14.45%
YTD
60.76%
6M
63.75%
1Y
109.18%
3Y*
28.97%
5Y*
14.04%
10Y*
13.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC79.L vs. ISDE.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		33.24%26.95%10.88%1.14%-11.74%0.32%13.27%6.70%-5.60%20.39%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		60.76%30.46%-1.86%8.28%-13.53%3.61%18.62%14.85%-12.37%29.47%

Correlation

The correlation between UC79.L and ISDE.L is 0.78, 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

0.78

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

0.73

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

0.74

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

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2014

0.80

The correlation between UC79.L and ISDE.L has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

UC79.L vs. ISDE.L - Sectors Allocation Comparison

Sectors
UC79.L
ISDE.L

Technology

38.0%
48.0%

Financial Services

22.6%
3.7%

Consumer Cyclical

11.0%
5.3%

Industrials

8.3%
8.6%

Communication Services

8.0%
0.9%

Healthcare

3.6%
4.8%

Basic Materials

3.3%
12.2%

Consumer Defensive

2.8%
3.3%

Real Estate

1.3%
0.9%

Utilities

1.0%
2.3%

Energy

0.2%
10.1%

Technology

UC79.L
38.0%
ISDE.L
48.0%

Financial Services

UC79.L
22.6%
ISDE.L
3.7%

Consumer Cyclical

UC79.L
11.0%
ISDE.L
5.3%

Industrials

UC79.L
8.3%
ISDE.L
8.6%

Communication Services

UC79.L
8.0%
ISDE.L
0.9%

Healthcare

UC79.L
3.6%
ISDE.L
4.8%

Basic Materials

UC79.L
3.3%
ISDE.L
12.2%

Consumer Defensive

UC79.L
2.8%
ISDE.L
3.3%

Real Estate

UC79.L
1.3%
ISDE.L
0.9%

Utilities

UC79.L
1.0%
ISDE.L
2.3%

Energy

UC79.L
0.2%
ISDE.L
10.1%

Compare stocks, funds, or ETFs

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UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis

iShares MSCI EM Islamic UCITS ETF USD (Dist)

Often compared with UC79.L:
UC79.L vs. HMEF.LUC79.L vs. EMV.LUC79.L vs. COPPUC79.L vs. V3AB.LUC79.L vs. HDEM.LUC79.L vs. 5ESG.LUC79.L vs. EUFM.L
Often compared with ISDE.L:
ISDE.L vs. VFEG.LISDE.L vs. JRDM.LISDE.L vs. VDEM.LISDE.L vs. LEML.LISDE.L vs. EDG2.LISDE.L vs. EMVL.LISDE.L vs. PRAM.L

Return for Risk

UC79.L vs. ISDE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC79.L
UC79.L Risk / Return Rank: 5252
Overall Rank
UC79.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UC79.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
UC79.L Omega Ratio Rank: 9090
Omega Ratio Rank
UC79.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
UC79.L Martin Ratio Rank: 3131
Martin Ratio Rank
ISDE.L
ISDE.L Risk / Return Rank: 9595
Overall Rank
ISDE.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 9595
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 9595
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.

UC79.L vs. ISDE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) and iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.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.

UC79.LISDE.LDifference
Sharpe ratioReturn per unit of total volatility
1.44
4.61

-3.17

Sortino ratioReturn per unit of downside risk
2.27
5.26

-2.99

Omega ratioGain probability vs. loss probability

1.57

1.79

-0.22

Calmar ratioReturn relative to maximum drawdown

2.48

8.63

-6.15

Martin ratioReturn relative to average drawdown

4.47

31.10

-26.63

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

UC79.L vs. ISDE.L - Sharpe Ratio Comparison

The current UC79.L Sharpe Ratio is 1.44, which is lower than the ISDE.L Sharpe Ratio of 4.61. The chart below compares the historical Sharpe Ratios of UC79.L and ISDE.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

UC79.LISDE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

4.61

-3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.79

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.72

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.36

-0.22

Drawdowns

UC79.L vs. ISDE.L - Drawdown Comparison

The maximum UC79.L drawdown since its inception was -53.04%, which is greater than ISDE.L's maximum drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for UC79.L and ISDE.L.

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Drawdown Indicators

UC79.LISDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.04%

-46.71%

-6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-25.91%

-12.58%

-13.33%

Max Drawdown (3Y)

Largest decline over 3 years

-25.91%

-21.66%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-21.66%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-26.22%

-13.24%

Current Drawdown

Current decline from peak

-2.45%

-3.34%

+0.89%

Average Drawdown

Average peak-to-trough decline

-21.80%

-14.03%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.42%

3.50%

+10.92%

Volatility

UC79.L vs. ISDE.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) is 8.44%, while iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a volatility of 11.38%. This indicates that UC79.L experiences smaller price fluctuations and is considered to be less risky than ISDE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UC79.LISDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

11.38%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

20.94%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

44.59%

23.54%

+21.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

17.76%

+7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

19.28%

+5.73%

UC79.L vs. ISDE.L - Expense Ratio Comparison

UC79.L has a 0.27% expense ratio, which is lower than ISDE.L's 0.85% expense ratio.

Dividends

UC79.L vs. ISDE.L - Dividend Comparison

UC79.L's dividend yield for the trailing twelve months is around 1.59%, more than ISDE.L's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		1.08%1.86%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		1.59%2.14%1.79%2.38%2.06%1.35%1.81%2.11%2.11%1.97%2.15%1.60%

Frequently Asked Questions

UC79.L and ISDE.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC79.L is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC79.L is cheaper with a 0.27% expense ratio, compared with 0.85% for ISDE.L.

UC79.L tracks MSCI EM NR USD, while ISDE.L tracks MSCI Emerging Markets Islamic Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.27% for UC79.L and 0.85% for ISDE.L.

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