UC95.L vs. ISDU.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L).

UC95.L and ISDU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC95.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 26, 2015. ISDU.L is a passively managed fund by iShares that tracks the performance of the MSCI USA Islamic Index. It was launched on Dec 7, 2007. Both UC95.L and ISDU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UC95.L vs. ISDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

UC95.L vs. ISDU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	2.23%	-0.82%	15.46%	0.42%	4.20%	26.08%	0.43%	24.54%	3.98%	5.75%
ISDU.L iShares MSCI USA Islamic UCITS ETF	1.09%	8.03%	11.27%	19.55%	-1.43%	30.82%	3.71%	16.03%	-0.47%	4.17%

Different Trading Currencies

UC95.L is traded in GBp, while ISDU.L is traded in USD. To make them comparable, the ISDU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC95.L achieves a 2.23% return, which is significantly higher than ISDU.L's 1.09% return. Over the past 10 years, UC95.L has underperformed ISDU.L with an annualized return of 10.16%, while ISDU.L has yielded a comparatively higher 11.32% annualized return.

UC95.L

• 1D: -0.03%
• 1M: -5.17%
• YTD: 2.23%
• 6M: 1.79%
• 1Y: -2.44%
• 3Y*: 6.67%
• 5Y*: 8.16%
• 10Y*: 10.16%

ISDU.L

• 1D: 1.92%
• 1M: -2.13%
• YTD: 1.09%
• 6M: 4.87%
• 1Y: 21.60%
• 3Y*: 11.00%
• 5Y*: 11.52%
• 10Y*: 11.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UC95.L vs. ISDU.L - Expense Ratio Comparison

UC95.L has a 0.25% expense ratio, which is lower than ISDU.L's 0.30% expense ratio.

ISDU.L

iShares MSCI USA Islamic UCITS ETF

UC95.L

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

Return for Risk

UC95.L vs. ISDU.L — Risk / Return Rank

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

UC95.L

UC95.L Risk / Return Rank: 7
UC95.L Sharpe Ratio Rank: 8
UC95.L Sortino Ratio Rank: 7
UC95.L Omega Ratio Rank: 7
UC95.L Calmar Ratio Rank: 7
UC95.L Martin Ratio Rank: 7

ISDU.L

ISDU.L Risk / Return Rank: 80
ISDU.L Sharpe Ratio Rank: 77
ISDU.L Sortino Ratio Rank: 78
ISDU.L Omega Ratio Rank: 75
ISDU.L Calmar Ratio Rank: 84
ISDU.L Martin Ratio Rank: 86

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.

UC95.L vs. ISDU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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.

	UC95.L	ISDU.L	Difference
Sharpe ratio Return per unit of total volatility	-0.20	1.30	-1.51
Sortino ratio Return per unit of downside risk	-0.20	1.87	-2.07
Omega ratio Gain probability vs. loss probability	0.98	1.26	-0.28
Calmar ratio Return relative to maximum drawdown	-0.34	3.47	-3.81
Martin ratio Return relative to average drawdown	-0.67	10.58	-11.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC95.L vs. ISDU.L - Sharpe Ratio Comparison

The current UC95.L Sharpe Ratio is -0.20, which is lower than the ISDU.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of UC95.L 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.

Sharpe Ratios by Period

	UC95.L	ISDU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.20	1.30	-1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.74	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.69	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.72	+0.10

Correlation

The correlation between UC95.L and ISDU.L is 0.66, 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

UC95.L vs. ISDU.L - Dividend Comparison

UC95.L's dividend yield for the trailing twelve months is around 1.84%, more than ISDU.L's 0.74% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.84%	1.99%	1.61%	1.54%	1.29%	1.13%	1.79%	1.66%	1.64%	1.68%	1.37%	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

UC95.L vs. ISDU.L - Drawdown Comparison

The maximum UC95.L drawdown since its inception was -28.11%, which is greater than ISDU.L's maximum drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for UC95.L and ISDU.L.

Drawdown Indicators

	UC95.L	ISDU.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.11%	-37.79%	+9.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.07%	-11.98%	+3.91%
Max Drawdown (5Y) Largest decline over 5 years	-11.32%	-21.98%	+10.66%
Max Drawdown (10Y) Largest decline over 10 years	-28.11%	-33.01%	+4.90%
Current Drawdown Current decline from peak	-5.17%	-4.70%	-0.47%
Average Drawdown Average peak-to-trough decline	-4.07%	-4.24%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	2.20%	+1.19%

Volatility

UC95.L vs. ISDU.L - Volatility Comparison

The current volatility for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) is 3.27%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 4.38%. This indicates that UC95.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.

Volatility by Period

	UC95.L	ISDU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	4.38%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	7.09%	9.69%	-2.60%
Volatility (1Y) Calculated over the trailing 1-year period	11.95%	16.58%	-4.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.88%	15.48%	-3.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.93%	16.34%	-2.41%