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UC99.L vs. ISDU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC99.L vs. ISDU.L

Last updated Jun 5, 2026

UC99.L (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) and ISDU.L (iShares MSCI USA Islamic UCITS ETF) are both Large Cap Blend Equities funds - UC99.L tracks the Russell 1000 TR USD while ISDU.L tracks the MSCI USA Islamic Index. Both are passively managed. Over the past 10 years, UC99.L returned 16.19%/yr vs 13.26%/yr for ISDU.L. Their correlation of 0.81 suggests significant overlap in exposure. UC99.L charges 0.25%/yr vs 0.30%/yr for ISDU.L.

Performance

UC99.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 Quality UCITS ETF (USD) A-dis (UC99.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC99.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, UC99.L achieves a 10.42% return, which is significantly lower than ISDU.L's 23.26% return. Over the past 10 years, UC99.L has outperformed ISDU.L with an annualized return of 16.19%, while ISDU.L has yielded a comparatively lower 13.26% annualized return.

UC99.L

1D
0.63%
1M
6.73%
YTD
10.42%
6M
10.82%
1Y
29.48%
3Y*
17.61%
5Y*
13.98%
10Y*
16.19%

ISDU.L

1D
-0.70%
1M
11.89%
YTD
23.26%
6M
22.97%
1Y
42.68%
3Y*
17.07%
5Y*
15.57%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC99.L vs. ISDU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis		10.42%8.68%22.60%27.58%-15.03%28.64%16.43%32.55%0.49%12.84%
ISDU.L
iShares MSCI USA Islamic UCITS ETF		23.26%8.03%11.27%19.55%-1.43%30.82%3.71%16.03%-0.47%4.17%

Correlation

The correlation between UC99.L and ISDU.L is 0.72, 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

0.72

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

0.78

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

0.78

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

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.82

The correlation between UC99.L and ISDU.L has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

UC99.L vs. ISDU.L - Sectors Allocation Comparison

Sectors
UC99.L
ISDU.L

Technology

54.7%
49.7%

Industrials

13.3%
7.7%

Healthcare

10.9%
10.8%

Communication Services

7.9%
0.4%

Financial Services

7.3%

-

Consumer Cyclical

2.9%
8.8%

Consumer Defensive

2.8%
4.2%

Utilities

0.1%
0.7%

Basic Materials

0.0%
5.5%

Energy

-

12.3%

Real Estate

-

0.1%

Technology

UC99.L
54.7%
ISDU.L
49.7%

Industrials

UC99.L
13.3%
ISDU.L
7.7%

Healthcare

UC99.L
10.9%
ISDU.L
10.8%

Communication Services

UC99.L
7.9%
ISDU.L
0.4%

Financial Services

UC99.L
7.3%
ISDU.L

-

Consumer Cyclical

UC99.L
2.9%
ISDU.L
8.8%

Consumer Defensive

UC99.L
2.8%
ISDU.L
4.2%

Utilities

UC99.L
0.1%
ISDU.L
0.7%

Basic Materials

UC99.L
0.0%
ISDU.L
5.5%

Energy

UC99.L

-

ISDU.L
12.3%

Real Estate

UC99.L

-

ISDU.L
0.1%

Compare stocks, funds, or ETFs

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

iShares MSCI USA Islamic UCITS ETF

Often compared with UC99.L:
UC99.L vs. SPYUC99.L vs. EQQQ.LUC99.L vs. IUSA.LUC99.L vs. RSPTUC99.L vs. VWRP.LUC99.L vs. S5SD.LUC99.L vs. HMWO.L
Often compared with ISDU.L:
ISDU.L vs. ISDW.LISDU.L vs. SPUSISDU.L vs. IGDA.LISDU.L vs. SPWOISDU.L vs. BBUS.LISDU.L vs. BBSU.LISDU.L vs. FLXU.L

Return for Risk

UC99.L vs. ISDU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC99.L
UC99.L Risk / Return Rank: 7070
Overall Rank
UC99.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UC99.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
UC99.L Omega Ratio Rank: 7474
Omega Ratio Rank
UC99.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
UC99.L Martin Ratio Rank: 6262
Martin Ratio Rank
ISDU.L
ISDU.L Risk / Return Rank: 9090
Overall Rank
ISDU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8989
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.

UC99.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 Quality UCITS ETF (USD) A-dis (UC99.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.

UC99.LISDU.LDifference
Sharpe ratioReturn per unit of total volatility
2.41
3.26

-0.85

Sortino ratioReturn per unit of downside risk
3.35
4.29

-0.95

Omega ratioGain probability vs. loss probability

1.43

1.58

-0.15

Calmar ratioReturn relative to maximum drawdown

3.10

7.26

-4.16

Martin ratioReturn relative to average drawdown

11.14

22.62

-11.48

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

UC99.L vs. ISDU.L - Sharpe Ratio Comparison

The current UC99.L Sharpe Ratio is 2.41, which is comparable to the ISDU.L Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of UC99.L and ISDU.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

UC99.LISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

3.26

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

1.00

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.81

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.80

+0.19

Drawdowns

UC99.L vs. ISDU.L - Drawdown Comparison

The maximum UC99.L drawdown since its inception was -23.20%, smaller than the maximum ISDU.L drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for UC99.L and ISDU.L.

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Drawdown Indicators

UC99.LISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.20%

-24.76%

+1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-5.85%

-3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-23.20%

-24.06%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-23.20%

-24.06%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-24.76%

+1.56%

Current Drawdown

Current decline from peak

0.00%

-0.70%

+0.70%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.88%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

1.88%

+0.76%

Volatility

UC99.L vs. ISDU.L - Volatility Comparison

The current volatility for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) is 3.33%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 5.05%. This indicates that UC99.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.

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Volatility by Period

UC99.LISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

5.05%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

9.91%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

13.03%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

15.64%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

16.42%

+0.12%

UC99.L vs. ISDU.L - Expense Ratio Comparison

UC99.L has a 0.25% expense ratio, which is lower than ISDU.L's 0.30% expense ratio.

Dividends

UC99.L vs. ISDU.L - Dividend Comparison

UC99.L has not paid dividends to shareholders, while ISDU.L's dividend yield for the trailing twelve months is around 0.62%.

PositionTTM20252024202320222021202020192018201720162015
ISDU.L
iShares MSCI USA Islamic UCITS ETF		0.62%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis		0.00%0.00%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.00%

Frequently Asked Questions

UC99.L and ISDU.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC99.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC99.L is cheaper with a 0.25% expense ratio, compared with 0.30% for ISDU.L.

UC99.L tracks Russell 1000 TR USD, while ISDU.L tracks MSCI USA Islamic Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UC99.L and 0.30% for ISDU.L.

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