UFSD.L vs. HIUS.L
UFSD.L (iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)) and HIUS.L (HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating) are both Large Cap Blend Equities funds - UFSD.L tracks the Russell 1000 TR USD while HIUS.L tracks the MSCI USA Islamic ESG Universal Screened Select Index. Both are passively managed. Over the past 3 years, UFSD.L returned 21.46%/yr vs 22.17%/yr for HIUS.L. Their correlation of 0.82 suggests significant overlap in exposure. UFSD.L charges 0.35%/yr vs 0.30%/yr for HIUS.L.
Performance
UFSD.L vs. HIUS.L - Performance Comparison
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Different Trading Currencies
UFSD.L is traded in USD, while HIUS.L is traded in GBP. To make them comparable, the HIUS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, UFSD.L achieves a 11.83% return, which is significantly lower than HIUS.L's 27.02% return.
UFSD.L
- 1D
- -0.16%
- 1M
- 5.03%
- YTD
- 11.83%
- 6M
- 11.75%
- 1Y
- 28.48%
- 3Y*
- 21.46%
- 5Y*
- 11.72%
- 10Y*
- —
HIUS.L
- 1D
- -0.71%
- 1M
- 13.98%
- YTD
- 27.02%
- 6M
- 28.02%
- 1Y
- 48.47%
- 3Y*
- 22.17%
- 5Y*
- —
- 10Y*
- —
UFSD.L vs. HIUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UFSD.L iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) | 11.83% | 18.04% | 22.38% | 17.71% | -3.67% |
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating | 27.03% | 18.63% | 7.72% | 29.55% | -2.21% |
Correlation
The correlation between UFSD.L and HIUS.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2022 | 0.82 |
The correlation between UFSD.L and HIUS.L has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
UFSD.L vs. HIUS.L — Risk / Return Rank
UFSD.L
HIUS.L
UFSD.L vs. HIUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.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.
| UFSD.L | HIUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.53 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 5.18 | -1.38 |
| Martin ratioReturn relative to average drawdown | 15.45 | 18.09 | -2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UFSD.L | HIUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 3.12 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.38 | -0.72 |
Drawdowns
UFSD.L vs. HIUS.L - Drawdown Comparison
The maximum UFSD.L drawdown since its inception was -35.77%, which is greater than HIUS.L's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for UFSD.L and HIUS.L.
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Drawdown Indicators
| UFSD.L | HIUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -23.74% | -12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -9.26% | +1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -23.74% | +5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | — | — |
Current DrawdownCurrent decline from peak | -1.05% | -0.71% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -3.18% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.66% | -0.79% |
Volatility
UFSD.L vs. HIUS.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.L) is 3.36%, while HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a volatility of 5.72%. This indicates that UFSD.L experiences smaller price fluctuations and is considered to be less risky than HIUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UFSD.L | HIUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 5.72% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 11.89% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 15.37% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 16.41% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 16.41% | +1.18% |
UFSD.L vs. HIUS.L - Expense Ratio Comparison
UFSD.L has a 0.35% expense ratio, which is higher than HIUS.L's 0.30% expense ratio.
Dividends
UFSD.L vs. HIUS.L - Dividend Comparison
UFSD.L's dividend yield for the trailing twelve months is around 0.80%, while HIUS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UFSD.L iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) | 0.80% | 0.89% | 0.86% | 1.12% | 1.51% | 0.75% | 1.11% | 1.41% | 1.23% |
Frequently Asked Questions
UFSD.L and HIUS.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HIUS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HIUS.L is cheaper with a 0.30% expense ratio, compared with 0.35% for UFSD.L.
UFSD.L tracks Russell 1000 TR USD, while HIUS.L tracks MSCI USA Islamic ESG Universal Screened Select Index. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.35% for UFSD.L and 0.30% for HIUS.L.
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