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UMMA vs. FID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMMA vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wahed Dow Jones Islamic World ETF (UMMA) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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UMMA vs. FID - Yearly Performance Comparison


2026 (YTD)2025202420232022
UMMA
Wahed Dow Jones Islamic World ETF
3.94%26.65%4.67%18.84%-21.62%
FID
First Trust S&P International Dividend Aristocrats ETF
2.15%32.07%5.42%9.92%-10.66%

Returns By Period

In the year-to-date period, UMMA achieves a 3.94% return, which is significantly higher than FID's 2.15% return.


UMMA

1D
3.86%
1M
-11.22%
YTD
3.94%
6M
11.67%
1Y
30.32%
3Y*
13.86%
5Y*
10Y*

FID

1D
2.22%
1M
-6.49%
YTD
2.15%
6M
8.16%
1Y
27.06%
3Y*
15.05%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMMA vs. FID - Expense Ratio Comparison

UMMA has a 0.65% expense ratio, which is higher than FID's 0.60% expense ratio.


Return for Risk

UMMA vs. FID — Risk / Return Rank

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

UMMA
UMMA Risk / Return Rank: 7979
Overall Rank
UMMA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
UMMA Sortino Ratio Rank: 8181
Sortino Ratio Rank
UMMA Omega Ratio Rank: 7777
Omega Ratio Rank
UMMA Calmar Ratio Rank: 7777
Calmar Ratio Rank
UMMA Martin Ratio Rank: 7878
Martin Ratio Rank

FID
FID Risk / Return Rank: 9292
Overall Rank
FID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FID Sortino Ratio Rank: 9393
Sortino Ratio Rank
FID Omega Ratio Rank: 9393
Omega Ratio Rank
FID Calmar Ratio Rank: 9090
Calmar Ratio Rank
FID 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.

UMMA vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wahed Dow Jones Islamic World ETF (UMMA) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


UMMAFIDDifference

Sharpe ratio

Return per unit of total volatility

1.46

2.16

-0.70

Sortino ratio

Return per unit of downside risk

2.01

2.84

-0.83

Omega ratio

Gain probability vs. loss probability

1.28

1.43

-0.15

Calmar ratio

Return relative to maximum drawdown

1.95

2.98

-1.02

Martin ratio

Return relative to average drawdown

7.84

11.27

-3.43

UMMA vs. FID - Sharpe Ratio Comparison

The current UMMA Sharpe Ratio is 1.46, which is lower than the FID Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of UMMA and FID, 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


UMMAFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.16

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.35

-0.05

Correlation

The correlation between UMMA and FID 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

UMMA vs. FID - Dividend Comparison

UMMA's dividend yield for the trailing twelve months is around 1.18%, less than FID's 4.28% yield.


TTM20252024202320222021202020192018
UMMA
Wahed Dow Jones Islamic World ETF
1.18%1.02%0.91%1.09%1.77%0.00%0.00%0.00%0.00%
FID
First Trust S&P International Dividend Aristocrats ETF
4.28%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%

Drawdowns

UMMA vs. FID - Drawdown Comparison

The maximum UMMA drawdown since its inception was -34.17%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for UMMA and FID.


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Drawdown Indicators


UMMAFIDDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-39.79%

+5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-8.93%

-6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

-11.65%

-6.84%

-4.81%

Average Drawdown

Average peak-to-trough decline

-10.12%

-8.60%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

2.36%

+1.36%

Volatility

UMMA vs. FID - Volatility Comparison

Wahed Dow Jones Islamic World ETF (UMMA) has a higher volatility of 9.94% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 4.96%. This indicates that UMMA's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMMAFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

4.96%

+4.98%

Volatility (6M)

Calculated over the trailing 6-month period

15.14%

7.37%

+7.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

12.62%

+8.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

17.03%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

19.10%

+1.13%