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UMMA vs. SPRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMMA vs. SPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wahed Dow Jones Islamic World ETF (UMMA) and SP Funds S&P Global REIT Sharia ETF (SPRE). The values are adjusted to include any dividend payments, if applicable.

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UMMA vs. SPRE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UMMA
Wahed Dow Jones Islamic World ETF
3.94%26.65%4.67%18.84%-21.62%
SPRE
SP Funds S&P Global REIT Sharia ETF
1.06%3.07%2.11%9.40%-24.76%

Returns By Period

In the year-to-date period, UMMA achieves a 3.94% return, which is significantly higher than SPRE's 1.06% return.


UMMA

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

SPRE

1D
1.71%
1M
-6.57%
YTD
1.06%
6M
2.61%
1Y
4.56%
3Y*
3.70%
5Y*
2.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMMA vs. SPRE - Expense Ratio Comparison

UMMA has a 0.65% expense ratio, which is lower than SPRE's 0.69% expense ratio.


Return for Risk

UMMA vs. SPRE — 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

SPRE
SPRE Risk / Return Rank: 2121
Overall Rank
SPRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2020
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2323
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. SPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wahed Dow Jones Islamic World ETF (UMMA) and SP Funds S&P Global REIT Sharia ETF (SPRE). 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.


UMMASPREDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.28

+1.18

Sortino ratio

Return per unit of downside risk

2.01

0.48

+1.53

Omega ratio

Gain probability vs. loss probability

1.28

1.07

+0.21

Calmar ratio

Return relative to maximum drawdown

1.95

0.35

+1.61

Martin ratio

Return relative to average drawdown

7.84

1.40

+6.45

UMMA vs. SPRE - Sharpe Ratio Comparison

The current UMMA Sharpe Ratio is 1.46, which is higher than the SPRE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of UMMA and SPRE, 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


UMMASPREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.28

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.19

+0.11

Correlation

The correlation between UMMA and SPRE is 0.54, 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. SPRE - Dividend Comparison

UMMA's dividend yield for the trailing twelve months is around 1.18%, less than SPRE's 4.10% yield.


TTM20252024202320222021
UMMA
Wahed Dow Jones Islamic World ETF
1.18%1.02%0.91%1.09%1.77%0.00%
SPRE
SP Funds S&P Global REIT Sharia ETF
4.10%4.10%4.13%4.16%4.17%2.83%

Drawdowns

UMMA vs. SPRE - Drawdown Comparison

The maximum UMMA drawdown since its inception was -34.17%, smaller than the maximum SPRE drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for UMMA and SPRE.


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Drawdown Indicators


UMMASPREDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-38.34%

+4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-14.01%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

Current Drawdown

Current decline from peak

-11.65%

-17.95%

+6.30%

Average Drawdown

Average peak-to-trough decline

-10.12%

-18.12%

+8.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.49%

+0.23%

Volatility

UMMA vs. SPRE - Volatility Comparison

Wahed Dow Jones Islamic World ETF (UMMA) has a higher volatility of 9.94% compared to SP Funds S&P Global REIT Sharia ETF (SPRE) at 4.68%. This indicates that UMMA's price experiences larger fluctuations and is considered to be riskier than SPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMMASPREDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

4.68%

+5.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.14%

9.08%

+6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

16.63%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

18.69%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

18.53%

+1.70%