URTH vs. ^IMXL
URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net), while ^IMXL (Dow Jones Islamic Market Titans 100 Index) is an index. Over the past 10 years, URTH returned 13.22%/yr vs 15.59%/yr for ^IMXL. Their correlation of 0.82 suggests significant overlap in exposure.
Performance
URTH vs. ^IMXL - Performance Comparison
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Returns By Period
In the year-to-date period, URTH achieves a 10.71% return, which is significantly lower than ^IMXL's 14.62% return. Over the past 10 years, URTH has underperformed ^IMXL with an annualized return of 13.22%, while ^IMXL has yielded a comparatively higher 15.59% annualized return.
URTH
- 1D
- 0.50%
- 1M
- 4.39%
- YTD
- 10.71%
- 6M
- 11.32%
- 1Y
- 26.53%
- 3Y*
- 21.13%
- 5Y*
- 11.97%
- 10Y*
- 13.22%
^IMXL
- 1D
- -0.10%
- 1M
- 6.29%
- YTD
- 14.62%
- 6M
- 14.66%
- 1Y
- 37.63%
- 3Y*
- 24.35%
- 5Y*
- 14.79%
- 10Y*
- 15.59%
URTH vs. ^IMXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 10.71% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
^IMXL Dow Jones Islamic Market Titans 100 Index | 14.62% | 20.39% | 26.01% | 33.51% | -25.49% | 24.93% | 26.81% | 31.38% | -5.65% | 23.76% |
Correlation
The correlation between URTH and ^IMXL is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2012 | 0.82 |
The correlation between URTH and ^IMXL shifts across timeframes, from 0.82 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
URTH vs. ^IMXL — Risk / Return Rank
URTH
^IMXL
URTH vs. ^IMXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and Dow Jones Islamic Market Titans 100 Index (^IMXL). 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.
| URTH | ^IMXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.48 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.59 | +0.35 |
| Martin ratioReturn relative to average drawdown | 13.35 | 10.84 | +2.51 |
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
| URTH | ^IMXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.51 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.83 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.91 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.45 | +0.28 |
Drawdowns
URTH vs. ^IMXL - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum ^IMXL drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for URTH and ^IMXL.
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Drawdown Indicators
| URTH | ^IMXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -48.36% | +14.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -11.34% | +2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -20.41% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -30.52% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -30.52% | -3.49% |
Current DrawdownCurrent decline from peak | -0.25% | -0.77% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -10.79% | +6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.99% | -1.00% |
Volatility
URTH vs. ^IMXL - Volatility Comparison
iShares MSCI World ETF (URTH) has a higher volatility of 3.24% compared to Dow Jones Islamic Market Titans 100 Index (^IMXL) at 2.86%. This indicates that URTH's price experiences larger fluctuations and is considered to be riskier than ^IMXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| URTH | ^IMXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.86% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 9.61% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 11.74% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 16.91% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 16.66% | +0.61% |
Frequently Asked Questions
URTH and ^IMXL have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URTH has higher volatility (3.24%) compared to ^IMXL (2.86%). In terms of maximum drawdown, URTH dropped -34.01% vs ^IMXL's -48.36%.
^IMXL currently has the higher Sharpe Ratio (2.51 vs 2.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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