URTH vs. ^IMXL

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World ETF (URTH) and Dow Jones Islamic Market Titans 100 Index (^IMXL).

URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.

Performance

URTH vs. ^IMXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ETF (URTH) and Dow Jones Islamic Market Titans 100 Index (^IMXL). The values are adjusted to include any dividend payments, if applicable.

URTH vs. ^IMXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
URTH iShares MSCI World ETF	-2.13%	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	-4.94%	20.39%	26.01%	33.51%	-25.49%	24.93%	26.81%	31.38%	-5.65%	23.76%

Returns By Period

In the year-to-date period, URTH achieves a -2.13% return, which is significantly higher than ^IMXL's -4.94% return. Over the past 10 years, URTH has underperformed ^IMXL with an annualized return of 12.17%, while ^IMXL has yielded a comparatively higher 13.64% annualized return.

URTH

• 1D: 0.99%
• 1M: -4.40%
• YTD: -2.13%
• 6M: 0.51%
• 1Y: 20.24%
• 3Y*: 17.49%
• 5Y*: 10.46%
• 10Y*: 12.17%

^IMXL

• 1D: 1.49%
• 1M: -5.10%
• YTD: -4.94%
• 6M: -0.91%
• 1Y: 22.59%
• 3Y*: 19.60%
• 5Y*: 11.54%
• 10Y*: 13.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

URTH vs. ^IMXL — Risk / Return Rank

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

URTH

URTH Risk / Return Rank: 68
URTH Sharpe Ratio Rank: 65
URTH Sortino Ratio Rank: 67
URTH Omega Ratio Rank: 69
URTH Calmar Ratio Rank: 66
URTH Martin Ratio Rank: 76

^IMXL

^IMXL Risk / Return Rank: 67
^IMXL Sharpe Ratio Rank: 77
^IMXL Sortino Ratio Rank: 79
^IMXL Omega Ratio Rank: 82
^IMXL Calmar Ratio Rank: 44
^IMXL Martin Ratio Rank: 53

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.

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 ratio Return per unit of total volatility	1.17	1.13	+0.04
Sortino ratio Return per unit of downside risk	1.75	1.69	+0.05
Omega ratio Gain probability vs. loss probability	1.26	1.26	0.00
Calmar ratio Return relative to maximum drawdown	1.74	1.11	+0.63
Martin ratio Return relative to average drawdown	8.34	4.60	+3.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

URTH vs. ^IMXL - Sharpe Ratio Comparison

The current URTH Sharpe Ratio is 1.17, which is comparable to the ^IMXL Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of URTH and ^IMXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	URTH	^IMXL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	1.13	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.65	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.80	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.41	+0.27

Correlation

The correlation between URTH and ^IMXL is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

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.

Drawdown Indicators

	URTH	^IMXL	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-48.36%	+14.35%
Max Drawdown (1Y) Largest decline over 1 year	-11.85%	-11.76%	-0.09%
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 Drawdown Current decline from peak	-5.49%	-7.73%	+2.24%
Average Drawdown Average peak-to-trough decline	-4.42%	-10.87%	+6.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	2.74%	-0.27%

Volatility

URTH vs. ^IMXL - Volatility Comparison

iShares MSCI World ETF (URTH) and Dow Jones Islamic Market Titans 100 Index (^IMXL) have volatilities of 5.68% and 5.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URTH	^IMXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	5.54%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	8.96%	+0.57%
Volatility (1Y) Calculated over the trailing 1-year period	17.36%	16.13%	+1.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.16%	16.92%	-0.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	16.64%	+0.63%