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XRSS.L vs. ISDU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XRSS.L vs. ISDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

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XRSS.L vs. ISDU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRSS.L
Xtrackers MSCI USA ESG Screened UCITS ETF 1C
-4.48%9.60%28.26%22.69%-11.96%29.11%12.54%25.48%-5.60%7.52%
ISDU.L
iShares MSCI USA Islamic UCITS ETF
1.09%8.03%11.27%19.55%-1.43%30.82%3.71%16.03%-0.47%4.17%
Different Trading Currencies

XRSS.L is traded in GBp, while ISDU.L is traded in USD. To make them comparable, the ISDU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XRSS.L achieves a -4.48% return, which is significantly lower than ISDU.L's 1.09% return. Over the past 10 years, XRSS.L has outperformed ISDU.L with an annualized return of 13.19%, while ISDU.L has yielded a comparatively lower 11.32% annualized return.


XRSS.L

1D
1.88%
1M
-3.22%
YTD
-4.48%
6M
-1.08%
1Y
15.09%
3Y*
16.11%
5Y*
11.71%
10Y*
13.19%

ISDU.L

1D
1.92%
1M
-2.13%
YTD
1.09%
6M
4.87%
1Y
21.60%
3Y*
11.00%
5Y*
11.52%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XRSS.L vs. ISDU.L - Expense Ratio Comparison

XRSS.L has a 0.07% expense ratio, which is lower than ISDU.L's 0.30% expense ratio.


Return for Risk

XRSS.L vs. ISDU.L — Risk / Return Rank

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

XRSS.L
XRSS.L Risk / Return Rank: 4949
Overall Rank
XRSS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XRSS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
XRSS.L Omega Ratio Rank: 4646
Omega Ratio Rank
XRSS.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRSS.L Martin Ratio Rank: 5151
Martin Ratio Rank

ISDU.L
ISDU.L Risk / Return Rank: 8080
Overall Rank
ISDU.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8686
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.

XRSS.L vs. ISDU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.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.


XRSS.LISDU.LDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.30

-0.40

Sortino ratio

Return per unit of downside risk

1.34

1.87

-0.53

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.66

3.47

-1.82

Martin ratio

Return relative to average drawdown

5.68

10.58

-4.91

XRSS.L vs. ISDU.L - Sharpe Ratio Comparison

The current XRSS.L Sharpe Ratio is 0.90, which is lower than the ISDU.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of XRSS.L and ISDU.L, 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


XRSS.LISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.30

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.74

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.69

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.72

-0.02

Correlation

The correlation between XRSS.L and ISDU.L is 0.84, 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.


Dividends

XRSS.L vs. ISDU.L - Dividend Comparison

XRSS.L has not paid dividends to shareholders, while ISDU.L's dividend yield for the trailing twelve months is around 0.74%.


TTM20252024202320222021202020192018201720162015
XRSS.L
Xtrackers MSCI USA ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISDU.L
iShares MSCI USA Islamic UCITS ETF
0.74%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%

Drawdowns

XRSS.L vs. ISDU.L - Drawdown Comparison

The maximum XRSS.L drawdown since its inception was -33.00%, which is greater than ISDU.L's maximum drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for XRSS.L and ISDU.L.


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Drawdown Indicators


XRSS.LISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

-37.79%

+4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-11.98%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-21.98%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

-33.01%

+0.01%

Current Drawdown

Current decline from peak

-6.39%

-4.70%

-1.69%

Average Drawdown

Average peak-to-trough decline

-4.70%

-4.24%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.20%

+0.43%

Volatility

XRSS.L vs. ISDU.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) is 4.12%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 4.38%. This indicates that XRSS.L experiences smaller price fluctuations and is considered to be less risky than ISDU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRSS.LISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.38%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

9.69%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

16.58%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.40%

15.48%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

16.34%

+0.44%