^IMUS vs. ^IMXL
Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Islamic Market Titans 100 Index (^IMXL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMUS or ^IMXL.
Correlation
The correlation between ^IMUS and ^IMXL is 0.86, 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.
Performance
^IMUS vs. ^IMXL - Performance Comparison
Key characteristics
^IMUS:
0.23
^IMXL:
0.30
^IMUS:
-0.11
^IMXL:
-0.02
^IMUS:
0.98
^IMXL:
1.00
^IMUS:
-0.18
^IMXL:
-0.10
^IMUS:
-0.57
^IMXL:
-0.33
^IMUS:
6.81%
^IMXL:
6.04%
^IMUS:
19.89%
^IMXL:
17.20%
^IMUS:
-47.72%
^IMXL:
-48.36%
^IMUS:
-10.80%
^IMXL:
-9.77%
Returns By Period
In the year-to-date period, ^IMUS achieves a -7.03% return, which is significantly lower than ^IMXL's -6.11% return. Over the past 10 years, ^IMUS has outperformed ^IMXL with an annualized return of 10.53%, while ^IMXL has yielded a comparatively lower 9.97% annualized return.
^IMUS
-7.03%
14.49%
-8.09%
5.69%
12.22%
10.53%
^IMXL
-6.11%
13.36%
-7.11%
6.47%
11.95%
9.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^IMUS vs. ^IMXL — Risk-Adjusted Performance Rank
^IMUS
^IMXL
^IMUS vs. ^IMXL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) 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.
Drawdowns
^IMUS vs. ^IMXL - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, roughly equal to the maximum ^IMXL drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for ^IMUS and ^IMXL. For additional features, visit the drawdowns tool.
Volatility
^IMUS vs. ^IMXL - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 5.98% compared to Dow Jones Islamic Market Titans 100 Index (^IMXL) at 5.42%. This indicates that ^IMUS'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.