Correlation
The correlation between ^IMXL and URTH is 0.85, 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.
^IMXL vs. URTH
Compare and contrast key facts about Dow Jones Islamic Market Titans 100 Index (^IMXL) and iShares MSCI World ETF (URTH).
URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMXL or URTH.
Performance
^IMXL vs. URTH - Performance Comparison
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Key characteristics
^IMXL:
0.51
URTH:
0.80
^IMXL:
0.76
URTH:
1.13
^IMXL:
1.10
URTH:
1.17
^IMXL:
0.43
URTH:
0.78
^IMXL:
1.48
URTH:
3.36
^IMXL:
5.97%
URTH:
3.95%
^IMXL:
19.57%
URTH:
18.31%
^IMXL:
-48.36%
URTH:
-34.01%
^IMXL:
-5.06%
URTH:
-0.48%
Returns By Period
In the year-to-date period, ^IMXL achieves a -1.21% return, which is significantly lower than URTH's 5.02% return. Over the past 10 years, ^IMXL has outperformed URTH with an annualized return of 11.53%, while URTH has yielded a comparatively lower 10.06% annualized return.
^IMXL
-1.21%
6.94%
-0.95%
10.08%
14.30%
14.34%
11.53%
URTH
5.02%
5.85%
2.04%
14.62%
13.28%
14.33%
10.06%
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Risk-Adjusted Performance
^IMXL vs. URTH — Risk-Adjusted Performance Rank
^IMXL
URTH
^IMXL vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) and iShares MSCI World ETF (URTH). 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.
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Drawdowns
^IMXL vs. URTH - Drawdown Comparison
The maximum ^IMXL drawdown since its inception was -48.36%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ^IMXL and URTH.
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Volatility
^IMXL vs. URTH - Volatility Comparison
Dow Jones Islamic Market Titans 100 Index (^IMXL) has a higher volatility of 4.42% compared to iShares MSCI World ETF (URTH) at 3.86%. This indicates that ^IMXL's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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