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^IMXL vs. URTH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IMXL and URTH is 0.81, 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.


-0.50.00.51.00.8

Performance

^IMXL vs. URTH - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.04%
3.83%
^IMXL
URTH

Key characteristics

Sharpe Ratio

^IMXL:

1.32

URTH:

1.62

Sortino Ratio

^IMXL:

1.79

URTH:

2.21

Omega Ratio

^IMXL:

1.27

URTH:

1.29

Calmar Ratio

^IMXL:

1.57

URTH:

2.36

Martin Ratio

^IMXL:

5.83

URTH:

9.92

Ulcer Index

^IMXL:

2.86%

URTH:

1.96%

Daily Std Dev

^IMXL:

12.62%

URTH:

11.98%

Max Drawdown

^IMXL:

-48.36%

URTH:

-34.01%

Current Drawdown

^IMXL:

-2.36%

URTH:

-4.10%

Returns By Period

In the year-to-date period, ^IMXL achieves a 1.07% return, which is significantly higher than URTH's -0.19% return. Over the past 10 years, ^IMXL has outperformed URTH with an annualized return of 11.52%, while URTH has yielded a comparatively lower 10.39% annualized return.


^IMXL

YTD

1.07%

1M

-0.91%

6M

3.04%

1Y

29.99%

5Y*

12.93%

10Y*

11.52%

URTH

YTD

-0.19%

1M

-3.37%

6M

4.46%

1Y

20.40%

5Y*

11.31%

10Y*

10.39%

*Annualized

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Risk-Adjusted Performance

^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.


Sharpe ratio
The chart of Sharpe ratio for ^IMXL, currently valued at 1.32, compared to the broader market0.001.002.001.321.02
The chart of Sortino ratio for ^IMXL, currently valued at 1.79, compared to the broader market-1.000.001.002.003.001.791.42
The chart of Omega ratio for ^IMXL, currently valued at 1.27, compared to the broader market0.901.001.101.201.301.401.501.271.21
The chart of Calmar ratio for ^IMXL, currently valued at 1.57, compared to the broader market0.001.002.003.001.571.35
The chart of Martin ratio for ^IMXL, currently valued at 5.83, compared to the broader market0.005.0010.0015.0020.005.835.16
^IMXL
URTH

The current ^IMXL Sharpe Ratio is 1.32, which is comparable to the URTH Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ^IMXL and URTH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.32
1.02
^IMXL
URTH

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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.36%
-4.10%
^IMXL
URTH

Volatility

^IMXL vs. URTH - Volatility Comparison

Dow Jones Islamic Market Titans 100 Index (^IMXL) has a higher volatility of 4.16% compared to iShares MSCI World ETF (URTH) at 3.71%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.16%
3.71%
^IMXL
URTH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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