^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.
Key characteristics
| ^IMXL | URTH | |
|---|---|---|
| YTD Return | 21.14% | 16.06% |
| 1Y Return | 27.50% | 23.81% |
| 3Y Return (Ann) | 7.07% | 7.14% |
| 5Y Return (Ann) | 14.07% | 12.49% |
| 10Y Return (Ann) | 10.71% | 9.81% |
| Sharpe Ratio | 2.03 | 2.02 |
| Daily Std Dev | 12.68% | 12.37% |
| Max Drawdown | -48.36% | -34.01% |
| Current Drawdown | -3.13% | -0.67% |
Correlation
The correlation between ^IMXL and URTH is 0.80, 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
^IMXL vs. URTH - Performance Comparison
In the year-to-date period, ^IMXL achieves a 21.14% return, which is significantly higher than URTH's 16.06% return. Over the past 10 years, ^IMXL has outperformed URTH with an annualized return of 10.71%, while URTH has yielded a comparatively lower 9.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Volatility
^IMXL vs. URTH - Volatility Comparison
Dow Jones Islamic Market Titans 100 Index (^IMXL) has a higher volatility of 4.33% compared to iShares MSCI World ETF (URTH) at 3.91%. 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.