Correlation
The correlation between ^IMXL and ^IMUS 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.
^IMXL vs. ^IMUS
Compare and contrast key facts about Dow Jones Islamic Market Titans 100 Index (^IMXL) and Dow Jones Islamic Market U.S. Index (^IMUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMXL or ^IMUS.
Performance
^IMXL vs. ^IMUS - Performance Comparison
Loading data...
Key characteristics
^IMXL:
0.51
^IMUS:
0.43
^IMXL:
0.76
^IMUS:
0.73
^IMXL:
1.10
^IMUS:
1.10
^IMXL:
0.43
^IMUS:
0.41
^IMXL:
1.48
^IMUS:
1.41
^IMXL:
5.97%
^IMUS:
6.50%
^IMXL:
19.57%
^IMUS:
22.41%
^IMXL:
-48.36%
^IMUS:
-47.72%
^IMXL:
-5.06%
^IMUS:
-6.29%
Returns By Period
In the year-to-date period, ^IMXL achieves a -1.21% return, which is significantly higher than ^IMUS's -2.33% return. Both investments have delivered pretty close results over the past 10 years, with ^IMXL having a 11.53% annualized return and ^IMUS not far ahead at 11.92%.
^IMXL
-1.21%
6.94%
-0.95%
10.08%
14.30%
14.34%
11.53%
^IMUS
-2.33%
7.01%
-3.36%
9.59%
13.56%
14.19%
11.92%
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
^IMXL vs. ^IMUS — Risk-Adjusted Performance Rank
^IMXL
^IMUS
^IMXL vs. ^IMUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) and Dow Jones Islamic Market U.S. Index (^IMUS). 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.
Loading data...
Drawdowns
^IMXL vs. ^IMUS - Drawdown Comparison
The maximum ^IMXL drawdown since its inception was -48.36%, roughly equal to the maximum ^IMUS drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for ^IMXL and ^IMUS.
Loading data...
Volatility
^IMXL vs. ^IMUS - Volatility Comparison
The current volatility for Dow Jones Islamic Market Titans 100 Index (^IMXL) is 4.42%, while Dow Jones Islamic Market U.S. Index (^IMUS) has a volatility of 5.33%. This indicates that ^IMXL experiences smaller price fluctuations and is considered to be less risky than ^IMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...