^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.
Key characteristics
| ^IMXL | ^IMUS | |
|---|---|---|
| YTD Return | 21.14% | 17.95% |
| 1Y Return | 27.50% | 25.02% |
| 3Y Return (Ann) | 7.07% | 6.41% |
| 5Y Return (Ann) | 14.07% | 14.02% |
| 10Y Return (Ann) | 10.71% | 11.47% |
| Sharpe Ratio | 2.03 | 1.89 |
| Daily Std Dev | 12.68% | 13.59% |
| Max Drawdown | -48.36% | -47.72% |
| Current Drawdown | -3.13% | -2.45% |
Correlation
The correlation between ^IMXL and ^IMUS is 0.89, 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. ^IMUS - Performance Comparison
In the year-to-date period, ^IMXL achieves a 21.14% return, which is significantly higher than ^IMUS's 17.95% return. Over the past 10 years, ^IMXL has underperformed ^IMUS with an annualized return of 10.71%, while ^IMUS has yielded a comparatively higher 11.47% 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. ^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.
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. For additional features, visit the drawdowns tool.
Volatility
^IMXL vs. ^IMUS - Volatility Comparison
The current volatility for Dow Jones Islamic Market Titans 100 Index (^IMXL) is 4.33%, while Dow Jones Islamic Market U.S. Index (^IMUS) has a volatility of 4.79%. 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.