^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.
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
Key characteristics
^IMXL:
1.10
^IMUS:
1.09
^IMXL:
1.52
^IMUS:
1.51
^IMXL:
1.23
^IMUS:
1.23
^IMXL:
1.31
^IMUS:
1.47
^IMXL:
4.89
^IMUS:
5.49
^IMXL:
2.85%
^IMUS:
2.72%
^IMXL:
12.63%
^IMUS:
13.52%
^IMXL:
-48.36%
^IMUS:
-47.72%
^IMXL:
-3.38%
^IMUS:
-3.62%
Returns By Period
Both investments have delivered pretty close results over the past 10 years, with ^IMXL having a 11.16% annualized return and ^IMUS not far ahead at 11.71%.
^IMXL
0.01%
0.27%
3.87%
26.00%
12.61%
11.16%
^IMUS
0.00%
-1.05%
5.51%
24.16%
13.03%
11.71%
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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 3.93%, while Dow Jones Islamic Market U.S. Index (^IMUS) has a volatility of 4.38%. 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.