Life After ISIS: One Girl's Story From Slavery to Freedom

Julia arrived in Stockholm looking like any other typical Western teenage girl. An embroidered blue backpack slung over her arm, rhinestone-encrusted sandals sparkling on her feet, and a butterfly clip pulling her long hair back from her big brown eyes. She is petite, barely five feet tall, and looks a couple years younger than her 15 years. She giggles in a taxi on her way to the hotel, her wide eyes darting between the city sites.

She could pass for any other young tourist to the Swedish capital, until she points to the rainbow-colored memorial bracelet wrapped around her wrist. On it is the name "Kayla Mueller" - the American humanitarian aid worker who befriended Julia as they were both imprisoned as slaves for ISIS.

Julia came to Stockholm to reveal for the first time publicly the torture she endured as a 13-year-old Yazidi girl ripped from her family's Iraqi village and thrown into a violent life of ISIS slavery, becoming one of the last known captives to be held with Mueller before Mueller was killed. Julia's interview was conducted for the 20/20 Brian Ross Investigates hour "The Girl Left Behind."

It was only her second time flying on a plane (the first being a one-way trip from Iraq following her harrowing escape from ISIS to her new life in the West) and her first time riding on a train. She agreed to reveal her face publicly, but she asked that her real name be withheld and that she instead be called Julia.

Despite the deeply personal subject matter, Julia said she wanted to tell the world about Kayla, who she believes sacrificed an opportunity to escape the chains of ISIS leader Abu Bakr al-Baghdadi because the American hostage from Prescott, Arizona refused to endanger the rescue of her fellow captives.

"I told Kayla, 'We want to escape,' and I asked her to come with us. She told me, 'No, because I am American, if I escape with you, they will do everything to find us again,'" Julia told ABC News Chief Investigative Correspondent Brian Ross.

"It is better for you to escape alone. I will stay here," Mueller said, according to Julia.

Julia and Kayla Mueller first met in an ISIS prison in northeast Syria, where they were imprisoned in the same cell, sharing a mattress and kindling a friendship in the most horrific of circumstances. Because Mueller had taught herself Arabic during her time spent in Turkey as a humanitarian aid worker, the two were able to communicate. Mueller, said Julia, became like a "big sister" as she tried to protect the much-younger girls from the ISIS guards.

"She was very good to us," Julia said of Mueller. She "gave us a piece of her clothes to cover our face and told us if [ISIS] comes, you should cover [your face] like a burqa, you should cover your face from them."

Julia recalls her time in the prison as approximately one month, before she was transferred along with Mueller and other Yazidi slaves to the home of ISIS oil and gas emir Abu Sayyaf who, along with his wife, would keep Mueller, Julia and five other Yazidi girls as slaves and servants for Baghdadi and his fighters.

"They chained our hands," Julia said, "They tied it very hard, chained it very hard."

Mueller, she said, was chosen by Baghdadi and raped repeatedly by the ISIS Caliph, taking her "several times in the night for himself."

"She tried not to cry in front of us, but when she was alone, yes," Julia said of Mueller when she would be brought back to the house after being taken by Baghdadi. "When she was with us, she wanted to encourage us because of what also happened with us."

Mueller, Julia and the other female captives were regularly beaten by their captors in the Sayyaf house, Julia said, while being forced to work as household servants during the day before being taken out of the house at night.

The abuse was so horrific that in the fall of 2014, Julia and another captive Yazidi girl decided to mount a daring escape through a window in the middle of the night.

The stakes were high, as Julia knew all too well.

Julia was 13 when her family's village near Mount Sinjar in northern Iraq was ransacked by ISIS fighters. Her father and brothers are believed to have been executed, and Julia and her mother and sisters, like thousands of other Yazidi women and girls, were sold as slaves.

She remembers clearly the day that she and 300 other Yazidi girls were bought and taken to Raqqa. They were held there for three days, she said, before Baghdadi and other ISIS leaders came and personally selected slaves for themselves. Julia was chosen by Baghdadi and sent to his home, where every item she owned down to her clothing and rings were confiscated and she was forced to work for the ISIS Caliph and his wives as a slave.

An air strike in the area soon after caused their ISIS captors to move them, eventually taking them to a new house in Aleppo with Baghdadi. It was there that Julia and her five other captives first tried to escape from the horrors of ISIS, unsuccessfully.

"Our bodies were blue and black because of the torture. We couldn't walk," said Julia, who was beaten with cables, sold to another fighter, and then sent to the prison in northeast Syria, where she met Mueller.

The memory of that violent punishment was very clear that fall 2014 night when, aided only by the light of the moon, Julia and the other Yazidi girl escaped their ISIS captors in the Sayyaf house by slipping through the window, scouring the Syrian war-torn city of al-Shaddadi for safety. They eventually found refuge with a local family who subsequently helped them escape to safety in Kurdistan.

Today, Julia is adjusting to a very different life in a Western country that ABC News will not name. She lives with her older sister, who was also sold into slavery by ISIS but managed to escape as well. Their mother is missing as are some of their other female relatives.

But despite all she has endured and lost, Julia's spirit is remarkably in tact. On her way back to the airport in Stockholm to fly to her new, still very foreign home, Julia wore a shirt emblazoned with bright gold letters reading, "She believed she could, so she did." And she blew kisses out the taxi window as she went.

A United Nations commission in June concluded that an ongoing genocide is being committed by ISIS against the Yazidi people in an effort to wipe them out.

"ISIS has subjected every Yazidi woman, child or man that it has captured to the most horrific of atrocities," said Paulo Sérgio Pinheiro, Chair of the Independent Internation Commission of Inquiry on Syria, in June when the UN commission released its report "They Came to Destroy: ISIS Crimes Against the Yazidis."

There are thousands of Yazidi women and girls still being held and abused, in many cases as slaves, by ISIS, the UN commission found.