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Issuer
iShares
Inception Date
Oct 28, 2005
Leveraged
1x (No leverage)
Index Tracked
iShares MSCI Taiwan UCITS ETF USD (Dist)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

IDTW.L Performance Chart

iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) is up 57.8% since the beginning of the year. IDTW.L is currently trading at $188 per share. Investors who bought $1,000 worth of IDTW.L shares 5 years ago would now be looking at an investment worth $2,465.


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S&P 500 Index

Returns By Period

iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has returned 57.81% so far this year and 84.29% over the past 12 months. Looking at the last ten years, IDTW.L has achieved an annualized return of 20.33%, outperforming the S&P 500 Index benchmark, which averaged 13.36% per year.


iShares MSCI Taiwan UCITS ETF USD (Dist)

1D
-1.85%
1M
-6.53%
6M
50.70%
YTD
57.81%
1Y
84.29%
3Y*
39.37%
5Y*
19.77%
10Y*
20.33%

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTW.L Monthly Returns History

Based on dividend-adjusted daily data since Sep 7, 2006, IDTW.L's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +29.3%, while the worst month was Sep 2008 at -17.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, IDTW.L closed higher 51% of trading days. The best single day was Dec 8, 2008 with a return of +10.3%, while the worst single day was Oct 9, 2008 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.22%11.04%-9.63%29.27%17.27%3.90%-7.73%57.81%
20250.65%-4.20%-7.15%0.07%11.37%9.83%3.50%0.30%8.62%6.55%-3.98%4.24%31.78%
2024-1.61%3.49%6.26%-2.68%5.94%10.44%-2.37%0.62%0.36%1.50%-1.67%1.97%23.61%
202311.93%-2.16%3.54%-3.74%5.34%2.90%0.83%-5.01%-2.12%-3.23%12.71%6.51%28.84%
2022-3.54%-1.65%-2.77%-8.58%1.97%-13.16%2.05%-1.21%-14.60%-4.69%20.75%-4.80%-29.55%
20216.21%4.25%1.87%7.90%-3.17%2.29%-1.20%3.03%-4.07%0.30%2.80%5.87%28.51%

Benchmark Metrics

iShares MSCI Taiwan UCITS ETF USD (Dist) has an annualized alpha of 10.26%, beta of 0.48, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since September 07, 2006.

  • This ETF captured 104.74% of S&P 500 Index gains but only 87.10% of its losses - a favorable profile for investors.
  • Beta of 0.48 may look defensive, but with R2 of 0.15 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.15 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
10.26%
Beta
0.48
0.15
Upside Capture
104.74%
Downside Capture
87.10%

Expense Ratio

IDTW.L has an expense ratio of 0.74%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IDTW.L ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IDTW.L Risk / Return Rank: 9393
Overall Rank
IDTW.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IDTW.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IDTW.L Omega Ratio Rank: 9191
Omega Ratio Rank
IDTW.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDTW.L Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDTW.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.48

1.31

+0.17

Calmar ratioReturn relative to maximum drawdown

7.24

2.35

+4.89

Martin ratioReturn relative to average drawdown

19.11

10.19

+8.92

Dividends

Dividend History

iShares MSCI Taiwan UCITS ETF USD (Dist) provided a 0.96% dividend yield over the last twelve months, with an annual payout of $1.80 per share.


1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.80$1.80$1.32$1.58$2.04$1.19$1.20$1.13$1.12$1.23$1.13$1.06

Dividend yield

0.96%1.51%1.43%2.09%3.39%1.35%1.73%2.15%2.78%2.70%3.10%3.33%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Taiwan UCITS ETF USD (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.80$0.00$0.00$0.00$1.80
2024$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$1.25$0.00$0.00$0.00$1.32
2023$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$1.55$0.00$0.00$0.00$1.58
2022$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$1.97$0.00$0.00$0.00$2.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.19$0.00$0.00$0.00$1.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Taiwan UCITS ETF USD (Dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Taiwan UCITS ETF USD (Dist) was 60.07%, occurring on Nov 21, 2008. Recovery took 534 trading sessions.

The current iShares MSCI Taiwan UCITS ETF USD (Dist) drawdown is 11.06%.


Drawdown

Fall

Recovery

Underwater

Related event

-60.07%Nov 2008
1y 23d2y 1mo
3y 2moOct 2007 - Jan 2011
Financial crisis2007–2009
-40.98%Oct 2022
9mo 14d1y 6mo
2y 4moJan 2022 - May 2024
Bear market2022
-31.82%Jan 2016
8mo 27d1y 25d
1y 9moApr 2015 - Feb 2017
-29.12%Mar 2020
2mo 3d3mo 20d
5mo 23dJan 2020 - Jul 2020
COVID crash2020
-29.01%Dec 2011
10mo 14d2y 5mo
3y 3moFeb 2011 - May 2014

Drawdown Indicators


IDTW.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.07%

-56.78%

-3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-9.10%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-18.90%

-9.34%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

-25.43%

-15.55%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

-33.92%

-7.06%

Current Drawdown

Current decline from peak

-11.06%

-0.49%

-10.57%

Average Drawdown

Average peak-to-trough decline

-12.59%

-10.70%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

2.09%

+2.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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