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CI2G.L vs. ITWN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CI2G.L vs. ITWN.L

Last updated Jun 5, 2026

CI2G.L (Amundi MSCI India UCITS ETF USD) and ITWN.L (iShares MSCI Taiwan UCITS ETF) are both Asia Pacific Equities funds - CI2G.L tracks the MSCI India NR USD while ITWN.L tracks the MSCI Taiwan NR USD. Both are passively managed. Over the past 10 years, CI2G.L returned 7.30%/yr vs 23.12%/yr for ITWN.L. At a 0.42 correlation, their price movements are largely independent. CI2G.L charges 0.80%/yr vs 0.74%/yr for ITWN.L.

Performance

CI2G.L vs. ITWN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI India UCITS ETF USD (CI2G.L) and iShares MSCI Taiwan UCITS ETF (ITWN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CI2G.L achieves a -12.55% return, which is significantly lower than ITWN.L's 67.93% return. Over the past 10 years, CI2G.L has underperformed ITWN.L with an annualized return of 7.30%, while ITWN.L has yielded a comparatively higher 23.12% annualized return.

CI2G.L

1D
1.23%
1M
-3.40%
YTD
-12.55%
6M
-13.41%
1Y
-12.56%
3Y*
1.96%
5Y*
3.82%
10Y*
7.30%

ITWN.L

1D
-1.63%
1M
12.15%
YTD
67.93%
6M
70.24%
1Y
115.82%
3Y*
40.47%
5Y*
22.94%
10Y*
23.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CI2G.L vs. ITWN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CI2G.L
Amundi MSCI India UCITS ETF USD		-12.55%-5.46%11.34%12.20%2.39%24.86%10.51%1.30%-2.46%24.58%
ITWN.L
iShares MSCI Taiwan UCITS ETF		67.93%22.61%25.77%21.84%-21.08%29.84%29.40%30.88%-3.90%16.56%

Correlation

The correlation between CI2G.L and ITWN.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2015

0.42

The correlation between CI2G.L and ITWN.L shifts across timeframes, from 0.23 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

CI2G.L vs. ITWN.L - Sectors Allocation Comparison

Sectors
CI2G.L
ITWN.L

Financial Services

28.3%
10.9%

Consumer Cyclical

12.4%
1.2%

Industrials

10.2%
2.4%

Energy

9.5%

-

Basic Materials

8.5%
2.0%

Technology

8.2%
80.7%

Consumer Defensive

6.2%
0.8%

Healthcare

6.1%
0.6%

Communication Services

4.7%
1.4%

Utilities

4.5%

-

Real Estate

1.3%

-

Financial Services

CI2G.L
28.3%
ITWN.L
10.9%

Consumer Cyclical

CI2G.L
12.4%
ITWN.L
1.2%

Industrials

CI2G.L
10.2%
ITWN.L
2.4%

Energy

CI2G.L
9.5%
ITWN.L

-

Basic Materials

CI2G.L
8.5%
ITWN.L
2.0%

Technology

CI2G.L
8.2%
ITWN.L
80.7%

Consumer Defensive

CI2G.L
6.2%
ITWN.L
0.8%

Healthcare

CI2G.L
6.1%
ITWN.L
0.6%

Communication Services

CI2G.L
4.7%
ITWN.L
1.4%

Utilities

CI2G.L
4.5%
ITWN.L

-

Real Estate

CI2G.L
1.3%
ITWN.L

-

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Amundi MSCI India UCITS ETF USD

iShares MSCI Taiwan UCITS ETF

Often compared with CI2G.L:
CI2G.L vs. IUSQ.DECI2G.L vs. INRL.LCI2G.L vs. AIE.LCI2G.L vs. FRIN.LCI2G.L vs. FLINCI2G.L vs. INCOCI2G.L vs. MOAT
Often compared with ITWN.L:
ITWN.L vs. QQQITWN.L vs. SPINXITWN.L vs. TSMITWN.L vs. VTIITWN.L vs. VWCE.DEITWN.L vs. FLXT.DEITWN.L vs. FLIN

Return for Risk

CI2G.L vs. ITWN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CI2G.L
CI2G.L Risk / Return Rank: 33
Overall Rank
CI2G.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CI2G.L Sortino Ratio Rank: 33
Sortino Ratio Rank
CI2G.L Omega Ratio Rank: 33
Omega Ratio Rank
CI2G.L Calmar Ratio Rank: 44
Calmar Ratio Rank
CI2G.L Martin Ratio Rank: 22
Martin Ratio Rank
ITWN.L
ITWN.L Risk / Return Rank: 9797
Overall Rank
ITWN.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ITWN.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
ITWN.L Omega Ratio Rank: 9696
Omega Ratio Rank
ITWN.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
ITWN.L Martin Ratio Rank: 9696
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.

CI2G.L vs. ITWN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India UCITS ETF USD (CI2G.L) and iShares MSCI Taiwan UCITS ETF (ITWN.L). 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.

CI2G.LITWN.LDifference
Sharpe ratioReturn per unit of total volatility
-0.75
5.10

-5.85

Sortino ratioReturn per unit of downside risk
-0.95
5.92

-6.87

Omega ratioGain probability vs. loss probability

0.89

1.81

-0.92

Calmar ratioReturn relative to maximum drawdown

-0.59

12.46

-13.06

Martin ratioReturn relative to average drawdown

-1.37

34.79

-36.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CI2G.L vs. ITWN.L - Sharpe Ratio Comparison

The current CI2G.L Sharpe Ratio is -0.75, which is lower than the ITWN.L Sharpe Ratio of 5.10. The chart below compares the historical Sharpe Ratios of CI2G.L and ITWN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CI2G.LITWN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

5.10

-5.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.10

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

1.17

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.64

-0.24

Drawdowns

CI2G.L vs. ITWN.L - Drawdown Comparison

The maximum CI2G.L drawdown since its inception was -37.13%, smaller than the maximum ITWN.L drawdown of -48.27%. Use the drawdown chart below to compare losses from any high point for CI2G.L and ITWN.L.

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Drawdown Indicators

CI2G.LITWN.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.13%

-48.27%

+11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-20.32%

-9.36%

-10.96%

Max Drawdown (3Y)

Largest decline over 3 years

-27.30%

-29.32%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-27.30%

-30.07%

+2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-37.13%

-30.07%

-7.06%

Current Drawdown

Current decline from peak

-23.55%

-1.80%

-21.75%

Average Drawdown

Average peak-to-trough decline

-7.24%

-9.18%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.84%

3.36%

+5.48%

Volatility

CI2G.L vs. ITWN.L - Volatility Comparison

The current volatility for Amundi MSCI India UCITS ETF USD (CI2G.L) is 5.70%, while iShares MSCI Taiwan UCITS ETF (ITWN.L) has a volatility of 9.68%. This indicates that CI2G.L experiences smaller price fluctuations and is considered to be less risky than ITWN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CI2G.LITWN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

9.68%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.70%

18.60%

-4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

22.88%

-6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

20.77%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

20.55%

-0.78%

CI2G.L vs. ITWN.L - Expense Ratio Comparison

CI2G.L has a 0.80% expense ratio, which is higher than ITWN.L's 0.74% expense ratio.

Dividends

CI2G.L vs. ITWN.L - Dividend Comparison

CI2G.L has not paid dividends to shareholders, while ITWN.L's dividend yield for the trailing twelve months is around 0.89%.

PositionTTM20252024202320222021202020192018201720162015
CI2G.L
Amundi MSCI India UCITS ETF USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITWN.L
iShares MSCI Taiwan UCITS ETF		0.89%1.50%1.37%2.14%3.54%1.33%1.83%2.28%2.72%2.74%2.86%3.23%

Frequently Asked Questions

CI2G.L and ITWN.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITWN.L is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITWN.L is cheaper with a 0.74% expense ratio, compared with 0.80% for CI2G.L.

CI2G.L tracks MSCI India NR USD, while ITWN.L tracks MSCI Taiwan NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.80% for CI2G.L and 0.74% for ITWN.L.

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