DBRC.L vs. IDTW.L
DBRC.L (iShares BIC 50 UCITS ETF USD (Dist)) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both exchange-traded funds - DBRC.L is a Emerging Markets Equities fund tracking the FTSE BIC 50 Net of Tax Index, while IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD). Both are passively managed. Over the past 10 years, DBRC.L returned 2.34%/yr vs 19.92%/yr for IDTW.L. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.74% expense ratio.
Performance
DBRC.L vs. IDTW.L - Performance Comparison
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Returns By Period
In the year-to-date period, DBRC.L achieves a -9.46% return, which is significantly lower than IDTW.L's 51.77% return. Over the past 10 years, DBRC.L has underperformed IDTW.L with an annualized return of 2.34%, while IDTW.L has yielded a comparatively higher 19.92% annualized return.
DBRC.L
- 1D
- 0.43%
- 1M
- 3.16%
- 6M
- -11.80%
- YTD
- -9.46%
- 1Y
- -5.05%
- 3Y*
- 7.58%
- 5Y*
- -6.84%
- 10Y*
- 2.34%
IDTW.L
- 1D
- -3.99%
- 1M
- -10.58%
- 6M
- 42.72%
- YTD
- 51.77%
- 1Y
- 73.35%
- 3Y*
- 37.69%
- 5Y*
- 18.84%
- 10Y*
- 19.92%
DBRC.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBRC.L iShares BIC 50 UCITS ETF USD (Dist) | -9.46% | 29.65% | 13.80% | -7.59% | -28.96% | -23.93% | 20.04% | 21.82% | -8.40% | 36.18% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 51.77% | 31.78% | 23.61% | 28.84% | -29.55% | 28.51% | 34.35% | 34.44% | -9.12% | 28.06% |
Correlation
The correlation between DBRC.L and IDTW.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2007 | 0.59 |
Over the past year, the correlation between DBRC.L and IDTW.L has dropped to 0.38 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
DBRC.L vs. IDTW.L — Risk / Return Rank
DBRC.L
IDTW.L
DBRC.L vs. IDTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.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.
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.
| DBRC.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.43 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 5.05 | -5.20 |
| Martin ratioReturn relative to average drawdown | -0.36 | 16.48 | -16.84 |
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Drawdowns
DBRC.L vs. IDTW.L - Drawdown Comparison
The maximum DBRC.L drawdown since its inception was -70.16%, which is greater than IDTW.L's maximum drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for DBRC.L and IDTW.L.
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Drawdown Indicators
| DBRC.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.16% | -60.07% | -10.09% |
Max Drawdown (1Y)Largest decline over 1 year | -26.03% | -14.46% | -11.57% |
Max Drawdown (3Y)Largest decline over 3 years | -26.03% | -28.24% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -57.15% | -40.98% | -16.17% |
Max Drawdown (10Y)Largest decline over 10 years | -66.02% | -40.98% | -25.04% |
Current DrawdownCurrent decline from peak | -43.62% | -14.46% | -29.16% |
Average DrawdownAverage peak-to-trough decline | -31.51% | -12.59% | -18.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.39% | 4.44% | +6.95% |
Volatility
DBRC.L vs. IDTW.L - Volatility Comparison
The current volatility for iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L) is 6.01%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 12.06%. This indicates that DBRC.L experiences smaller price fluctuations and is considered to be less risky than IDTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBRC.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 12.06% | -6.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 24.76% | -9.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 28.27% | -8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.52% | 23.97% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.51% | 22.41% | +4.10% |
DBRC.L vs. IDTW.L - Expense Ratio Comparison
Both DBRC.L and IDTW.L have an expense ratio of 0.74%.
Dividends
DBRC.L vs. IDTW.L - Dividend Comparison
DBRC.L's dividend yield for the trailing twelve months is around 1.60%, more than IDTW.L's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBRC.L iShares BIC 50 UCITS ETF USD (Dist) | 1.60% | 1.74% | 2.81% | 2.60% | 3.58% | 1.58% | 1.43% | 2.02% | 2.96% | 1.94% | 1.89% | 2.68% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 0.99% | 1.51% | 1.43% | 2.09% | 3.39% | 1.35% | 1.73% | 2.15% | 2.78% | 2.70% | 3.10% | 3.33% |
Frequently Asked Questions
DBRC.L and IDTW.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.74% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DBRC.L and IDTW.L have the same expense ratio: 0.74% per year.
DBRC.L is categorized as Emerging Markets Equities, while IDTW.L is Technology Equities. DBRC.L tracks FTSE BIC 50 Net of Tax Index, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD).
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