DGIT.L vs. IDTW.L
DGIT.L (iShares Digitalisation UCITS Acc) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both Technology Equities funds from iShares - DGIT.L tracks the MSCI World/Information Tech NR USD while IDTW.L tracks the MSCI Taiwan 20/35 Index (Net) (USD). Both are passively managed. Over the past 5 years, DGIT.L returned 1.12%/yr vs 19.38%/yr for IDTW.L. A 0.55 correlation means they provide meaningful diversification when combined. DGIT.L charges 0.40%/yr vs 0.74%/yr for IDTW.L.
Performance
DGIT.L vs. IDTW.L - Performance Comparison
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Different Trading Currencies
DGIT.L is traded in GBp, while IDTW.L is traded in USD. To make them comparable, the IDTW.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, DGIT.L achieves a 3.82% return, which is significantly lower than IDTW.L's 51.98% return.
DGIT.L
- 1D
- -1.07%
- 1M
- 3.92%
- 6M
- 4.20%
- YTD
- 3.82%
- 1Y
- -1.33%
- 3Y*
- 10.99%
- 5Y*
- 1.12%
- 10Y*
- —
IDTW.L
- 1D
- -3.83%
- 1M
- -11.68%
- 6M
- 41.89%
- YTD
- 51.98%
- 1Y
- 72.88%
- 3Y*
- 36.25%
- 5Y*
- 19.38%
- 10Y*
- 19.60%
DGIT.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGIT.L iShares Digitalisation UCITS Acc | 3.82% | -2.47% | 24.03% | 25.52% | -28.82% | 2.05% | 37.30% | 20.58% | 0.76% | 16.58% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 51.98% | 22.39% | 25.77% | 22.40% | -21.17% | 29.73% | 30.40% | 29.33% | -3.73% | 16.98% |
Correlation
The correlation between DGIT.L and IDTW.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2016 | 0.55 |
The correlation between DGIT.L and IDTW.L shifts across timeframes, from 0.36 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGIT.L vs. IDTW.L — Risk / Return Rank
DGIT.L
IDTW.L
DGIT.L vs. IDTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGIT.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.
| DGIT.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.44 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 4.61 | -4.67 |
| Martin ratioReturn relative to average drawdown | -0.12 | 17.16 | -17.29 |
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Drawdowns
DGIT.L vs. IDTW.L - Drawdown Comparison
The maximum DGIT.L drawdown since its inception was -37.95%, smaller than the maximum IDTW.L drawdown of -47.00%. Use the drawdown chart below to compare losses from any high point for DGIT.L and IDTW.L.
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Drawdown Indicators
| DGIT.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.95% | -47.00% | +9.05% |
Max Drawdown (1Y)Largest decline over 1 year | -22.83% | -15.73% | -7.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -29.91% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -37.95% | -30.18% | -7.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.18% | — |
Current DrawdownCurrent decline from peak | -7.37% | -15.73% | +8.36% |
Average DrawdownAverage peak-to-trough decline | -13.44% | -9.11% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 4.23% | +6.58% |
Volatility
DGIT.L vs. IDTW.L - Volatility Comparison
The current volatility for iShares Digitalisation UCITS Acc (DGIT.L) is 5.63%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.44%. This indicates that DGIT.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
| DGIT.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 11.44% | -5.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 23.56% | -9.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 27.04% | -9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.76% | 22.51% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.94% | 21.79% | +1.15% |
DGIT.L vs. IDTW.L - Expense Ratio Comparison
DGIT.L has a 0.40% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.
Dividends
DGIT.L vs. IDTW.L - Dividend Comparison
DGIT.L has not paid dividends to shareholders, while IDTW.L's dividend yield for the trailing twelve months is around 0.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGIT.L iShares Digitalisation UCITS Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
DGIT.L and IDTW.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DGIT.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGIT.L is cheaper with a 0.40% expense ratio, compared with 0.74% for IDTW.L.
DGIT.L tracks MSCI World/Information Tech NR USD, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). Their fees differ too: 0.40% for DGIT.L and 0.74% for IDTW.L.
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