EMVL.L vs. IDTW.L
EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both exchange-traded funds - EMVL.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD). Both are passively managed. Over the past 5 years, EMVL.L returned 14.50%/yr vs 18.84%/yr for IDTW.L. A 0.77 correlation means they provide meaningful diversification when combined. EMVL.L charges 0.40%/yr vs 0.74%/yr for IDTW.L.
Performance
EMVL.L vs. IDTW.L - Performance Comparison
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Returns By Period
In the year-to-date period, EMVL.L achieves a 27.71% return, which is significantly lower than IDTW.L's 51.77% return.
EMVL.L
- 1D
- -1.78%
- 1M
- -12.08%
- 6M
- 19.62%
- YTD
- 27.71%
- 1Y
- 52.30%
- 3Y*
- 30.85%
- 5Y*
- 14.50%
- 10Y*
- —
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%
EMVL.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 27.71% | 43.13% | 14.49% | 18.37% | -16.29% | 5.29% | 7.72% | 17.64% | -2.10% |
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% | -0.27% |
Correlation
The correlation between EMVL.L and IDTW.L is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.77 |
The correlation between EMVL.L and IDTW.L has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
EMVL.L vs. IDTW.L — Risk / Return Rank
EMVL.L
IDTW.L
EMVL.L vs. IDTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.
| EMVL.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 5.05 | -1.56 |
| Martin ratioReturn relative to average drawdown | 11.16 | 16.48 | -5.32 |
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Drawdowns
EMVL.L vs. IDTW.L - Drawdown Comparison
The maximum EMVL.L drawdown since its inception was -34.95%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for EMVL.L and IDTW.L.
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Drawdown Indicators
| EMVL.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -60.07% | +25.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.94% | -14.46% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -16.42% | -28.24% | +11.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.61% | -40.98% | +9.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.98% | — |
Current DrawdownCurrent decline from peak | -14.94% | -14.46% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -12.59% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 4.44% | +0.23% |
Volatility
EMVL.L vs. IDTW.L - Volatility Comparison
The current volatility for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) is 10.20%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 12.06%. This indicates that EMVL.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
| EMVL.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 12.06% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 21.35% | 24.76% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.92% | 28.27% | -4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.72% | 23.97% | -3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.39% | 22.41% | -1.02% |
EMVL.L vs. IDTW.L - Expense Ratio Comparison
EMVL.L has a 0.40% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.
Dividends
EMVL.L vs. IDTW.L - Dividend Comparison
EMVL.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(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
EMVL.L and IDTW.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMVL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMVL.L is cheaper with a 0.40% expense ratio, compared with 0.74% for IDTW.L.
EMVL.L is categorized as Emerging Markets Equities, while IDTW.L is Technology Equities. EMVL.L tracks MSCI EM NR USD, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). Their fees differ too: 0.40% for EMVL.L and 0.74% for IDTW.L.
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