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ESIT.L vs. IDTW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESIT.L vs. IDTW.L

Last updated Jul 30, 2026
Documentation

ESIT.L (iShares MSCI Europe Information Technology Sector UCITS ETF) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both Technology Equities funds from iShares - ESIT.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, ESIT.L returned 9.01%/yr vs 18.58%/yr for IDTW.L. Their 0.58 correlation means they have sometimes moved together and sometimes differently. ESIT.L charges 0.18%/yr vs 0.74%/yr for IDTW.L.

Performance

ESIT.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESIT.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, ESIT.L achieves a 24.59% return, which is significantly lower than IDTW.L's 42.42% return.

ESIT.L

1D
-1.41%
1M
-13.39%
6M
11.76%
YTD
24.59%
1Y
40.96%
3Y*
17.17%
5Y*
9.01%
10Y*
—
ALL TIME*
11.01%

IDTW.L

1D
-5.21%
1M
-14.80%
6M
29.68%
YTD
42.42%
1Y
64.56%
3Y*
32.83%
5Y*
18.58%
10Y*
18.85%
ALL TIME*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ESIT.L

iShares MSCI Europe Information Technology Sector UCITS ETF
£268.93K£310.46K£410.71K

IDTW.L

iShares MSCI Taiwan UCITS ETF USD (Dist)
£775.85K£1.25M£1.75M

ESIT.L vs. IDTW.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF		24.59%14.73%2.74%32.37%-24.43%27.26%-3.05%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)		42.42%22.39%25.77%22.40%-21.17%29.73%5.71%

Correlation

The correlation between ESIT.L and IDTW.L is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.63

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.58

The correlation between ESIT.L and IDTW.L shifts across timeframes, from 0.58 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

ESIT.L vs. IDTW.L - Sectors Allocation Comparison

Sectors
ESIT.L
IDTW.L

Technology

93.2%
80.4%

Communication Services

4.6%
1.3%

Industrials

2.2%
1.6%

Basic Materials

-

2.3%

Consumer Cyclical

-

1.1%

Consumer Defensive

-

0.7%

Energy

-

-

Financial Services

-

11.9%

Healthcare

-

0.7%

Real Estate

-

-

Utilities

-

-

Technology

ESIT.L
93.2%
IDTW.L
80.4%

Communication Services

ESIT.L
4.6%
IDTW.L
1.3%

Industrials

ESIT.L
2.2%
IDTW.L
1.6%

Basic Materials

ESIT.L

-

IDTW.L
2.3%

Consumer Cyclical

ESIT.L

-

IDTW.L
1.1%

Consumer Defensive

ESIT.L

-

IDTW.L
0.7%

Energy

ESIT.L

-

IDTW.L

-

Financial Services

ESIT.L

-

IDTW.L
11.9%

Healthcare

ESIT.L

-

IDTW.L
0.7%

Real Estate

ESIT.L

-

IDTW.L

-

Utilities

ESIT.L

-

IDTW.L

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Europe Information Technology Sector UCITS ETF

iShares MSCI Taiwan UCITS ETF USD (Dist)

Often compared with ESIT.L:
ESIT.L vs. VGTESIT.L vs. XS8R.LESIT.L vs. EXV3.DEESIT.L vs. IITU.LESIT.L vs. EUNL.DEESIT.L vs. SMEA.LESIT.L vs. VOO
Often compared with IDTW.L:
IDTW.L vs. LUK2.LIDTW.L vs. SNSR.LIDTW.L vs. USPY.LIDTW.L vs. FOGB.LIDTW.L vs. KROP.LIDTW.L vs. DGSD.LIDTW.L vs. EMAD.L

Return for Risk

ESIT.L vs. IDTW.L — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ESIT.L
ESIT.L Risk / Return Rank: 6565
Overall Rank
ESIT.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ESIT.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
ESIT.L Omega Ratio Rank: 6060
Omega Ratio Rank
ESIT.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ESIT.L Martin Ratio Rank: 7070
Martin Ratio Rank
IDTW.L
IDTW.L Risk / Return Rank: 8787
Overall Rank
IDTW.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IDTW.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDTW.L Omega Ratio Rank: 8686
Omega Ratio Rank
IDTW.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDTW.L Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESIT.L vs. IDTW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.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.

ESIT.LIDTW.LDifference
Sharpe ratioReturn per unit of total volatility
1.49
2.28

-0.79

Sortino ratioReturn per unit of downside risk
2.12
2.87

-0.75

Omega ratioGain probability vs. loss probability

1.26

1.38

-0.13

Calmar ratioReturn relative to maximum drawdown

2.29

3.05

-0.77

Martin ratioReturn relative to average drawdown

8.29

12.95

-4.67

ESIT.L vs. IDTW.L - Sharpe Ratio Comparison

The current ESIT.L Sharpe Ratio is 1.49, which is lower than the IDTW.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of ESIT.L and IDTW.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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Drawdowns

ESIT.L vs. IDTW.L - Drawdown Comparison

The maximum ESIT.L drawdown since its inception was -37.50%, smaller than the maximum IDTW.L drawdown of -47.00%. Use the drawdown chart below to compare losses from any high point for ESIT.L and IDTW.L.

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Drawdown Indicators

ESIT.LIDTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.50%

-47.00%

+9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.84%

-21.03%

+3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-29.91%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

-30.18%

-7.32%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.18%

—

Current Drawdown

Current decline from peak

-17.84%

-21.03%

+3.19%

Average Drawdown

Average peak-to-trough decline

-11.51%

-9.12%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

4.97%

-0.10%

Volatility

ESIT.L vs. IDTW.L - Volatility Comparison

The current volatility for iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) is 9.97%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.57%. This indicates that ESIT.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

ESIT.LIDTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

11.57%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

22.85%

25.02%

-2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

28.18%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.04%

22.77%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.65%

21.94%

+4.71%

ESIT.L vs. IDTW.L - Expense Ratio Comparison

ESIT.L has a 0.18% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.

Dividends

ESIT.L vs. IDTW.L - Dividend Comparison

ESIT.L has not paid dividends to shareholders, while IDTW.L's dividend yield for the trailing twelve months is around 1.07%.

PositionTTM20252024202320222021202020192018201720162015
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF		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)		1.07%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

ESIT.L and IDTW.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIT.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIT.L is cheaper with a 0.18% expense ratio, compared with 0.74% for IDTW.L.

ESIT.L tracks MSCI World/Information Tech NR USD, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). Their fees differ too: 0.18% for ESIT.L and 0.74% for IDTW.L.

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