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FDIU.L vs. HTWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FDIU.L vs. HTWD.L

Last updated Jul 16, 2026
Documentation

FDIU.L (First Trust Dow Jones International Internet ETF Class A USD) and HTWD.L (HSBC MSCI Taiwan Capped UCITS ETF) are both Technology Equities funds - FDIU.L tracks the First Trust Dow Jones International Internet ETF Class A USD while HTWD.L tracks the HSBC MSCI Taiwan Capped UCITS ETF. Both are passively managed. Over the past 5 years, FDIU.L returned -8.67%/yr vs 20.24%/yr for HTWD.L. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

FDIU.L vs. HTWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) and HSBC MSCI Taiwan Capped UCITS ETF (HTWD.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, FDIU.L achieves a -19.05% return, which is significantly lower than HTWD.L's 57.53% return.

FDIU.L

1D
-0.07%
1M
2.22%
6M
-21.37%
YTD
-19.05%
1Y
-16.12%
3Y*
5.16%
5Y*
-8.67%
10Y*
—

HTWD.L

1D
-1.68%
1M
-6.47%
6M
50.40%
YTD
57.53%
1Y
84.50%
3Y*
40.11%
5Y*
20.24%
10Y*
20.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIU.L vs. HTWD.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
FDIU.L
First Trust Dow Jones International Internet ETF Class A USD		-19.05%26.13%22.61%2.44%-39.12%-29.31%
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF		57.53%32.26%25.40%28.98%-29.41%11.54%

Correlation

The correlation between FDIU.L and HTWD.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.48

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

0.50

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

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2021

0.54

The correlation between FDIU.L and HTWD.L has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

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First Trust Dow Jones International Internet ETF Class A USD

HSBC MSCI Taiwan Capped UCITS ETF

Return for Risk

FDIU.L vs. HTWD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FDIU.L
FDIU.L Risk / Return Rank: 55
Overall Rank
FDIU.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FDIU.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FDIU.L Omega Ratio Rank: 44
Omega Ratio Rank
FDIU.L Calmar Ratio Rank: 66
Calmar Ratio Rank
FDIU.L Martin Ratio Rank: 66
Martin Ratio Rank
HTWD.L
HTWD.L Risk / Return Rank: 9494
Overall Rank
HTWD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HTWD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
HTWD.L Omega Ratio Rank: 9292
Omega Ratio Rank
HTWD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
HTWD.L Martin Ratio Rank: 9494
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.

FDIU.L vs. HTWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) and HSBC MSCI Taiwan Capped UCITS ETF (HTWD.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.

FDIU.LHTWD.LDifference
Sharpe ratioReturn per unit of total volatility
-0.68
3.04

-3.72

Sortino ratioReturn per unit of downside risk
-0.86
3.68

-4.54

Omega ratioGain probability vs. loss probability

0.90

1.49

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.44

7.40

-7.84

Martin ratioReturn relative to average drawdown

-0.78

20.03

-20.81

FDIU.L vs. HTWD.L - Sharpe Ratio Comparison

The current FDIU.L Sharpe Ratio is -0.68, which is lower than the HTWD.L Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of FDIU.L and HTWD.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

FDIU.L vs. HTWD.L - Drawdown Comparison

The maximum FDIU.L drawdown since its inception was -68.60%, which is greater than HTWD.L's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for FDIU.L and HTWD.L.

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Drawdown Indicators

FDIU.LHTWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.60%

-41.06%

-27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-37.26%

-11.22%

-26.04%

Max Drawdown (3Y)

Largest decline over 3 years

-37.26%

-28.22%

-9.04%

Max Drawdown (5Y)

Largest decline over 5 years

-64.29%

-41.06%

-23.23%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.06%

—

Current Drawdown

Current decline from peak

-44.81%

-10.43%

-34.38%

Average Drawdown

Average peak-to-trough decline

-42.60%

-9.65%

-32.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.89%

4.16%

+16.73%

Volatility

FDIU.L vs. HTWD.L - Volatility Comparison

The current volatility for First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) is 6.43%, while HSBC MSCI Taiwan Capped UCITS ETF (HTWD.L) has a volatility of 10.99%. This indicates that FDIU.L experiences smaller price fluctuations and is considered to be less risky than HTWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FDIU.LHTWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

10.99%

-4.56%

Volatility (6M)

Calculated over the trailing 6-month period

19.36%

23.75%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

27.32%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.32%

23.58%

+9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.95%

21.64%

+11.31%

Dividends

FDIU.L vs. HTWD.L - Dividend Comparison

FDIU.L has not paid dividends to shareholders, while HTWD.L's dividend yield for the trailing twelve months is around 1.04%.

PositionTTM20252024202320222021202020192018201720162015
FDIU.L
First Trust Dow Jones International Internet ETF Class A 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%
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF		1.04%1.53%1.18%2.73%3.31%1.13%1.69%2.08%2.79%1.37%2.64%2.65%

Frequently Asked Questions

FDIU.L and HTWD.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDIU.L tracks First Trust Dow Jones International Internet ETF Class A USD, while HTWD.L tracks HSBC MSCI Taiwan Capped UCITS ETF. They also come from different issuers: First Trust and HSBC.

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