FDIU.L vs. SHLD.L
FDIU.L (First Trust Dow Jones International Internet UCITS ETF Class A USD (Acc)) and SHLD.L (iShares Digital Security UCITS ETF USD (Dist)) are both Technology Equities funds - FDIU.L tracks the Dow Jones International Internet Index while SHLD.L tracks the STOXX Global Digital Security Open Net Index in USD. Both are passively managed. Over the past 5 years, FDIU.L returned -9.04%/yr vs 9.10%/yr for SHLD.L. A 0.63 correlation means they provide meaningful diversification when combined. FDIU.L charges 0.65%/yr vs 0.40%/yr for SHLD.L.
Performance
FDIU.L vs. SHLD.L - Performance Comparison
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Returns By Period
In the year-to-date period, FDIU.L achieves a -20.67% return, which is significantly lower than SHLD.L's 16.56% return.
FDIU.L
- 1D
- -1.97%
- 1M
- 1.99%
- 6M
- -21.05%
- YTD
- -20.67%
- 1Y
- -19.14%
- 3Y*
- 4.92%
- 5Y*
- -9.04%
- 10Y*
- —
SHLD.L
- 1D
- -0.54%
- 1M
- 3.39%
- 6M
- 16.67%
- YTD
- 16.56%
- 1Y
- 21.82%
- 3Y*
- 19.12%
- 5Y*
- 9.10%
- 10Y*
- —
FDIU.L vs. SHLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FDIU.L First Trust Dow Jones International Internet UCITS ETF Class A USD (Acc) | -20.67% | 26.13% | 22.61% | 2.44% | -39.12% | -29.31% |
SHLD.L iShares Digital Security UCITS ETF USD (Dist) | 16.56% | 11.51% | 16.55% | 33.91% | -29.11% | 14.49% |
Correlation
The correlation between FDIU.L and SHLD.L is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2021 | 0.63 |
The correlation between FDIU.L and SHLD.L has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.
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Return for Risk
FDIU.L vs. SHLD.L — Risk / Return Rank
FDIU.L
SHLD.L
FDIU.L vs. SHLD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet UCITS ETF Class A USD (Acc) (FDIU.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLD.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.L | SHLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.18 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 1.91 | -2.42 |
| Martin ratioReturn relative to average drawdown | -0.91 | 4.12 | -5.03 |
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Drawdowns
FDIU.L vs. SHLD.L - Drawdown Comparison
The maximum FDIU.L drawdown since its inception was -68.60%, which is greater than SHLD.L's maximum drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for FDIU.L and SHLD.L.
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Drawdown Indicators
| FDIU.L | SHLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.60% | -36.07% | -32.53% |
Max Drawdown (1Y)Largest decline over 1 year | -37.26% | -11.40% | -25.86% |
Max Drawdown (3Y)Largest decline over 3 years | -37.26% | -22.72% | -14.54% |
Max Drawdown (5Y)Largest decline over 5 years | -64.29% | -36.07% | -28.22% |
Current DrawdownCurrent decline from peak | -45.92% | -5.36% | -40.56% |
Average DrawdownAverage peak-to-trough decline | -42.60% | -9.27% | -33.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.98% | 5.28% | +15.70% |
Volatility
FDIU.L vs. SHLD.L - Volatility Comparison
The current volatility for First Trust Dow Jones International Internet UCITS ETF Class A USD (Acc) (FDIU.L) is 6.44%, while iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) has a volatility of 6.81%. This indicates that FDIU.L experiences smaller price fluctuations and is considered to be less risky than SHLD.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.L | SHLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 6.81% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 19.42% | 18.09% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.06% | 21.64% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.32% | 21.39% | +11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.95% | 21.22% | +11.73% |
FDIU.L vs. SHLD.L - Expense Ratio Comparison
FDIU.L has a 0.65% expense ratio, which is higher than SHLD.L's 0.40% expense ratio.
Dividends
FDIU.L vs. SHLD.L - Dividend Comparison
FDIU.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FDIU.L First Trust Dow Jones International Internet UCITS ETF Class A USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHLD.L iShares Digital Security UCITS ETF USD (Dist) | 0.35% | 0.39% | 0.48% | 0.43% | 0.63% | 0.66% | 0.84% | 1.00% |
Frequently Asked Questions
FDIU.L and SHLD.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SHLD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SHLD.L is cheaper with a 0.40% expense ratio, compared with 0.65% for FDIU.L.
FDIU.L tracks Dow Jones International Internet Index, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FDIU.L and 0.40% for SHLD.L.
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