PortfoliosLab logoPortfoliosLab logo
FOGB.L vs. IDTW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOGB.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rize Sustainable Future of Food UCITS ETF A USD (FOGB.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FOGB.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, FOGB.L achieves a 3.33% return, which is significantly lower than IDTW.L's 60.13% return.


FOGB.L

1D
-0.47%
1M
0.62%
6M
-1.77%
YTD
3.33%
1Y
-4.66%
3Y*
-5.08%
5Y*
-8.73%
10Y*

IDTW.L

1D
0.00%
1M
-5.60%
6M
52.61%
YTD
60.13%
1Y
85.79%
3Y*
38.65%
5Y*
20.64%
10Y*
20.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
FOGB.L
Rize Sustainable Future of Food UCITS ETF A USD
3.33%-9.49%-5.72%-6.98%-18.26%2.56%9.19%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
60.13%22.39%25.77%22.40%-21.17%29.73%19.27%

Correlation

The correlation between FOGB.L and IDTW.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.29

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2020

0.38

The correlation between FOGB.L and IDTW.L shifts across timeframes, from 0.23 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOGB.L
FOGB.L Risk / Return Rank: 77
Overall Rank
FOGB.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FOGB.L Sortino Ratio Rank: 77
Sortino Ratio Rank
FOGB.L Omega Ratio Rank: 77
Omega Ratio Rank
FOGB.L Calmar Ratio Rank: 77
Calmar Ratio Rank
FOGB.L Martin Ratio Rank: 77
Martin Ratio Rank

IDTW.L
IDTW.L Risk / Return Rank: 9393
Overall Rank
IDTW.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IDTW.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IDTW.L Omega Ratio Rank: 9191
Omega Ratio Rank
IDTW.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDTW.L Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rize Sustainable Future of Food UCITS ETF A USD (FOGB.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.


FOGB.LIDTW.LDifference
Sharpe ratioReturn per unit of total volatility

-3.39

Sortino ratioReturn per unit of downside risk

-3.98

Omega ratioGain probability vs. loss probability

0.98

1.52

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.25

7.56

-7.81

Martin ratioReturn relative to average drawdown

-0.41

20.70

-21.11

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

The current FOGB.L Sharpe Ratio is -0.21, which is lower than the IDTW.L Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of FOGB.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.


Loading charts...

Drawdowns

FOGB.L vs. IDTW.L - Drawdown Comparison

The maximum FOGB.L drawdown since its inception was -43.46%, smaller than the maximum IDTW.L drawdown of -47.00%. Use the drawdown chart below to compare losses from any high point for FOGB.L and IDTW.L.


Loading charts...

Drawdown Indicators


FOGB.LIDTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-47.00%

+3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-11.21%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-23.44%

-29.91%

+6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.46%

-30.18%

-13.28%

Max Drawdown (10Y)

Largest decline over 10 years

-30.18%

Current Drawdown

Current decline from peak

-38.99%

-11.21%

-27.78%

Average Drawdown

Average peak-to-trough decline

-24.51%

-9.11%

-15.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

4.10%

+3.69%

Volatility

FOGB.L vs. IDTW.L - Volatility Comparison

The current volatility for Rize Sustainable Future of Food UCITS ETF A USD (FOGB.L) is 4.25%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.22%. This indicates that FOGB.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.


Loading charts...

Volatility by Period


FOGB.LIDTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

11.22%

-6.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

23.14%

-12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

26.69%

-11.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

22.44%

-6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

21.75%

-6.32%

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

FOGB.L has a 0.45% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.


Dividends

FOGB.L vs. IDTW.L - Dividend Comparison

FOGB.L has not paid dividends to shareholders, while IDTW.L's dividend yield for the trailing twelve months is around 0.96%.


PositionTTM20252024202320222021202020192018201720162015
FOGB.L
Rize Sustainable Future of Food UCITS ETF 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%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
0.96%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


FOGB.L and IDTW.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FOGB.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FOGB.L is cheaper with a 0.45% expense ratio, compared with 0.74% for IDTW.L.

FOGB.L tracks Rize Sustainable Future of Food UCITS ETF A USD, while IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist). They also come from different issuers: Rize ETF and iShares. Their fees differ too: 0.45% for FOGB.L and 0.74% for IDTW.L.

Portfolio Optimizer

Find the right allocation for FOGB.L and IDTW.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer