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

Performance

HTWD.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI Taiwan Capped UCITS ETF (HTWD.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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Returns By Period

The year-to-date returns for both investments are quite close, with HTWD.L having a 57.53% return and IDTW.L slightly higher at 57.81%. Both investments have delivered pretty close results over the past 10 years, with HTWD.L having a 20.62% annualized return and IDTW.L not far behind at 20.33%.


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%

IDTW.L

1D
-1.85%
1M
-6.53%
6M
50.70%
YTD
57.81%
1Y
84.29%
3Y*
39.37%
5Y*
19.77%
10Y*
20.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF
57.53%32.26%25.40%28.98%-29.41%27.78%36.62%33.56%-8.71%27.16%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
57.81%31.78%23.61%28.84%-29.55%28.51%34.35%34.44%-9.12%28.06%

Correlation

The correlation between HTWD.L and IDTW.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2011

0.99

The correlation between HTWD.L and IDTW.L has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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HSBC MSCI Taiwan Capped UCITS ETF

Return for Risk

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

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

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

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.

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

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Taiwan Capped UCITS ETF (HTWD.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.


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

+0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.49

1.48

+0.01

Calmar ratioReturn relative to maximum drawdown

7.40

7.24

+0.16

Martin ratioReturn relative to average drawdown

20.03

19.11

+0.91

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

The current HTWD.L Sharpe Ratio is 3.04, which is comparable to the IDTW.L Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of HTWD.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

HTWD.L vs. IDTW.L - Drawdown Comparison

The maximum HTWD.L drawdown since its inception was -41.06%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for HTWD.L and IDTW.L.


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Drawdown Indicators


HTWD.LIDTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-60.07%

+19.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-11.44%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-28.22%

-28.24%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-41.06%

-40.98%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.06%

-40.98%

-0.08%

Current Drawdown

Current decline from peak

-10.43%

-11.06%

+0.63%

Average Drawdown

Average peak-to-trough decline

-9.65%

-12.59%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

4.34%

-0.18%

Volatility

HTWD.L vs. IDTW.L - Volatility Comparison

The current volatility for HSBC MSCI Taiwan Capped UCITS ETF (HTWD.L) is 10.99%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.69%. This indicates that HTWD.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


HTWD.LIDTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

11.69%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

23.75%

24.41%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

27.32%

27.97%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.58%

23.91%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.64%

22.38%

-0.74%

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

HTWD.L has a 0.50% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.


Dividends

HTWD.L vs. IDTW.L - Dividend Comparison

HTWD.L's dividend yield for the trailing twelve months is around 1.04%, more than IDTW.L's 0.96% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
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


With a correlation of 0.97, HTWD.L and IDTW.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HTWD.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HTWD.L is cheaper with a 0.50% expense ratio, compared with 0.74% for IDTW.L.

HTWD.L tracks HSBC MSCI Taiwan Capped UCITS ETF, while IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist). They also come from different issuers: HSBC and iShares. Their fees differ too: 0.50% for HTWD.L and 0.74% for IDTW.L.

Portfolio Optimizer

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

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