PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IDAP.L vs. XMTW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDAP.L vs. XMTW.L

Last updated Jun 26, 2026

IDAP.L (iShares Asia Pacific Dividend UCITS) and XMTW.L (Xtrackers MSCI Taiwan UCITS ETF 1C) are both Asia Pacific Equities funds - IDAP.L tracks the MSCI AC Asia Pacific NR USD while XMTW.L tracks the MSCI Taiwan NR USD. Both are passively managed. Over the past 10 years, IDAP.L returned 7.35%/yr vs 22.62%/yr for XMTW.L. A 0.53 correlation means they provide meaningful diversification when combined. IDAP.L charges 0.59%/yr vs 0.65%/yr for XMTW.L.

Performance

IDAP.L vs. XMTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia Pacific Dividend UCITS (IDAP.L) and Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IDAP.L is traded in USD, while XMTW.L is traded in GBp. To make them comparable, the XMTW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDAP.L achieves a 9.03% return, which is significantly lower than XMTW.L's 65.58% return. Over the past 10 years, IDAP.L has underperformed XMTW.L with an annualized return of 7.35%, while XMTW.L has yielded a comparatively higher 22.62% annualized return.

IDAP.L

1D
0.47%
1M
-3.81%
YTD
9.03%
6M
8.03%
1Y
30.47%
3Y*
20.44%
5Y*
9.31%
10Y*
7.35%

XMTW.L

1D
-0.23%
1M
2.10%
YTD
65.58%
6M
68.88%
1Y
99.48%
3Y*
43.67%
5Y*
21.76%
10Y*
22.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDAP.L vs. XMTW.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDAP.L
iShares Asia Pacific Dividend UCITS		9.03%29.67%6.20%13.46%-1.95%3.40%-9.39%13.90%-15.23%17.00%
XMTW.L
Xtrackers MSCI Taiwan UCITS ETF 1C		65.58%33.34%23.89%28.08%-29.55%27.79%36.46%35.08%-8.68%27.23%

Correlation

The correlation between IDAP.L and XMTW.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.46

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

0.52

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

0.56

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.53

The correlation between IDAP.L and XMTW.L has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.

IDAP.L vs. XMTW.L - Sectors Allocation Comparison

Sectors
IDAP.L
XMTW.L

Financial Services

30.8%
11.8%

Basic Materials

18.2%
2.4%

Consumer Cyclical

11.1%
1.2%

Real Estate

10.0%

-

Industrials

6.7%
2.8%

Energy

4.8%

-

Consumer Defensive

4.6%
0.8%

Communication Services

4.4%
1.5%

Utilities

4.1%

-

Healthcare

3.4%
0.6%

Technology

1.8%
78.9%

Financial Services

IDAP.L
30.8%
XMTW.L
11.8%

Basic Materials

IDAP.L
18.2%
XMTW.L
2.4%

Consumer Cyclical

IDAP.L
11.1%
XMTW.L
1.2%

Real Estate

IDAP.L
10.0%
XMTW.L

-

Industrials

IDAP.L
6.7%
XMTW.L
2.8%

Energy

IDAP.L
4.8%
XMTW.L

-

Consumer Defensive

IDAP.L
4.6%
XMTW.L
0.8%

Communication Services

IDAP.L
4.4%
XMTW.L
1.5%

Utilities

IDAP.L
4.1%
XMTW.L

-

Healthcare

IDAP.L
3.4%
XMTW.L
0.6%

Technology

IDAP.L
1.8%
XMTW.L
78.9%

Compare stocks, funds, or ETFs

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

iShares Asia Pacific Dividend UCITS

Xtrackers MSCI Taiwan UCITS ETF 1C

Often compared with IDAP.L:
IDAP.L vs. EWLIDAP.L vs. VAPX.ASIDAP.L vs. ASDV.LIDAP.L vs. DVYAIDAP.L vs. SEDY.LIDAP.L vs. HYGWIDAP.L vs. LCAL.L
Often compared with XMTW.L:
XMTW.L vs. FRXT.LXMTW.L vs. FLXT.DEXMTW.L vs. XNAS.LXMTW.L vs. SPYI.DEXMTW.L vs. IAPD.LXMTW.L vs. XDEQ.LXMTW.L vs. XDWT.L

Return for Risk

IDAP.L vs. XMTW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDAP.L
IDAP.L Risk / Return Rank: 7979
Overall Rank
IDAP.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 7979
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 7272
Martin Ratio Rank
XMTW.L
XMTW.L Risk / Return Rank: 9797
Overall Rank
XMTW.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XMTW.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XMTW.L Omega Ratio Rank: 9696
Omega Ratio Rank
XMTW.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
XMTW.L Martin Ratio Rank: 9696
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.

IDAP.L vs. XMTW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IDAP.L) and Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.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.

IDAP.LXMTW.LDifference
Sharpe ratioReturn per unit of total volatility
2.32
3.84

-1.52

Sortino ratioReturn per unit of downside risk
3.21
4.44

-1.23

Omega ratioGain probability vs. loss probability

1.41

1.61

-0.21

Calmar ratioReturn relative to maximum drawdown

3.46

8.73

-5.27

Martin ratioReturn relative to average drawdown

11.87

25.70

-13.83

IDAP.L vs. XMTW.L - Sharpe Ratio Comparison

The current IDAP.L Sharpe Ratio is 2.32, which is lower than the XMTW.L Sharpe Ratio of 3.84. The chart below compares the historical Sharpe Ratios of IDAP.L and XMTW.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

IDAP.L vs. XMTW.L - Drawdown Comparison

The maximum IDAP.L drawdown since its inception was -69.97%, smaller than the maximum XMTW.L drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for IDAP.L and XMTW.L.

Loading charts...

Drawdown Indicators

IDAP.LXMTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.97%

-99.34%

+29.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-11.34%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-27.72%

+9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-41.17%

+15.85%

Max Drawdown (10Y)

Largest decline over 10 years

-45.72%

-41.17%

-4.55%

Current Drawdown

Current decline from peak

-6.29%

-6.66%

+0.37%

Average Drawdown

Average peak-to-trough decline

-12.82%

-33.11%

+20.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.86%

-1.30%

Volatility

IDAP.L vs. XMTW.L - Volatility Comparison

The current volatility for iShares Asia Pacific Dividend UCITS (IDAP.L) is 4.22%, while Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L) has a volatility of 10.90%. This indicates that IDAP.L experiences smaller price fluctuations and is considered to be less risky than XMTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IDAP.LXMTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

10.90%

-6.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

21.82%

-10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

25.80%

-12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

26.57%

-11.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

23.41%

-6.77%

IDAP.L vs. XMTW.L - Expense Ratio Comparison

IDAP.L has a 0.59% expense ratio, which is lower than XMTW.L's 0.65% expense ratio.

Dividends

IDAP.L vs. XMTW.L - Dividend Comparison

IDAP.L's dividend yield for the trailing twelve months is around 4.34%, while XMTW.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDAP.L
iShares Asia Pacific Dividend UCITS		4.34%4.21%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.46%
XMTW.L
Xtrackers MSCI Taiwan UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IDAP.L and XMTW.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDAP.L is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDAP.L is cheaper with a 0.59% expense ratio, compared with 0.65% for XMTW.L.

IDAP.L tracks MSCI AC Asia Pacific NR USD, while XMTW.L tracks MSCI Taiwan NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.59% for IDAP.L and 0.65% for XMTW.L.

Portfolio Optimizer

Find the right allocation for IDAP.L and XMTW.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