IDFF.L vs. IDTW.L
IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both exchange-traded funds - IDFF.L is a Asia Pacific Equities fund tracking the MSCI All Country World Far East Ex Japan USD Index (USD), while IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD). Both are passively managed. Over the past 10 years, IDFF.L returned 9.44%/yr vs 19.92%/yr for IDTW.L. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.74% expense ratio.
Performance
IDFF.L vs. IDTW.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDFF.L achieves a 23.86% return, which is significantly lower than IDTW.L's 51.77% return. Over the past 10 years, IDFF.L has underperformed IDTW.L with an annualized return of 9.44%, while IDTW.L has yielded a comparatively higher 19.92% annualized return.
IDFF.L
- 1D
- -2.62%
- 1M
- -10.76%
- 6M
- 15.47%
- YTD
- 23.86%
- 1Y
- 42.96%
- 3Y*
- 23.21%
- 5Y*
- 6.60%
- 10Y*
- 9.44%
IDTW.L
- 1D
- -3.99%
- 1M
- -10.58%
- 6M
- 42.72%
- YTD
- 51.77%
- 1Y
- 73.35%
- 3Y*
- 37.69%
- 5Y*
- 18.84%
- 10Y*
- 19.92%
IDFF.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) | 23.86% | 39.49% | 12.16% | 1.47% | -21.79% | -9.20% | 25.91% | 17.27% | -15.18% | 41.70% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 51.77% | 31.78% | 23.61% | 28.84% | -29.55% | 28.51% | 34.35% | 34.44% | -9.12% | 28.06% |
Correlation
The correlation between IDFF.L and IDTW.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2006 | 0.76 |
The correlation between IDFF.L and IDTW.L has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
IDFF.L vs. IDTW.L — Risk / Return Rank
IDFF.L
IDTW.L
IDFF.L vs. IDTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.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.
| IDFF.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 5.05 | -1.77 |
| Martin ratioReturn relative to average drawdown | 9.75 | 16.48 | -6.73 |
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Drawdowns
IDFF.L vs. IDTW.L - Drawdown Comparison
The maximum IDFF.L drawdown since its inception was -64.08%, which is greater than IDTW.L's maximum drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for IDFF.L and IDTW.L.
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Drawdown Indicators
| IDFF.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.08% | -60.07% | -4.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.06% | -14.46% | +1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -28.24% | +8.47% |
Max Drawdown (5Y)Largest decline over 5 years | -43.26% | -40.98% | -2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -50.09% | -40.98% | -9.11% |
Current DrawdownCurrent decline from peak | -13.06% | -14.46% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -18.18% | -12.59% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 4.44% | -0.04% |
Volatility
IDFF.L vs. IDTW.L - Volatility Comparison
The current volatility for iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) is 10.68%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 12.06%. This indicates that IDFF.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
| IDFF.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 12.06% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 22.20% | 24.76% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.91% | 28.27% | -3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 23.97% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 22.41% | -1.58% |
IDFF.L vs. IDTW.L - Expense Ratio Comparison
Both IDFF.L and IDTW.L have an expense ratio of 0.74%.
Dividends
IDFF.L vs. IDTW.L - Dividend Comparison
IDFF.L's dividend yield for the trailing twelve months is around 1.13%, more than IDTW.L's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) | 1.13% | 1.46% | 1.85% | 1.85% | 2.07% | 1.39% | 1.13% | 1.67% | 2.04% | 1.50% | 1.92% | 2.29% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 0.99% | 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
IDFF.L and IDTW.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.74% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IDFF.L and IDTW.L have the same expense ratio: 0.74% per year.
IDFF.L is categorized as Asia Pacific Equities, while IDTW.L is Technology Equities. IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD), while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD).
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