IDTW.L vs. ARKI.L
IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) and ARKI.L (ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation) are both Technology Equities funds. IDTW.L is passively managed, while ARKI.L is actively managed. Over the past year, IDTW.L returned 73.35% vs 12.94% for ARKI.L. A 0.62 correlation means they provide meaningful diversification when combined. IDTW.L charges 0.74%/yr vs 0.75%/yr for ARKI.L.
Performance
IDTW.L vs. ARKI.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTW.L achieves a 51.77% return, which is significantly higher than ARKI.L's 5.44% return.
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%
ARKI.L
- 1D
- 0.00%
- 1M
- -3.02%
- 6M
- -3.44%
- YTD
- 5.44%
- 1Y
- 12.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDTW.L vs. ARKI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 51.77% | 31.78% | 21.29% |
ARKI.L ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation | 5.44% | 38.42% | 59.31% |
Correlation
The correlation between IDTW.L and ARKI.L is 0.62, 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 | 0.62 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2024 | 0.62 |
The correlation between IDTW.L and ARKI.L has been stable across timeframes, ranging from 0.62 to 0.62 - a consistent structural relationship.
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Return for Risk
IDTW.L vs. ARKI.L — Risk / Return Rank
IDTW.L
ARKI.L
IDTW.L vs. ARKI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) and ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.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.
| IDTW.L | ARKI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.10 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 0.54 | +4.51 |
| Martin ratioReturn relative to average drawdown | 16.48 | 1.32 | +15.16 |
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Drawdowns
IDTW.L vs. ARKI.L - Drawdown Comparison
The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than ARKI.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for IDTW.L and ARKI.L.
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Drawdown Indicators
| IDTW.L | ARKI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.07% | -30.97% | -29.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -24.05% | +9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | — | — |
Current DrawdownCurrent decline from peak | -14.46% | -9.29% | -5.17% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -6.54% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 9.79% | -5.35% |
Volatility
IDTW.L vs. ARKI.L - Volatility Comparison
iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 12.06% compared to ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) at 8.80%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than ARKI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTW.L | ARKI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.06% | 8.80% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 22.00% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.27% | 29.86% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 31.01% | -7.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.41% | 31.01% | -8.60% |
IDTW.L vs. ARKI.L - Expense Ratio Comparison
IDTW.L has a 0.74% expense ratio, which is lower than ARKI.L's 0.75% expense ratio.
Dividends
IDTW.L vs. ARKI.L - Dividend Comparison
IDTW.L's dividend yield for the trailing twelve months is around 0.99%, while ARKI.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARKI.L ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation | 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) | 0.99% | 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
IDTW.L and ARKI.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTW.L is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTW.L is cheaper with a 0.74% expense ratio, compared with 0.75% for ARKI.L.
They also come from different issuers: iShares and ARK. Their fees differ too: 0.74% for IDTW.L and 0.75% for ARKI.L.
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