IDTW.L vs. DGSD.L
IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) and DGSD.L (WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist)) are both exchange-traded funds - IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD), while DGSD.L is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Smallcap Dividend UCITS Index. Both are passively managed. Over the past 10 years, IDTW.L returned 19.92%/yr vs 8.16%/yr for DGSD.L. A 0.76 correlation means they provide meaningful diversification when combined. IDTW.L charges 0.74%/yr vs 0.54%/yr for DGSD.L.
Performance
IDTW.L vs. DGSD.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 DGSD.L's 7.35% return. Over the past 10 years, IDTW.L has outperformed DGSD.L with an annualized return of 19.92%, while DGSD.L has yielded a comparatively lower 8.16% annualized 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%
DGSD.L
- 1D
- -1.43%
- 1M
- -5.74%
- 6M
- 3.47%
- YTD
- 7.35%
- 1Y
- 11.57%
- 3Y*
- 11.81%
- 5Y*
- 6.06%
- 10Y*
- 8.16%
IDTW.L vs. DGSD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DGSD.L WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) | 7.35% | 18.93% | 2.14% | 19.83% | -11.18% | 12.82% | 5.94% | 15.75% | -15.06% | 34.26% |
Correlation
The correlation between IDTW.L and DGSD.L is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2014 | 0.76 |
The correlation between IDTW.L and DGSD.L has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
IDTW.L vs. DGSD.L — Risk / Return Rank
IDTW.L
DGSD.L
IDTW.L vs. DGSD.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 WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) (DGSD.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 | DGSD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.15 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 1.24 | +3.81 |
| Martin ratioReturn relative to average drawdown | 16.48 | 3.63 | +12.85 |
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Drawdowns
IDTW.L vs. DGSD.L - Drawdown Comparison
The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than DGSD.L's maximum drawdown of -43.76%. Use the drawdown chart below to compare losses from any high point for IDTW.L and DGSD.L.
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Drawdown Indicators
| IDTW.L | DGSD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.07% | -43.76% | -16.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -9.30% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | -19.87% | -8.37% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -25.55% | -15.43% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -43.76% | +2.78% |
Current DrawdownCurrent decline from peak | -14.46% | -6.19% | -8.27% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -9.35% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 3.18% | +1.26% |
Volatility
IDTW.L vs. DGSD.L - Volatility Comparison
iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 12.06% compared to WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) (DGSD.L) at 5.75%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than DGSD.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 | DGSD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.06% | 5.75% | +6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 12.87% | +11.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.27% | 15.03% | +13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 14.76% | +9.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.41% | 16.38% | +6.03% |
IDTW.L vs. DGSD.L - Expense Ratio Comparison
IDTW.L has a 0.74% expense ratio, which is higher than DGSD.L's 0.54% expense ratio.
Dividends
IDTW.L vs. DGSD.L - Dividend Comparison
IDTW.L's dividend yield for the trailing twelve months is around 0.99%, less than DGSD.L's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSD.L WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) | 3.26% | 2.90% | 4.95% | 3.38% | 4.16% | 2.95% | 2.77% | 3.15% | 3.18% | 1.18% | 1.52% | 3.39% |
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 DGSD.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DGSD.L is cheaper at 0.54% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGSD.L is cheaper with a 0.54% expense ratio, compared with 0.74% for IDTW.L.
IDTW.L is categorized as Technology Equities, while DGSD.L is Emerging Markets Equities. IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD), while DGSD.L tracks WisdomTree Emerging Markets Smallcap Dividend UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.74% for IDTW.L and 0.54% for DGSD.L.
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