IDTW.L vs. EEDM.L
IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) and EEDM.L (iShares MSCI EM CTB Enhanced ESG 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 EEDM.L is a Emerging Markets Equities fund tracking the MSCI EM ESG Enhanced CTB Index. Both are passively managed. Over the past 5 years, IDTW.L returned 18.84%/yr vs 5.67%/yr for EEDM.L. A 0.78 correlation means they provide meaningful diversification when combined. IDTW.L charges 0.74%/yr vs 0.18%/yr for EEDM.L.
Performance
IDTW.L vs. EEDM.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 EEDM.L's 15.41% 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%
EEDM.L
- 1D
- -1.89%
- 1M
- -9.56%
- 6M
- 10.23%
- YTD
- 15.41%
- 1Y
- 29.68%
- 3Y*
- 18.64%
- 5Y*
- 5.67%
- 10Y*
- —
IDTW.L vs. EEDM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 51.77% | 31.78% | 23.61% | 28.84% | -29.55% | 28.51% | 34.35% | 11.10% |
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 15.41% | 35.48% | 6.70% | 8.18% | -21.69% | -2.85% | 19.76% | 7.14% |
Correlation
The correlation between IDTW.L and EEDM.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 (All Time) Calculated using the full available price history since Oct 24, 2019 | 0.78 |
The correlation between IDTW.L and EEDM.L has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
IDTW.L vs. EEDM.L — Risk / Return Rank
IDTW.L
EEDM.L
IDTW.L vs. EEDM.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 iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.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 | EEDM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.25 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 2.20 | +2.84 |
| Martin ratioReturn relative to average drawdown | 16.48 | 6.95 | +9.53 |
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Drawdowns
IDTW.L vs. EEDM.L - Drawdown Comparison
The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than EEDM.L's maximum drawdown of -40.90%. Use the drawdown chart below to compare losses from any high point for IDTW.L and EEDM.L.
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Drawdown Indicators
| IDTW.L | EEDM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.07% | -40.90% | -19.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -13.41% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | -16.97% | -11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -36.39% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | — | — |
Current DrawdownCurrent decline from peak | -14.46% | -11.26% | -3.20% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -16.32% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 4.26% | +0.18% |
Volatility
IDTW.L vs. EEDM.L - Volatility Comparison
iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 12.06% compared to iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) at 9.16%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than EEDM.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 | EEDM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.06% | 9.16% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 20.04% | +4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.27% | 21.98% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 19.47% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.41% | 20.80% | +1.61% |
IDTW.L vs. EEDM.L - Expense Ratio Comparison
IDTW.L has a 0.74% expense ratio, which is higher than EEDM.L's 0.18% expense ratio.
Dividends
IDTW.L vs. EEDM.L - Dividend Comparison
IDTW.L's dividend yield for the trailing twelve months is around 0.99%, less than EEDM.L's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 1.69% | 1.89% | 2.37% | 2.37% | 2.59% | 1.97% | 1.54% | 0.05% | 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 EEDM.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.
On fees, EEDM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEDM.L is cheaper with a 0.18% expense ratio, compared with 0.74% for IDTW.L.
IDTW.L is categorized as Technology Equities, while EEDM.L is Emerging Markets Equities. IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD), while EEDM.L tracks MSCI EM ESG Enhanced CTB Index. Their fees differ too: 0.74% for IDTW.L and 0.18% for EEDM.L.
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