IDTW.L vs. EIMI.L
IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both exchange-traded funds - IDTW.L is a Technology Equities fund tracking the iShares MSCI Taiwan UCITS ETF USD (Dist), while EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index. Both are passively managed. Over the past 10 years, IDTW.L returned 20.33%/yr vs 9.25%/yr for EIMI.L. Their correlation of 0.80 suggests significant overlap in exposure. IDTW.L charges 0.74%/yr vs 0.18%/yr for EIMI.L.
Performance
IDTW.L vs. EIMI.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTW.L achieves a 57.81% return, which is significantly higher than EIMI.L's 18.64% return. Over the past 10 years, IDTW.L has outperformed EIMI.L with an annualized return of 20.33%, while EIMI.L has yielded a comparatively lower 9.25% annualized return.
IDTW.L
- 1D
- -1.85%
- 1M
- -6.53%
- 6M
- 50.70%
- YTD
- 57.81%
- 1Y
- 84.29%
- 3Y*
- 39.37%
- 5Y*
- 19.77%
- 10Y*
- 20.33%
EIMI.L
- 1D
- -0.30%
- 1M
- -6.07%
- 6M
- 13.34%
- YTD
- 18.64%
- 1Y
- 34.63%
- 3Y*
- 19.30%
- 5Y*
- 7.21%
- 10Y*
- 9.25%
IDTW.L vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 57.81% | 31.78% | 23.61% | 28.84% | -29.55% | 28.51% | 34.35% | 34.44% | -9.12% | 28.06% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 18.64% | 32.16% | 7.36% | 11.03% | -19.67% | -0.65% | 18.80% | 16.37% | -14.18% | 36.94% |
Correlation
The correlation between IDTW.L and EIMI.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 | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 30, 2014 | 0.80 |
The correlation between IDTW.L and EIMI.L has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
IDTW.L vs. EIMI.L — Risk / Return Rank
IDTW.L
EIMI.L
IDTW.L vs. EIMI.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 Core MSCI EM IMI UCITS ETF (EIMI.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 | EIMI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.30 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 7.24 | 2.72 | +4.52 |
| Martin ratioReturn relative to average drawdown | 19.11 | 8.68 | +10.44 |
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Drawdowns
IDTW.L vs. EIMI.L - Drawdown Comparison
The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than EIMI.L's maximum drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for IDTW.L and EIMI.L.
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Drawdown Indicators
| IDTW.L | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.07% | -38.73% | -21.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -12.66% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | -17.44% | -10.80% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -33.69% | -7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -38.73% | -2.25% |
Current DrawdownCurrent decline from peak | -11.06% | -7.71% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -13.92% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 3.98% | +0.36% |
Volatility
IDTW.L vs. EIMI.L - Volatility Comparison
iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 11.69% compared to iShares Core MSCI EM IMI UCITS ETF (EIMI.L) at 8.59%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than EIMI.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 | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.69% | 8.59% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 24.41% | 19.48% | +4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.97% | 21.43% | +6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.91% | 18.83% | +5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 19.22% | +3.16% |
IDTW.L vs. EIMI.L - Expense Ratio Comparison
IDTW.L has a 0.74% expense ratio, which is higher than EIMI.L's 0.18% expense ratio.
Dividends
IDTW.L vs. EIMI.L - Dividend Comparison
IDTW.L's dividend yield for the trailing twelve months is around 0.96%, while EIMI.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 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) | 0.96% | 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 EIMI.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, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.74% for IDTW.L.
IDTW.L is categorized as Technology Equities, while EIMI.L is Emerging Markets Equities. IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist), while EIMI.L tracks MSCI Emerging Markets Investable Market Index. Their fees differ too: 0.74% for IDTW.L and 0.18% for EIMI.L.
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