IDTW.L vs. IGLN.L
IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IDTW.L is a Technology Equities fund tracking the iShares MSCI Taiwan UCITS ETF USD (Dist), while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, IDTW.L returned 20.33%/yr vs 11.58%/yr for IGLN.L. At a 0.15 correlation, their price movements are largely independent. IDTW.L charges 0.74%/yr vs 0.12%/yr for IGLN.L.
Performance
IDTW.L vs. IGLN.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 IGLN.L's -6.13% return. Over the past 10 years, IDTW.L has outperformed IGLN.L with an annualized return of 20.33%, while IGLN.L has yielded a comparatively lower 11.58% 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%
IGLN.L
- 1D
- -0.82%
- 1M
- -7.02%
- 6M
- -12.44%
- YTD
- -6.13%
- 1Y
- 21.47%
- 3Y*
- 27.22%
- 5Y*
- 17.30%
- 10Y*
- 11.58%
IDTW.L vs. IGLN.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% |
IGLN.L iShares Physical Gold ETC | -6.13% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.30% | -1.33% | 11.69% |
Correlation
The correlation between IDTW.L and IGLN.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.15 |
The correlation between IDTW.L and IGLN.L shifts across timeframes, from 0.15 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTW.L vs. IGLN.L — Risk / Return Rank
IDTW.L
IGLN.L
IDTW.L vs. IGLN.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 Physical Gold ETC (IGLN.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 | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.16 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 7.24 | 0.88 | +6.37 |
| Martin ratioReturn relative to average drawdown | 19.11 | 2.15 | +16.96 |
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Drawdowns
IDTW.L vs. IGLN.L - Drawdown Comparison
The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than IGLN.L's maximum drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for IDTW.L and IGLN.L.
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Drawdown Indicators
| IDTW.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.07% | -45.25% | -14.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -24.39% | +12.95% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | -24.39% | -3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -24.39% | -16.59% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -24.39% | -16.59% |
Current DrawdownCurrent decline from peak | -11.06% | -23.66% | +12.60% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -19.73% | +7.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 9.97% | -5.63% |
Volatility
IDTW.L vs. IGLN.L - Volatility Comparison
iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 11.69% compared to iShares Physical Gold ETC (IGLN.L) at 7.59%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than IGLN.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 | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.69% | 7.59% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 24.41% | 23.02% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.97% | 26.39% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.91% | 17.79% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 15.74% | +6.64% |
IDTW.L vs. IGLN.L - Expense Ratio Comparison
IDTW.L has a 0.74% expense ratio, which is higher than IGLN.L's 0.12% expense ratio.
Dividends
IDTW.L vs. IGLN.L - Dividend Comparison
IDTW.L's dividend yield for the trailing twelve months is around 0.96%, while IGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTW.L and IGLN.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGLN.L is cheaper with a 0.12% expense ratio, compared with 0.74% for IDTW.L.
IDTW.L is categorized as Technology Equities, while IGLN.L is Gold. IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist), while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.74% for IDTW.L and 0.12% for IGLN.L.
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