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IDTW.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTW.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDTW.L is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDTW.L achieves a 57.81% return, which is significantly higher than IITU.L's 17.45% return. Over the past 10 years, IDTW.L has underperformed IITU.L with an annualized return of 20.33%, while IITU.L has yielded a comparatively higher 25.60% 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%

IITU.L

1D
-0.41%
1M
-2.54%
6M
20.12%
YTD
17.45%
1Y
32.12%
3Y*
29.51%
5Y*
21.16%
10Y*
25.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTW.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
17.45%23.07%38.50%58.65%-29.11%34.44%42.58%49.99%-1.62%37.53%

Correlation

The correlation between IDTW.L and IITU.L is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.60

The correlation between IDTW.L and IITU.L shifts across timeframes, from 0.60 (10 years) to 0.71 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IDTW.L vs. IITU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDTW.L
IDTW.L Risk / Return Rank: 9393
Overall Rank
IDTW.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IDTW.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IDTW.L Omega Ratio Rank: 9191
Omega Ratio Rank
IDTW.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDTW.L Martin Ratio Rank: 9393
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 4545
Overall Rank
IITU.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 4747
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDTW.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.48

1.25

+0.23

Calmar ratioReturn relative to maximum drawdown

7.24

1.90

+5.34

Martin ratioReturn relative to average drawdown

19.11

5.17

+13.95

IDTW.L vs. IITU.L - Sharpe Ratio Comparison

The current IDTW.L Sharpe Ratio is 2.96, which is higher than the IITU.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of IDTW.L and IITU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IDTW.L vs. IITU.L - Drawdown Comparison

The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than IITU.L's maximum drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for IDTW.L and IITU.L.


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Drawdown Indicators


IDTW.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.07%

-43.85%

-16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-16.80%

+5.36%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-26.42%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

-34.22%

-6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

-34.22%

-6.76%

Current Drawdown

Current decline from peak

-11.06%

-7.53%

-3.53%

Average Drawdown

Average peak-to-trough decline

-12.59%

-10.59%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

6.20%

-1.86%

Volatility

IDTW.L vs. IITU.L - Volatility Comparison

iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 11.69% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 7.45%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than IITU.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.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.69%

7.45%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

24.41%

17.21%

+7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

27.97%

21.89%

+6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.91%

27.39%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

24.22%

-1.84%

IDTW.L vs. IITU.L - Expense Ratio Comparison

IDTW.L has a 0.74% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Dividends

IDTW.L vs. IITU.L - Dividend Comparison

IDTW.L's dividend yield for the trailing twelve months is around 0.96%, while IITU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
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 IITU.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.74% for IDTW.L.

IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist), while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.74% for IDTW.L and 0.15% for IITU.L.

Portfolio Optimizer

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