IDTW.L vs. IPOL.L
IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) and IPOL.L (iShares MSCI Poland UCITS ETF USD (Acc)) are both exchange-traded funds - IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD), while IPOL.L is a Emerging Markets Equities fund tracking the MSCI Emerging - Poland in Net USD. Both are passively managed. Over the past 10 years, IDTW.L returned 19.92%/yr vs 9.64%/yr for IPOL.L. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.74% expense ratio.
Performance
IDTW.L vs. IPOL.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 IPOL.L's 14.81% return. Over the past 10 years, IDTW.L has outperformed IPOL.L with an annualized return of 19.92%, while IPOL.L has yielded a comparatively lower 9.64% 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%
IPOL.L
- 1D
- -1.18%
- 1M
- -2.95%
- 6M
- 12.69%
- YTD
- 14.81%
- 1Y
- 30.84%
- 3Y*
- 28.08%
- 5Y*
- 14.78%
- 10Y*
- 9.64%
IDTW.L vs. IPOL.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% |
IPOL.L iShares MSCI Poland UCITS ETF USD (Acc) | 14.81% | 72.75% | -6.10% | 49.20% | -26.61% | 6.83% | -11.21% | -6.81% | -12.61% | 54.17% |
Correlation
The correlation between IDTW.L and IPOL.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.51 |
The correlation between IDTW.L and IPOL.L shifts across timeframes, from 0.41 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDTW.L vs. IPOL.L — Risk / Return Rank
IDTW.L
IPOL.L
IDTW.L vs. IPOL.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 Poland UCITS ETF USD (Acc) (IPOL.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 | IPOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.22 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 2.93 | +2.12 |
| Martin ratioReturn relative to average drawdown | 16.48 | 6.74 | +9.75 |
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Drawdowns
IDTW.L vs. IPOL.L - Drawdown Comparison
The maximum IDTW.L drawdown since its inception was -60.07%, smaller than the maximum IPOL.L drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for IDTW.L and IPOL.L.
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Drawdown Indicators
| IDTW.L | IPOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.07% | -68.05% | +7.98% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -10.48% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | -22.43% | -5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -55.92% | +14.94% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -65.79% | +24.81% |
Current DrawdownCurrent decline from peak | -14.46% | -2.95% | -11.51% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -29.57% | +16.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 4.57% | -0.13% |
Volatility
IDTW.L vs. IPOL.L - Volatility Comparison
iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 12.06% compared to iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L) at 5.32%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than IPOL.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 | IPOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.06% | 5.32% | +6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 19.48% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.27% | 24.82% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 30.15% | -6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.41% | 27.40% | -4.99% |
IDTW.L vs. IPOL.L - Expense Ratio Comparison
Both IDTW.L and IPOL.L have an expense ratio of 0.74%.
Dividends
IDTW.L vs. IPOL.L - Dividend Comparison
IDTW.L's dividend yield for the trailing twelve months is around 0.99%, while IPOL.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) | 0.99% | 1.51% | 1.43% | 2.09% | 3.39% | 1.35% | 1.73% | 2.15% | 2.78% | 2.70% | 3.10% | 3.33% |
IPOL.L iShares MSCI Poland 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 IPOL.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.74% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IDTW.L and IPOL.L have the same expense ratio: 0.74% per year.
IDTW.L is categorized as Technology Equities, while IPOL.L is Emerging Markets Equities. IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD), while IPOL.L tracks MSCI Emerging - Poland in Net USD.
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