PortfoliosLab logoPortfoliosLab logo
IDTW.L vs. ISAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTW.L vs. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IDTW.L achieves a 57.81% return, which is significantly higher than ISAC.L's 11.18% return. Over the past 10 years, IDTW.L has outperformed ISAC.L with an annualized return of 20.33%, while ISAC.L has yielded a comparatively lower 12.44% 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%

ISAC.L

1D
0.12%
1M
-0.60%
6M
9.67%
YTD
11.18%
1Y
23.73%
3Y*
19.02%
5Y*
11.12%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTW.L vs. ISAC.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%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
11.18%22.36%17.81%22.57%-18.16%18.85%15.66%25.75%-9.73%24.40%

Correlation

The correlation between IDTW.L and ISAC.L is 0.73, 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

0.73

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

0.72

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

0.72

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

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.71

The correlation between IDTW.L and ISAC.L has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IDTW.L vs. ISAC.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

ISAC.L
ISAC.L Risk / Return Rank: 7272
Overall Rank
ISAC.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7171
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7373
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. ISAC.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 ACWI UCITS ETF USD (Acc) (ISAC.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.LISAC.LDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.48

1.34

+0.14

Calmar ratioReturn relative to maximum drawdown

7.24

2.70

+4.55

Martin ratioReturn relative to average drawdown

19.11

10.76

+8.35

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

The current IDTW.L Sharpe Ratio is 2.96, which is higher than the ISAC.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IDTW.L and ISAC.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.


Loading charts...

Drawdowns

IDTW.L vs. ISAC.L - Drawdown Comparison

The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than ISAC.L's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for IDTW.L and ISAC.L.


Loading charts...

Drawdown Indicators


IDTW.LISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.07%

-33.82%

-26.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-8.77%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-16.56%

-11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

-26.07%

-14.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

-33.82%

-7.16%

Current Drawdown

Current decline from peak

-11.06%

-1.03%

-10.03%

Average Drawdown

Average peak-to-trough decline

-12.59%

-4.62%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

2.20%

+2.14%

Volatility

IDTW.L vs. ISAC.L - Volatility Comparison

iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 11.69% compared to iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) at 3.18%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDTW.LISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.69%

3.18%

+8.51%

Volatility (6M)

Calculated over the trailing 6-month period

24.41%

10.57%

+13.84%

Volatility (1Y)

Calculated over the trailing 1-year period

27.97%

12.88%

+15.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.91%

15.65%

+8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

15.82%

+6.56%

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

IDTW.L has a 0.74% expense ratio, which is higher than ISAC.L's 0.20% expense ratio.


Dividends

IDTW.L vs. ISAC.L - Dividend Comparison

IDTW.L's dividend yield for the trailing twelve months is around 0.96%, while ISAC.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%
ISAC.L
iShares MSCI ACWI 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 ISAC.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.74% for IDTW.L.

IDTW.L is categorized as Technology Equities, while ISAC.L is Global Equities. IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist), while ISAC.L tracks MSCI All Country World Index (Net). Their fees differ too: 0.74% for IDTW.L and 0.20% for ISAC.L.

Portfolio Optimizer

Find the right allocation for IDTW.L and ISAC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer