IDTW.L vs. IWDA.L
IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - IDTW.L is a Technology Equities fund tracking the iShares MSCI Taiwan UCITS ETF USD (Dist), while IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 10 years, IDTW.L returned 20.33%/yr vs 12.99%/yr for IWDA.L. A 0.61 correlation means they provide meaningful diversification when combined. IDTW.L charges 0.74%/yr vs 0.20%/yr for IWDA.L.
Performance
IDTW.L vs. IWDA.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 IWDA.L's 10.17% return. Over the past 10 years, IDTW.L has outperformed IWDA.L with an annualized return of 20.33%, while IWDA.L has yielded a comparatively lower 12.99% 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%
IWDA.L
- 1D
- 0.19%
- 1M
- 0.21%
- 6M
- 9.01%
- YTD
- 10.17%
- 1Y
- 22.01%
- 3Y*
- 18.87%
- 5Y*
- 11.60%
- 10Y*
- 12.99%
IDTW.L vs. IWDA.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% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 10.17% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 27.13% | -9.01% | 22.75% |
Correlation
The correlation between IDTW.L and IWDA.L is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2009 | 0.61 |
The correlation between IDTW.L and IWDA.L has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.
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Return for Risk
IDTW.L vs. IWDA.L — Risk / Return Rank
IDTW.L
IWDA.L
IDTW.L vs. IWDA.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 World UCITS ETF USD (Acc) (IWDA.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 | IWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.32 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 7.24 | 2.64 | +4.61 |
| Martin ratioReturn relative to average drawdown | 19.11 | 10.75 | +8.36 |
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Drawdowns
IDTW.L vs. IWDA.L - Drawdown Comparison
The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for IDTW.L and IWDA.L.
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Drawdown Indicators
| IDTW.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.07% | -34.11% | -25.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -8.31% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | -16.94% | -11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -25.88% | -15.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -34.11% | -6.87% |
Current DrawdownCurrent decline from peak | -11.06% | -0.12% | -10.94% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -4.39% | -8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 2.04% | +2.30% |
Volatility
IDTW.L vs. IWDA.L - Volatility Comparison
iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 11.69% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 2.72%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than IWDA.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 | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.69% | 2.72% | +8.97% |
Volatility (6M)Calculated over the trailing 6-month period | 24.41% | 9.80% | +14.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.97% | 12.26% | +15.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.91% | 15.73% | +8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 15.78% | +6.60% |
IDTW.L vs. IWDA.L - Expense Ratio Comparison
IDTW.L has a 0.74% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.
Dividends
IDTW.L vs. IWDA.L - Dividend Comparison
IDTW.L's dividend yield for the trailing twelve months is around 0.96%, while IWDA.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% |
IWDA.L iShares Core MSCI World 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 IWDA.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.74% for IDTW.L.
IDTW.L is categorized as Technology Equities, while IWDA.L is Global Equities. IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist), while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.74% for IDTW.L and 0.20% for IWDA.L.
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