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

Performance

IDTW.L vs. SNSR.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 Global X Internet of Things UCITS ETF USD (Acc) (SNSR.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDTW.L achieves a 48.18% return, which is significantly higher than SNSR.L's 21.15% return.


IDTW.L

1D
-2.74%
1M
-8.54%
6M
31.71%
YTD
48.18%
1Y
71.24%
3Y*
36.76%
5Y*
18.55%
10Y*
19.54%
ALL TIME*
11.88%

SNSR.L

1D
0.34%
1M
-6.23%
6M
17.17%
YTD
21.15%
1Y
19.01%
3Y*
9.24%
5Y*
10Y*
ALL TIME*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.23M$1.70M$2.34M
$2.16K$8.64K$7.10K

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


2026 (YTD)20252024202320222021
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
48.18%31.78%23.61%28.84%-29.55%3.96%
SNSR.L
Global X Internet of Things UCITS ETF USD (Acc)
21.15%6.74%-0.81%23.59%-25.30%-2.76%

Correlation

The correlation between IDTW.L and SNSR.L is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.69

The correlation between IDTW.L and SNSR.L has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

IDTW.L vs. SNSR.L - Sectors Allocation Comparison


Sectors
IDTW.L
SNSR.L

Technology

80.4%
78.0%

Financial Services

11.9%

-

Basic Materials

2.3%

-

Industrials

1.6%
15.2%

Communication Services

1.3%
0.8%

Consumer Cyclical

1.1%

-

Consumer Defensive

0.7%

-

Healthcare

0.7%
5.8%

Energy

-

-

Real Estate

-

-

Utilities

-

-

Technology

IDTW.L
80.4%
SNSR.L
78.0%

Financial Services

IDTW.L
11.9%
SNSR.L

-

Basic Materials

IDTW.L
2.3%
SNSR.L

-

Industrials

IDTW.L
1.6%
SNSR.L
15.2%

Communication Services

IDTW.L
1.3%
SNSR.L
0.8%

Consumer Cyclical

IDTW.L
1.1%
SNSR.L

-

Consumer Defensive

IDTW.L
0.7%
SNSR.L

-

Healthcare

IDTW.L
0.7%
SNSR.L
5.8%

Energy

IDTW.L

-

SNSR.L

-

Real Estate

IDTW.L

-

SNSR.L

-

Utilities

IDTW.L

-

SNSR.L

-

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Return for Risk

IDTW.L vs. SNSR.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: 9191
Overall Rank
IDTW.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IDTW.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IDTW.L Omega Ratio Rank: 8989
Omega Ratio Rank
IDTW.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
IDTW.L Martin Ratio Rank: 9090
Martin Ratio Rank

SNSR.L
SNSR.L Risk / Return Rank: 3131
Overall Rank
SNSR.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SNSR.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
SNSR.L Omega Ratio Rank: 2929
Omega Ratio Rank
SNSR.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
SNSR.L Martin Ratio Rank: 3333
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. SNSR.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 Global X Internet of Things UCITS ETF USD (Acc) (SNSR.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.LSNSR.LDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.40

1.14

+0.26

Calmar ratioReturn relative to maximum drawdown

4.30

1.17

+3.13

Martin ratioReturn relative to average drawdown

14.43

3.19

+11.24

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

The current IDTW.L Sharpe Ratio is 2.46, which is higher than the SNSR.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IDTW.L and SNSR.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. SNSR.L - Drawdown Comparison

The maximum IDTW.L drawdown since its inception was -60.07%, which is greater than SNSR.L's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for IDTW.L and SNSR.L.


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Drawdown Indicators


IDTW.LSNSR.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.07%

-38.29%

-21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-16.48%

-16.14%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-28.57%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

Current Drawdown

Current decline from peak

-16.48%

-15.85%

-0.63%

Average Drawdown

Average peak-to-trough decline

-12.59%

-14.27%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

5.93%

-1.01%

Volatility

IDTW.L vs. SNSR.L - Volatility Comparison

iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 11.78% compared to Global X Internet of Things UCITS ETF USD (Acc) (SNSR.L) at 9.03%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than SNSR.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.LSNSR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.78%

9.03%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

25.50%

21.07%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

28.87%

25.10%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.11%

24.59%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.50%

24.59%

-2.09%

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

IDTW.L has a 0.74% expense ratio, which is higher than SNSR.L's 0.60% expense ratio.


Dividends

IDTW.L vs. SNSR.L - Dividend Comparison

IDTW.L's dividend yield for the trailing twelve months is around 1.02%, while SNSR.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
1.02%1.51%1.43%2.09%3.39%1.35%1.73%2.15%2.78%2.70%3.10%3.33%
SNSR.L
Global X Internet of Things 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 SNSR.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, SNSR.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SNSR.L is cheaper with a 0.60% expense ratio, compared with 0.74% for IDTW.L.

IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD), while SNSR.L tracks Indxx Global Internet of Things Thematic v2 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.74% for IDTW.L and 0.60% for SNSR.L.

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