IDTW.L vs. SUK2.L
IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) and SUK2.L (L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc)) are both exchange-traded funds - IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD), while SUK2.L is a Inverse Equities fund tracking the FTSE 100 Daily Super Short Strategy Index. Both are passively managed. Over the past 10 years, IDTW.L returned 19.92%/yr vs -16.85%/yr for SUK2.L. At a correlation of -0.44, they often move in opposite directions. IDTW.L charges 0.74%/yr vs 0.60%/yr for SUK2.L.
Performance
IDTW.L vs. SUK2.L - Performance Comparison
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Different Trading Currencies
IDTW.L is traded in USD, while SUK2.L is traded in GBp. To make them comparable, the SUK2.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 51.77% return, which is significantly higher than SUK2.L's -12.76% return. Over the past 10 years, IDTW.L has outperformed SUK2.L with an annualized return of 19.92%, while SUK2.L has yielded a comparatively lower -16.85% 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%
SUK2.L
- 1D
- -0.64%
- 1M
- -0.06%
- 6M
- -7.23%
- YTD
- -12.76%
- 1Y
- -27.76%
- 3Y*
- -18.78%
- 5Y*
- -18.06%
- 10Y*
- -16.85%
IDTW.L vs. SUK2.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% |
SUK2.L L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc) | -12.76% | -27.00% | -8.36% | -1.47% | -23.17% | -33.34% | 1.85% | -27.15% | 8.87% | -15.92% |
Correlation
The correlation between IDTW.L and SUK2.L is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2009 | -0.44 |
Over the past year, the inverse relationship between IDTW.L and SUK2.L has weakened: their correlation has moved from -0.44 to -0.17, meaning they move in opposite directions less often than they have historically.
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Return for Risk
IDTW.L vs. SUK2.L — Risk / Return Rank
IDTW.L
SUK2.L
IDTW.L vs. SUK2.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 L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc) (SUK2.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 | SUK2.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.79 | ||
| Sortino ratioReturn per unit of downside risk | +4.97 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.80 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | -0.91 | +5.96 |
| Martin ratioReturn relative to average drawdown | 16.48 | -1.43 | +17.91 |
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Drawdowns
IDTW.L vs. SUK2.L - Drawdown Comparison
The maximum IDTW.L drawdown since its inception was -60.07%, smaller than the maximum SUK2.L drawdown of -98.65%. Use the drawdown chart below to compare losses from any high point for IDTW.L and SUK2.L.
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Drawdown Indicators
| IDTW.L | SUK2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.07% | -98.65% | +38.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -30.34% | +15.88% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | -49.91% | +21.67% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -65.86% | +24.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -85.34% | +44.36% |
Current DrawdownCurrent decline from peak | -14.46% | -98.60% | +84.14% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -85.88% | +73.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 19.38% | -14.94% |
Volatility
IDTW.L vs. SUK2.L - Volatility Comparison
iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a higher volatility of 12.06% compared to L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc) (SUK2.L) at 5.99%. This indicates that IDTW.L's price experiences larger fluctuations and is considered to be riskier than SUK2.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 | SUK2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.06% | 5.99% | +6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 19.39% | +5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.27% | 22.87% | +5.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 25.52% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.41% | 30.86% | -8.45% |
IDTW.L vs. SUK2.L - Expense Ratio Comparison
IDTW.L has a 0.74% expense ratio, which is higher than SUK2.L's 0.60% expense ratio.
Dividends
IDTW.L vs. SUK2.L - Dividend Comparison
IDTW.L's dividend yield for the trailing twelve months is around 0.99%, while SUK2.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% |
SUK2.L L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (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 SUK2.L have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUK2.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUK2.L is cheaper with a 0.60% expense ratio, compared with 0.74% for IDTW.L.
IDTW.L is categorized as Technology Equities, while SUK2.L is Inverse Equities. IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD), while SUK2.L tracks FTSE 100 Daily Super Short Strategy Index. They also come from different issuers: iShares and L&G. Their fees differ too: 0.74% for IDTW.L and 0.60% for SUK2.L.
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