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IDTW.L vs. SUK2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTW.L vs. SUK2.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 L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc) (SUK2.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTW.L vs. SUK2.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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: 8888
Sortino Ratio Rank
IDTW.L Omega Ratio Rank: 8989
Omega Ratio Rank
IDTW.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDTW.L Martin Ratio Rank: 9292
Martin Ratio Rank

SUK2.L
SUK2.L Risk / Return Rank: 11
Overall Rank
SUK2.L Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SUK2.L Sortino Ratio Rank: 11
Sortino Ratio Rank
SUK2.L Omega Ratio Rank: 11
Omega Ratio Rank
SUK2.L Calmar Ratio Rank: 11
Calmar Ratio Rank
SUK2.L Martin Ratio Rank: 11
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. 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.LSUK2.LDifference
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

IDTW.L vs. SUK2.L - Sharpe Ratio Comparison

The current IDTW.L Sharpe Ratio is 2.58, which is higher than the SUK2.L Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of IDTW.L and SUK2.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. 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.LSUK2.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.46%

-98.60%

+84.14%

Average Drawdown

Average peak-to-trough decline

-12.59%

-85.88%

+73.29%

Ulcer Index

Depth 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.LSUK2.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IDTW.L and SUK2.L

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

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