IITU.L vs. IDTW.L
IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both Technology Equities funds from iShares - IITU.L tracks the S&P 500 Capped 35/20 Information Technology Index while IDTW.L tracks the iShares MSCI Taiwan UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, IITU.L returned 25.26%/yr vs 20.30%/yr for IDTW.L. A 0.59 correlation means they provide meaningful diversification when combined. IITU.L charges 0.15%/yr vs 0.74%/yr for IDTW.L.
Performance
IITU.L vs. IDTW.L - Performance Comparison
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Different Trading Currencies
IITU.L is traded in GBp, while IDTW.L is traded in USD. To make them comparable, the IDTW.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IITU.L achieves a 16.77% return, which is significantly lower than IDTW.L's 60.13% return. Over the past 10 years, IITU.L has outperformed IDTW.L with an annualized return of 25.26%, while IDTW.L has yielded a comparatively lower 20.30% annualized return.
IITU.L
- 1D
- -1.54%
- 1M
- -3.41%
- 6M
- 19.28%
- YTD
- 16.77%
- 1Y
- 30.62%
- 3Y*
- 28.08%
- 5Y*
- 21.55%
- 10Y*
- 25.26%
IDTW.L
- 1D
- 0.00%
- 1M
- -5.60%
- 6M
- 52.61%
- YTD
- 60.13%
- 1Y
- 85.79%
- 3Y*
- 38.65%
- 5Y*
- 20.64%
- 10Y*
- 20.30%
IITU.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 16.77% | 14.44% | 40.85% | 50.70% | -20.63% | 35.67% | 38.34% | 44.21% | 4.28% | 25.57% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 60.13% | 22.39% | 25.77% | 22.40% | -21.17% | 29.73% | 30.40% | 29.33% | -3.73% | 16.98% |
Correlation
The correlation between IITU.L and IDTW.L is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.59 |
The correlation between IITU.L and IDTW.L shifts across timeframes, from 0.59 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IITU.L vs. IDTW.L — Risk / Return Rank
IITU.L
IDTW.L
IITU.L vs. IDTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.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.
| IITU.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.52 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 7.56 | -5.74 |
| Martin ratioReturn relative to average drawdown | 4.40 | 20.70 | -16.30 |
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Drawdowns
IITU.L vs. IDTW.L - Drawdown Comparison
The maximum IITU.L drawdown since its inception was -41.09%, smaller than the maximum IDTW.L drawdown of -47.00%. Use the drawdown chart below to compare losses from any high point for IITU.L and IDTW.L.
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Drawdown Indicators
| IITU.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.09% | -47.00% | +5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -11.21% | -5.55% |
Max Drawdown (3Y)Largest decline over 3 years | -28.03% | -29.91% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -30.18% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -30.18% | +2.15% |
Current DrawdownCurrent decline from peak | -8.00% | -11.21% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -9.11% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.94% | 4.10% | +2.84% |
Volatility
IITU.L vs. IDTW.L - Volatility Comparison
The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) is 7.43%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.22%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than IDTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IITU.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 11.22% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 16.54% | 23.14% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 26.69% | -5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.39% | 22.44% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 21.75% | +1.96% |
IITU.L vs. IDTW.L - Expense Ratio Comparison
IITU.L has a 0.15% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.
Dividends
IITU.L vs. IDTW.L - Dividend Comparison
IITU.L has not paid dividends to shareholders, while IDTW.L's dividend yield for the trailing twelve months is around 0.96%.
| 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% |
IITU.L iShares S&P 500 Information Technology Sector 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
IITU.L and IDTW.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IITU.L is cheaper with a 0.15% expense ratio, compared with 0.74% for IDTW.L.
IITU.L tracks S&P 500 Capped 35/20 Information Technology Index, while IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist). Their fees differ too: 0.15% for IITU.L and 0.74% for IDTW.L.
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