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

Performance

ISDE.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.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, ISDE.L achieves a 38.21% return, which is significantly lower than IDTW.L's 51.77% return. Over the past 10 years, ISDE.L has underperformed IDTW.L with an annualized return of 10.80%, while IDTW.L has yielded a comparatively higher 19.92% annualized return.


ISDE.L

1D
-2.17%
1M
-15.35%
6M
28.14%
YTD
38.21%
1Y
66.38%
3Y*
23.97%
5Y*
9.96%
10Y*
10.80%

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

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


2026 (YTD)202520242023202220212020201920182017
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)
38.21%39.00%-3.54%14.04%-22.75%2.66%22.18%19.37%-17.23%41.70%
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%

Correlation

The correlation between ISDE.L and IDTW.L is 0.78, 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

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2007

0.71

The correlation between ISDE.L and IDTW.L has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

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Return for Risk

ISDE.L vs. IDTW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISDE.L
ISDE.L Risk / Return Rank: 8484
Overall Rank
ISDE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 8484
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 8585
Martin Ratio Rank

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
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.

ISDE.L vs. IDTW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.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.


ISDE.LIDTW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.39

1.43

-0.03

Calmar ratioReturn relative to maximum drawdown

3.56

5.05

-1.49

Martin ratioReturn relative to average drawdown

12.95

16.48

-3.53

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

The current ISDE.L Sharpe Ratio is 2.21, which is comparable to the IDTW.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of ISDE.L and IDTW.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

ISDE.L vs. IDTW.L - Drawdown Comparison

The maximum ISDE.L drawdown since its inception was -65.53%, which is greater than IDTW.L's maximum drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for ISDE.L and IDTW.L.


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Drawdown Indicators


ISDE.LIDTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-65.53%

-60.07%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-18.56%

-14.46%

-4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-28.24%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-32.16%

-40.98%

+8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.64%

-40.98%

+4.34%

Current Drawdown

Current decline from peak

-18.56%

-14.46%

-4.10%

Average Drawdown

Average peak-to-trough decline

-22.77%

-12.59%

-10.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

4.44%

+0.67%

Volatility

ISDE.L vs. IDTW.L - Volatility Comparison

iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a higher volatility of 14.06% compared to iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) at 12.06%. This indicates that ISDE.L's price experiences larger fluctuations and is considered to be riskier 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


ISDE.LIDTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.06%

12.06%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

27.81%

24.76%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

29.85%

28.27%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

23.97%

-3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

22.41%

-2.05%

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

ISDE.L has a 0.85% expense ratio, which is higher than IDTW.L's 0.74% expense ratio.


Dividends

ISDE.L vs. IDTW.L - Dividend Comparison

ISDE.L's dividend yield for the trailing twelve months is around 1.25%, more than IDTW.L's 0.99% yield.


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%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)
1.25%1.06%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%

Frequently Asked Questions


ISDE.L and IDTW.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDTW.L is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDTW.L is cheaper with a 0.74% expense ratio, compared with 0.85% for ISDE.L.

ISDE.L is categorized as Emerging Markets Equities, while IDTW.L is Technology Equities. ISDE.L tracks MSCI Emerging Markets Islamic Index, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). Their fees differ too: 0.85% for ISDE.L and 0.74% for IDTW.L.

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