ISDE.L vs. IDTW.L
ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both exchange-traded funds - ISDE.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Islamic Index, while IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD). Both are passively managed. Over the past 10 years, ISDE.L returned 10.80%/yr vs 19.92%/yr for IDTW.L. A 0.71 correlation means they provide meaningful diversification when combined. ISDE.L charges 0.85%/yr vs 0.74%/yr for IDTW.L.
Performance
ISDE.L vs. IDTW.L - Performance Comparison
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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%
ISDE.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ISDE.L
IDTW.L
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.L | IDTW.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -18.56% | -14.46% | -4.10% |
Average DrawdownAverage peak-to-trough decline | -22.77% | -12.59% | -10.18% |
Ulcer IndexDepth 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.L | IDTW.L | Difference | |
|---|---|---|---|
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.
| 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% |
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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