ITWN.L vs. IUIT.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Taiwan UCITS ETF (ITWN.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).

ITWN.L and IUIT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITWN.L is a passively managed fund by iShares that tracks the performance of the MSCI Taiwan NR USD. It was launched on Oct 28, 2005. IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both ITWN.L and IUIT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ITWN.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Taiwan UCITS ETF (ITWN.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

ITWN.L vs. IUIT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITWN.L iShares MSCI Taiwan UCITS ETF	15.01%	22.61%	25.77%	21.84%	-21.08%	29.84%	29.40%	30.88%	-3.90%	16.56%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	-7.03%	14.17%	40.92%	51.48%	-20.73%	35.36%	38.94%	43.23%	4.43%	25.62%

Different Trading Currencies

ITWN.L is traded in GBp, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITWN.L achieves a 15.01% return, which is significantly higher than IUIT.L's -10.36% return. Over the past 10 years, ITWN.L has underperformed IUIT.L with an annualized return of 18.28%, while IUIT.L has yielded a comparatively higher 22.94% annualized return.

ITWN.L

• 1D: 3.80%
• 1M: -3.96%
• YTD: 15.01%
• 6M: 21.92%
• 1Y: 59.35%
• 3Y*: 25.07%
• 5Y*: 14.52%
• 10Y*: 18.28%

IUIT.L

• 1D: 0.00%
• 1M: -4.98%
• YTD: -10.36%
• 6M: -8.39%
• 1Y: 22.02%
• 3Y*: 22.40%
• 5Y*: 17.98%
• 10Y*: 22.94%

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

ITWN.L vs. IUIT.L - Expense Ratio Comparison

ITWN.L has a 0.74% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.

ITWN.L

iShares MSCI Taiwan UCITS ETF

IUIT.L

iShares S&P 500 Information Technology Sector UCITS ETF

Return for Risk

ITWN.L vs. IUIT.L — Risk / Return Rank

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

ITWN.L

ITWN.L Risk / Return Rank: 94
ITWN.L Sharpe Ratio Rank: 94
ITWN.L Sortino Ratio Rank: 94
ITWN.L Omega Ratio Rank: 92
ITWN.L Calmar Ratio Rank: 97
ITWN.L Martin Ratio Rank: 95

IUIT.L

IUIT.L Risk / Return Rank: 63
IUIT.L Sharpe Ratio Rank: 68
IUIT.L Sortino Ratio Rank: 70
IUIT.L Omega Ratio Rank: 62
IUIT.L Calmar Ratio Rank: 64
IUIT.L Martin Ratio Rank: 51

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.

ITWN.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan UCITS ETF (ITWN.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.

	ITWN.L	IUIT.L	Difference
Sharpe ratio Return per unit of total volatility	2.38	0.94	+1.44
Sortino ratio Return per unit of downside risk	2.97	1.42	+1.56
Omega ratio Gain probability vs. loss probability	1.42	1.19	+0.24
Calmar ratio Return relative to maximum drawdown	4.94	1.28	+3.66
Martin ratio Return relative to average drawdown	16.54	3.35	+13.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITWN.L vs. IUIT.L - Sharpe Ratio Comparison

The current ITWN.L Sharpe Ratio is 2.38, which is higher than the IUIT.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of ITWN.L and IUIT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ITWN.L	IUIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	0.94	+1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.80	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.94	1.06	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.07	-0.51

Correlation

The correlation between ITWN.L and IUIT.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ITWN.L vs. IUIT.L - Dividend Comparison

ITWN.L's dividend yield for the trailing twelve months is around 1.30%, while IUIT.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITWN.L iShares MSCI Taiwan UCITS ETF	1.30%	1.50%	1.37%	2.14%	3.54%	1.33%	1.83%	2.28%	2.72%	2.74%	2.86%	3.23%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ITWN.L vs. IUIT.L - Drawdown Comparison

The maximum ITWN.L drawdown since its inception was -48.27%, which is greater than IUIT.L's maximum drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for ITWN.L and IUIT.L.

Drawdown Indicators

	ITWN.L	IUIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.27%	-33.46%	-14.81%
Max Drawdown (1Y) Largest decline over 1 year	-16.63%	-17.03%	+0.40%
Max Drawdown (5Y) Largest decline over 5 years	-30.07%	-33.46%	+3.39%
Max Drawdown (10Y) Largest decline over 10 years	-30.07%	-33.46%	+3.39%
Current Drawdown Current decline from peak	-5.62%	-13.18%	+7.56%
Average Drawdown Average peak-to-trough decline	-9.24%	-6.08%	-3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	5.57%	-2.03%

Volatility

ITWN.L vs. IUIT.L - Volatility Comparison

iShares MSCI Taiwan UCITS ETF (ITWN.L) has a higher volatility of 7.38% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 4.80%. This indicates that ITWN.L's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITWN.L	IUIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.38%	4.80%	+2.58%
Volatility (6M) Calculated over the trailing 6-month period	16.32%	14.84%	+1.48%
Volatility (1Y) Calculated over the trailing 1-year period	24.88%	23.52%	+1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.67%	22.57%	-1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.25%	22.53%	-2.28%