ITWN.L vs. SOXX
Compare and contrast key facts about iShares MSCI Taiwan UCITS ETF (ITWN.L) and iShares PHLX Semiconductor ETF (SOXX).
ITWN.L and SOXX 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. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both ITWN.L and SOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITWN.L or SOXX.
Correlation
The correlation between ITWN.L and SOXX is 0.45, 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.
Performance
ITWN.L vs. SOXX - Performance Comparison
Key characteristics
ITWN.L:
1.08
SOXX:
0.28
ITWN.L:
1.49
SOXX:
0.61
ITWN.L:
1.20
SOXX:
1.08
ITWN.L:
1.37
SOXX:
0.40
ITWN.L:
4.45
SOXX:
0.77
ITWN.L:
5.32%
SOXX:
12.99%
ITWN.L:
22.03%
SOXX:
35.26%
ITWN.L:
-48.27%
SOXX:
-70.21%
ITWN.L:
-3.73%
SOXX:
-15.30%
Returns By Period
In the year-to-date period, ITWN.L achieves a 1.00% return, which is significantly lower than SOXX's 3.94% return. Over the past 10 years, ITWN.L has underperformed SOXX with an annualized return of 14.62%, while SOXX has yielded a comparatively higher 22.81% annualized return.
ITWN.L
1.00%
-3.59%
7.08%
23.72%
16.82%
14.62%
SOXX
3.94%
-4.84%
-3.65%
6.24%
23.61%
22.81%
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ITWN.L vs. SOXX - Expense Ratio Comparison
ITWN.L has a 0.74% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
ITWN.L vs. SOXX — Risk-Adjusted Performance Rank
ITWN.L
SOXX
ITWN.L vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan UCITS ETF (ITWN.L) and iShares PHLX Semiconductor ETF (SOXX). 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.
Dividends
ITWN.L vs. SOXX - Dividend Comparison
ITWN.L's dividend yield for the trailing twelve months is around 1.36%, more than SOXX's 0.65% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITWN.L iShares MSCI Taiwan UCITS ETF | 1.36% | 1.37% | 2.14% | 3.54% | 1.33% | 1.83% | 2.28% | 2.72% | 2.74% | 2.86% | 3.23% | 1.40% |
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% |
Drawdowns
ITWN.L vs. SOXX - Drawdown Comparison
The maximum ITWN.L drawdown since its inception was -48.27%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ITWN.L and SOXX. For additional features, visit the drawdowns tool.
Volatility
ITWN.L vs. SOXX - Volatility Comparison
The current volatility for iShares MSCI Taiwan UCITS ETF (ITWN.L) is 8.45%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 10.40%. This indicates that ITWN.L experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.