IUIT.L vs. IDTW.L
IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both Technology Equities funds from iShares - IUIT.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, IUIT.L returned 25.50%/yr vs 20.33%/yr for IDTW.L. A 0.64 correlation means they provide meaningful diversification when combined. IUIT.L charges 0.15%/yr vs 0.74%/yr for IDTW.L.
Performance
IUIT.L vs. IDTW.L - Performance Comparison
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Returns By Period
In the year-to-date period, IUIT.L achieves a 17.06% return, which is significantly lower than IDTW.L's 57.81% return. Over the past 10 years, IUIT.L has outperformed IDTW.L with an annualized return of 25.50%, while IDTW.L has yielded a comparatively lower 20.33% annualized return.
IUIT.L
- 1D
- -0.78%
- 1M
- -2.95%
- 6M
- 19.62%
- YTD
- 17.06%
- 1Y
- 31.65%
- 3Y*
- 29.24%
- 5Y*
- 21.03%
- 10Y*
- 25.50%
IDTW.L
- 1D
- -1.85%
- 1M
- -6.53%
- 6M
- 50.70%
- YTD
- 57.81%
- 1Y
- 84.29%
- 3Y*
- 39.37%
- 5Y*
- 19.77%
- 10Y*
- 20.33%
IUIT.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 17.06% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 43.14% | 48.83% | -1.41% | 37.94% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 57.81% | 31.78% | 23.61% | 28.84% | -29.55% | 28.51% | 34.35% | 34.44% | -9.12% | 28.06% |
Correlation
The correlation between IUIT.L and IDTW.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.64 |
The correlation between IUIT.L and IDTW.L has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.
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Return for Risk
IUIT.L vs. IDTW.L — Risk / Return Rank
IUIT.L
IDTW.L
IUIT.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 (IUIT.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.
| IUIT.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.48 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 7.24 | -5.39 |
| Martin ratioReturn relative to average drawdown | 4.97 | 19.11 | -14.14 |
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Drawdowns
IUIT.L vs. IDTW.L - Drawdown Comparison
The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for IUIT.L and IDTW.L.
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Drawdown Indicators
| IUIT.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.46% | -60.07% | +26.61% |
Max Drawdown (1Y)Largest decline over 1 year | -17.03% | -11.44% | -5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -26.40% | -28.24% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -33.46% | -40.98% | +7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -33.46% | -40.98% | +7.52% |
Current DrawdownCurrent decline from peak | -7.85% | -11.06% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -12.59% | +6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.35% | 4.34% | +2.01% |
Volatility
IUIT.L vs. IDTW.L - Volatility Comparison
The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) is 7.15%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.69%. This indicates that IUIT.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
| IUIT.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 11.69% | -4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 17.59% | 24.41% | -6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.08% | 27.97% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.96% | 23.91% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.32% | 22.38% | -0.06% |
IUIT.L vs. IDTW.L - Expense Ratio Comparison
IUIT.L has a 0.15% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.
Dividends
IUIT.L vs. IDTW.L - Dividend Comparison
IUIT.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% |
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% |
Frequently Asked Questions
IUIT.L and IDTW.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.74% for IDTW.L.
IUIT.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 IUIT.L and 0.74% for IDTW.L.
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