IWSZ.L vs. IDTK.L
IWSZ.L (iShares MSCI World Mid-Cap Equal Weight UCITS ETF) and IDTK.L (iShares MSCI Turkey UCITS ETF USD (Dist)) are both exchange-traded funds - IWSZ.L is a Mid Cap Blend Equities fund tracking the MSCI World Mid-Cap Equal Weighted Index, while IDTK.L is a Emerging Markets Equities fund tracking the MSCI Turkey - Net Returns. Both are passively managed. Over the past 10 years, IWSZ.L returned 8.35%/yr vs 1.48%/yr for IDTK.L. At a 0.37 correlation, their price movements are largely independent. IWSZ.L charges 0.30%/yr vs 0.74%/yr for IDTK.L.
Performance
IWSZ.L vs. IDTK.L - Performance Comparison
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Returns By Period
In the year-to-date period, IWSZ.L achieves a 7.23% return, which is significantly lower than IDTK.L's 16.16% return. Over the past 10 years, IWSZ.L has outperformed IDTK.L with an annualized return of 8.35%, while IDTK.L has yielded a comparatively lower 1.48% annualized return.
IWSZ.L
- 1D
- -0.45%
- 1M
- -0.02%
- 6M
- 4.58%
- YTD
- 7.23%
- 1Y
- 15.40%
- 3Y*
- 12.64%
- 5Y*
- 6.01%
- 10Y*
- 8.35%
IDTK.L
- 1D
- -1.76%
- 1M
- -4.64%
- 6M
- 1.66%
- YTD
- 16.16%
- 1Y
- 17.88%
- 3Y*
- 13.14%
- 5Y*
- 15.73%
- 10Y*
- 1.48%
IWSZ.L vs. IDTK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWSZ.L iShares MSCI World Mid-Cap Equal Weight UCITS ETF | 7.23% | 21.40% | 5.94% | 16.03% | -17.96% | 12.56% | 10.79% | 23.39% | -14.41% | 24.35% |
IDTK.L iShares MSCI Turkey UCITS ETF USD (Dist) | 16.16% | -3.80% | 17.64% | -6.83% | 89.97% | -28.16% | -9.47% | 10.81% | -41.67% | 37.23% |
Correlation
The correlation between IWSZ.L and IDTK.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.37 |
The correlation between IWSZ.L and IDTK.L shifts across timeframes, from 0.19 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWSZ.L vs. IDTK.L — Risk / Return Rank
IWSZ.L
IDTK.L
IWSZ.L vs. IDTK.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) and iShares MSCI Turkey UCITS ETF USD (Dist) (IDTK.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.
| IWSZ.L | IDTK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.15 | +0.47 |
| Martin ratioReturn relative to average drawdown | 6.01 | 2.60 | +3.41 |
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Drawdowns
IWSZ.L vs. IDTK.L - Drawdown Comparison
The maximum IWSZ.L drawdown since its inception was -38.11%, smaller than the maximum IDTK.L drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for IWSZ.L and IDTK.L.
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Drawdown Indicators
| IWSZ.L | IDTK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.11% | -76.41% | +38.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -15.47% | +5.98% |
Max Drawdown (3Y)Largest decline over 3 years | -14.12% | -32.38% | +18.26% |
Max Drawdown (5Y)Largest decline over 5 years | -30.13% | -32.38% | +2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -64.70% | +26.59% |
Current DrawdownCurrent decline from peak | -0.92% | -39.75% | +38.83% |
Average DrawdownAverage peak-to-trough decline | -6.81% | -44.36% | +37.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 6.86% | -4.30% |
Volatility
IWSZ.L vs. IDTK.L - Volatility Comparison
The current volatility for iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) is 3.25%, while iShares MSCI Turkey UCITS ETF USD (Dist) (IDTK.L) has a volatility of 5.58%. This indicates that IWSZ.L experiences smaller price fluctuations and is considered to be less risky than IDTK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWSZ.L | IDTK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 5.58% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 21.58% | -11.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 26.93% | -14.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 34.62% | -18.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 34.31% | -17.94% |
IWSZ.L vs. IDTK.L - Expense Ratio Comparison
IWSZ.L has a 0.30% expense ratio, which is lower than IDTK.L's 0.74% expense ratio.
Dividends
IWSZ.L vs. IDTK.L - Dividend Comparison
IWSZ.L has not paid dividends to shareholders, while IDTK.L's dividend yield for the trailing twelve months is around 1.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTK.L iShares MSCI Turkey UCITS ETF USD (Dist) | 1.85% | 1.75% | 2.47% | 3.13% | 1.97% | 3.81% | 0.59% | 2.45% | 4.77% | 1.88% | 2.07% | 2.57% |
IWSZ.L iShares MSCI World Mid-Cap Equal Weight 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
IWSZ.L and IDTK.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWSZ.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWSZ.L is cheaper with a 0.30% expense ratio, compared with 0.74% for IDTK.L.
IWSZ.L is categorized as Mid Cap Blend Equities, while IDTK.L is Emerging Markets Equities. IWSZ.L tracks MSCI World Mid-Cap Equal Weighted Index, while IDTK.L tracks MSCI Turkey - Net Returns. Their fees differ too: 0.30% for IWSZ.L and 0.74% for IDTK.L.
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