KROG.L vs. IDTW.L

Last updated Jul 16, 2026

KROG.L (Global X AgTech and Food Innovation UCITS ETF USD Accumulating) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both Technology Equities funds - KROG.L tracks the MSCI World/Information Tech NR USD while IDTW.L tracks the iShares MSCI Taiwan UCITS ETF USD (Dist). Both are passively managed. Over the past 3 years, KROG.L returned -1.78%/yr vs 38.65%/yr for IDTW.L. At a 0.28 correlation, their price movements are largely independent. KROG.L charges 0.50%/yr vs 0.74%/yr for IDTW.L.

Performance

KROG.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

KROG.L is traded in GBP, while IDTW.L is traded in USD. To make them comparable, the IDTW.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, KROG.L achieves a 14.63% return, which is significantly lower than IDTW.L's 60.13% return.

KROG.L

• 1D: 0.00%
• 1M: 0.85%
• 6M: 7.08%
• YTD: 14.63%
• 1Y: 9.66%
• 3Y*: -1.78%
• 5Y*: —
• 10Y*: —

IDTW.L

• 1D: 0.00%
• 1M: -5.60%
• 6M: 52.61%
• YTD: 60.13%
• 1Y: 85.79%
• 3Y*: 38.65%
• 5Y*: 20.64%
• 10Y*: 20.30%

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

KROG.L vs. IDTW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
KROG.L Global X AgTech and Food Innovation UCITS ETF USD Accumulating	14.63%	0.36%	-6.89%	-26.89%	-14.07%
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist)	60.13%	22.39%	25.77%	22.40%	-20.08%

Correlation

The correlation between KROG.L and IDTW.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022	0.28

The correlation between KROG.L and IDTW.L shifts across timeframes, from 0.15 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KROG.L vs. IDTW.L — Risk / Return Rank

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

KROG.L

KROG.L Risk / Return Rank: 22
KROG.L Sharpe Ratio Rank: 21
KROG.L Sortino Ratio Rank: 20
KROG.L Omega Ratio Rank: 20
KROG.L Calmar Ratio Rank: 28
KROG.L Martin Ratio Rank: 22

IDTW.L

IDTW.L Risk / Return Rank: 93
IDTW.L Sharpe Ratio Rank: 95
IDTW.L Sortino Ratio Rank: 91
IDTW.L Omega Ratio Rank: 91
IDTW.L Calmar Ratio Rank: 96
IDTW.L Martin Ratio Rank: 93

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.

KROG.L vs. IDTW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.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.

	KROG.L	IDTW.L	Difference
Sharpe ratio: Return per unit of total volatility	0.61	3.18	-2.56
Sortino ratio: Return per unit of downside risk	0.97	3.79	-2.82
Omega ratio: Gain probability vs. loss probability	1.12	1.52	-0.40
Calmar ratio: Return relative to maximum drawdown	1.18	7.56	-6.38
Martin ratio: Return relative to average drawdown	2.21	20.70	-18.49

KROG.L vs. IDTW.L - Sharpe Ratio Comparison

The current KROG.L Sharpe Ratio is 0.61, which is lower than the IDTW.L Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of KROG.L and IDTW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KROG.L vs. IDTW.L - Drawdown Comparison

The maximum KROG.L drawdown since its inception was -51.38%, which is greater than IDTW.L's maximum drawdown of -47.00%. Use the drawdown chart below to compare losses from any high point for KROG.L and IDTW.L.

Drawdown Indicators

	KROG.L	IDTW.L	Difference
Max Drawdown Largest peak-to-trough decline	-51.38%	-47.00%	-4.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.21%	-11.21%	+3.00%
Max Drawdown (3Y) Largest decline over 3 years	-28.00%	-29.91%	+1.91%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.18%	—
Current Drawdown Current decline from peak	-39.04%	-11.21%	-27.83%
Average Drawdown Average peak-to-trough decline	-34.46%	-9.11%	-25.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.38%	4.10%	+0.28%

Volatility

KROG.L vs. IDTW.L - Volatility Comparison

The current volatility for Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) is 4.18%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.22%. This indicates that KROG.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.

Volatility by Period

	KROG.L	IDTW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	11.22%	-7.04%
Volatility (6M) Calculated over the trailing 6-month period	12.61%	23.14%	-10.53%
Volatility (1Y) Calculated over the trailing 1-year period	15.88%	26.69%	-10.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.40%	22.44%	-3.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.40%	21.75%	-2.35%

KROG.L vs. IDTW.L - Expense Ratio Comparison

KROG.L has a 0.50% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.

Dividends

KROG.L vs. IDTW.L - Dividend Comparison

KROG.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%
KROG.L Global X AgTech and Food Innovation UCITS ETF USD Accumulating	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

Can I hold both KROG.L and IDTW.L in my portfolio?

KROG.L and IDTW.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KROG.L or IDTW.L?

On fees, KROG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KROG.L or IDTW.L?

KROG.L is cheaper with a 0.50% expense ratio, compared with 0.74% for IDTW.L.

What is the main difference between KROG.L and IDTW.L?

KROG.L tracks MSCI World/Information Tech NR USD, while IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist). They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for KROG.L and 0.74% for IDTW.L.