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MKUW.L vs. IDTW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MKUW.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc (MKUW.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MKUW.L achieves a 0.89% return, which is significantly lower than IDTW.L's 57.81% return.


MKUW.L

1D
1.09%
1M
-1.83%
6M
1.55%
YTD
0.89%
1Y
4.11%
3Y*
8.26%
5Y*
7.35%
10Y*

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

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


2026 (YTD)2025202420232022202120202019
MKUW.L
Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc
0.89%25.35%9.15%-8.87%5.99%28.57%-9.88%10.35%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
57.81%31.78%23.61%28.84%-29.55%28.51%34.35%10.13%

Correlation

The correlation between MKUW.L and IDTW.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2019

0.18

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Return for Risk

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

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

MKUW.L
MKUW.L Risk / Return Rank: 1818
Overall Rank
MKUW.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MKUW.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
MKUW.L Omega Ratio Rank: 1717
Omega Ratio Rank
MKUW.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
MKUW.L Martin Ratio Rank: 1919
Martin Ratio Rank

IDTW.L
IDTW.L Risk / Return Rank: 9393
Overall Rank
IDTW.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IDTW.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IDTW.L Omega Ratio Rank: 9191
Omega Ratio Rank
IDTW.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDTW.L Martin Ratio Rank: 9393
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc (MKUW.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.


MKUW.LIDTW.LDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-2.75

Omega ratioGain probability vs. loss probability

1.10

1.48

-0.38

Calmar ratioReturn relative to maximum drawdown

0.70

7.24

-6.54

Martin ratioReturn relative to average drawdown

1.63

19.11

-17.49

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

The current MKUW.L Sharpe Ratio is 0.51, which is lower than the IDTW.L Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of MKUW.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.


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Drawdowns

MKUW.L vs. IDTW.L - Drawdown Comparison

The maximum MKUW.L drawdown since its inception was -37.76%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for MKUW.L and IDTW.L.


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Drawdown Indicators


MKUW.LIDTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.76%

-60.07%

+22.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-11.44%

+3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-14.16%

-28.24%

+14.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.13%

-40.98%

+15.85%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

Current Drawdown

Current decline from peak

-2.89%

-11.06%

+8.17%

Average Drawdown

Average peak-to-trough decline

-9.42%

-12.59%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

4.34%

-1.10%

Volatility

MKUW.L vs. IDTW.L - Volatility Comparison

The current volatility for Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc (MKUW.L) is 2.12%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.69%. This indicates that MKUW.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


MKUW.LIDTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

11.69%

-9.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

24.41%

-16.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

27.97%

-17.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

23.91%

-11.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

22.38%

-5.88%

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

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


Dividends

MKUW.L vs. IDTW.L - Dividend Comparison

MKUW.L has not paid dividends to shareholders, while IDTW.L's dividend yield for the trailing twelve months is around 0.96%.


PositionTTM20252024202320222021202020192018201720162015
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%
MKUW.L
Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc
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


MKUW.L and IDTW.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

MKUW.L tracks Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc, while IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.50% for MKUW.L and 0.74% for IDTW.L.

Portfolio Optimizer

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