R1GB.L vs. IDTW.L

Last updated Jul 18, 2026

R1GB.L (iShares Russell 1000 Growth UCITS ETF USD Acc) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both exchange-traded funds - R1GB.L is a Large Cap Growth Equities fund tracking the Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index, while IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD). Both are passively managed. Over the past year, R1GB.L returned 12.02% vs 72.88% for IDTW.L. A 0.60 correlation means they provide meaningful diversification when combined. R1GB.L charges 0.18%/yr vs 0.74%/yr for IDTW.L.

Performance

R1GB.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.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

R1GB.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, R1GB.L achieves a 2.35% return, which is significantly lower than IDTW.L's 51.98% return.

R1GB.L

• 1D: 0.00%
• 1M: -1.51%
• 6M: 2.88%
• YTD: 2.35%
• 1Y: 12.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDTW.L

• 1D: -3.83%
• 1M: -11.68%
• 6M: 41.89%
• YTD: 51.98%
• 1Y: 72.88%
• 3Y*: 36.25%
• 5Y*: 19.38%
• 10Y*: 19.60%

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

R1GB.L vs. IDTW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
R1GB.L iShares Russell 1000 Growth UCITS ETF USD Acc	2.35%	9.47%	-13.92%
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist)	51.98%	22.39%	0.63%

Correlation

The correlation between R1GB.L and IDTW.L is 0.59, 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	0.59
Correlation (All Time) Calculated using the full available price history since Jul 8, 2024	0.60

The correlation between R1GB.L and IDTW.L has been stable across timeframes, ranging from 0.59 to 0.60 - a consistent structural relationship.

Return for Risk

R1GB.L vs. IDTW.L — Risk / Return Rank

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

R1GB.L

R1GB.L Risk / Return Rank: 24
R1GB.L Sharpe Ratio Rank: 26
R1GB.L Sortino Ratio Rank: 26
R1GB.L Omega Ratio Rank: 25
R1GB.L Calmar Ratio Rank: 22
R1GB.L Martin Ratio Rank: 22

IDTW.L

IDTW.L Risk / Return Rank: 91
IDTW.L Sharpe Ratio Rank: 93
IDTW.L Sortino Ratio Rank: 88
IDTW.L Omega Ratio Rank: 89
IDTW.L Calmar Ratio Rank: 94
IDTW.L Martin Ratio Rank: 92

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.

R1GB.L vs. IDTW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.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.

	R1GB.L	IDTW.L	Difference
Sharpe ratio: Return per unit of total volatility	0.76	2.69	-1.93
Sortino ratio: Return per unit of downside risk	1.13	3.30	-2.17
Omega ratio: Gain probability vs. loss probability	1.14	1.44	-0.30
Calmar ratio: Return relative to maximum drawdown	0.77	4.61	-3.84
Martin ratio: Return relative to average drawdown	2.05	17.16	-15.11

R1GB.L vs. IDTW.L - Sharpe Ratio Comparison

The current R1GB.L Sharpe Ratio is 0.76, which is lower than the IDTW.L Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of R1GB.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

R1GB.L vs. IDTW.L - Drawdown Comparison

The maximum R1GB.L drawdown since its inception was -33.43%, smaller than the maximum IDTW.L drawdown of -47.00%. Use the drawdown chart below to compare losses from any high point for R1GB.L and IDTW.L.

Drawdown Indicators

	R1GB.L	IDTW.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.43%	-47.00%	+13.57%
Max Drawdown (1Y) Largest decline over 1 year	-15.75%	-15.73%	-0.02%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.91%	—
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	-5.21%	-15.73%	+10.52%
Average Drawdown Average peak-to-trough decline	-14.68%	-9.11%	-5.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.87%	4.23%	+1.64%

Volatility

R1GB.L vs. IDTW.L - Volatility Comparison

The current volatility for iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) is 6.08%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.44%. This indicates that R1GB.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

	R1GB.L	IDTW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.08%	11.44%	-5.36%
Volatility (6M) Calculated over the trailing 6-month period	11.72%	23.56%	-11.84%
Volatility (1Y) Calculated over the trailing 1-year period	15.98%	27.04%	-11.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.38%	22.51%	+1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.38%	21.79%	+2.59%

R1GB.L vs. IDTW.L - Expense Ratio Comparison

R1GB.L has a 0.18% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.

Dividends

R1GB.L vs. IDTW.L - Dividend Comparison

R1GB.L has not paid dividends to shareholders, while IDTW.L's dividend yield for the trailing twelve months is around 0.99%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist)	0.99%	1.51%	1.43%	2.09%	3.39%	1.35%	1.73%	2.15%	2.78%	2.70%	3.10%	3.33%
R1GB.L iShares Russell 1000 Growth 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

Can I hold both R1GB.L and IDTW.L in my portfolio?

R1GB.L and IDTW.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, R1GB.L or IDTW.L?

On fees, R1GB.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, R1GB.L or IDTW.L?

R1GB.L is cheaper with a 0.18% expense ratio, compared with 0.74% for IDTW.L.

What is the main difference between R1GB.L and IDTW.L?

R1GB.L is categorized as Large Cap Growth Equities, while IDTW.L is Technology Equities. R1GB.L tracks Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). Their fees differ too: 0.18% for R1GB.L and 0.74% for IDTW.L.