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SHLD.L vs. HTWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHLD.L vs. HTWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Digital Security UCITS ETF USD Dist (SHLD.L) and HSBC MSCI Taiwan Capped UCITS ETF (HTWD.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, SHLD.L achieves a 17.77% return, which is significantly lower than HTWD.L's 57.53% return.


SHLD.L

1D
0.11%
1M
3.71%
6M
17.56%
YTD
17.77%
1Y
25.07%
3Y*
19.63%
5Y*
9.32%
10Y*

HTWD.L

1D
-1.68%
1M
-6.47%
6M
50.40%
YTD
57.53%
1Y
84.50%
3Y*
40.11%
5Y*
20.24%
10Y*
20.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD.L vs. HTWD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SHLD.L
iShares Digital Security UCITS ETF USD Dist
17.77%11.51%16.55%33.91%-29.11%16.50%27.22%28.27%-1.78%
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF
57.53%32.26%25.40%28.98%-29.41%27.78%36.62%33.56%2.67%

Correlation

The correlation between SHLD.L and HTWD.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.56

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

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2018

0.62

The correlation between SHLD.L and HTWD.L shifts across timeframes, from 0.50 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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HSBC MSCI Taiwan Capped UCITS ETF

Return for Risk

SHLD.L vs. HTWD.L — Risk / Return Rank

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

SHLD.L
SHLD.L Risk / Return Rank: 4242
Overall Rank
SHLD.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SHLD.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
SHLD.L Omega Ratio Rank: 3737
Omega Ratio Rank
SHLD.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SHLD.L Martin Ratio Rank: 3838
Martin Ratio Rank

HTWD.L
HTWD.L Risk / Return Rank: 9494
Overall Rank
HTWD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HTWD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
HTWD.L Omega Ratio Rank: 9292
Omega Ratio Rank
HTWD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
HTWD.L Martin Ratio Rank: 9494
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.

SHLD.L vs. HTWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD Dist (SHLD.L) and HSBC MSCI Taiwan Capped UCITS ETF (HTWD.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.


SHLD.LHTWD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratioReturn relative to maximum drawdown

2.23

7.40

-5.17

Martin ratioReturn relative to average drawdown

4.84

20.03

-15.19

SHLD.L vs. HTWD.L - Sharpe Ratio Comparison

The current SHLD.L Sharpe Ratio is 1.18, which is lower than the HTWD.L Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of SHLD.L and HTWD.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

SHLD.L vs. HTWD.L - Drawdown Comparison

The maximum SHLD.L drawdown since its inception was -36.07%, smaller than the maximum HTWD.L drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for SHLD.L and HTWD.L.


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Drawdown Indicators


SHLD.LHTWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.07%

-41.06%

+4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-11.22%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-22.72%

-28.22%

+5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-36.07%

-41.06%

+4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-41.06%

Current Drawdown

Current decline from peak

-4.38%

-10.43%

+6.05%

Average Drawdown

Average peak-to-trough decline

-9.27%

-9.65%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

4.16%

+1.11%

Volatility

SHLD.L vs. HTWD.L - Volatility Comparison

The current volatility for iShares Digital Security UCITS ETF USD Dist (SHLD.L) is 7.42%, while HSBC MSCI Taiwan Capped UCITS ETF (HTWD.L) has a volatility of 10.99%. This indicates that SHLD.L experiences smaller price fluctuations and is considered to be less risky than HTWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHLD.LHTWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

10.99%

-3.57%

Volatility (6M)

Calculated over the trailing 6-month period

18.10%

23.75%

-5.65%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

27.32%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

23.58%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

21.64%

-0.41%

SHLD.L vs. HTWD.L - Expense Ratio Comparison

SHLD.L has a 0.40% expense ratio, which is lower than HTWD.L's 0.50% expense ratio.


Dividends

SHLD.L vs. HTWD.L - Dividend Comparison

SHLD.L's dividend yield for the trailing twelve months is around 0.35%, less than HTWD.L's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF
1.04%1.53%1.18%2.73%3.31%1.13%1.69%2.08%2.79%1.37%2.64%2.65%
SHLD.L
iShares Digital Security UCITS ETF USD Dist
0.35%0.39%0.48%0.43%0.63%0.66%0.84%1.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SHLD.L and HTWD.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHLD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHLD.L is cheaper with a 0.40% expense ratio, compared with 0.50% for HTWD.L.

SHLD.L tracks iShares Digital Security UCITS ETF USD Dist, while HTWD.L tracks HSBC MSCI Taiwan Capped UCITS ETF. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.40% for SHLD.L and 0.50% for HTWD.L.

Portfolio Optimizer

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