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

SNSR.L vs. IDTW.L

Last updated Jul 16, 2026
Documentation

SNSR.L (Global X Internet of Things UCITS ETF USD Acc) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both Technology Equities funds - SNSR.L tracks the Global X Internet of Things UCITS ETF USD Acc while IDTW.L tracks the iShares MSCI Taiwan UCITS ETF USD (Dist). Both are passively managed. Over the past 3 years, SNSR.L returned 10.04%/yr vs 39.37%/yr for IDTW.L. A 0.69 correlation means they provide meaningful diversification when combined.

Performance

SNSR.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things UCITS ETF USD Acc (SNSR.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, SNSR.L achieves a 25.01% return, which is significantly lower than IDTW.L's 57.81% return.

SNSR.L

1D
-0.68%
1M
-9.96%
6M
22.46%
YTD
25.01%
1Y
22.63%
3Y*
10.04%
5Y*
—
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)

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

2026 (YTD)20252024202320222021
SNSR.L
Global X Internet of Things UCITS ETF USD Acc		25.01%6.74%-0.81%23.59%-25.30%-2.76%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)		57.81%31.78%23.61%28.84%-29.55%3.96%

Correlation

The correlation between SNSR.L and IDTW.L is 0.70, 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

0.70

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

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.69

The correlation between SNSR.L and IDTW.L has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.

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Global X Internet of Things UCITS ETF USD Acc

iShares MSCI Taiwan UCITS ETF USD (Dist)

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNSR.L
SNSR.L Risk / Return Rank: 3434
Overall Rank
SNSR.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SNSR.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SNSR.L Omega Ratio Rank: 3131
Omega Ratio Rank
SNSR.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
SNSR.L Martin Ratio Rank: 3535
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things UCITS ETF USD Acc (SNSR.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.

SNSR.LIDTW.LDifference
Sharpe ratioReturn per unit of total volatility
0.96
2.96

-2.00

Sortino ratioReturn per unit of downside risk
1.47
3.56

-2.09

Omega ratioGain probability vs. loss probability

1.18

1.48

-0.30

Calmar ratioReturn relative to maximum drawdown

1.73

7.24

-5.52

Martin ratioReturn relative to average drawdown

4.35

19.11

-14.77

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

The current SNSR.L Sharpe Ratio is 0.96, which is lower than the IDTW.L Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of SNSR.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

SNSR.L vs. IDTW.L - Drawdown Comparison

The maximum SNSR.L drawdown since its inception was -38.29%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for SNSR.L and IDTW.L.

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Drawdown Indicators

SNSR.LIDTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-60.07%

+21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

-11.44%

-2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-28.57%

-28.24%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

—

-40.98%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.98%

—

Current Drawdown

Current decline from peak

-13.17%

-11.06%

-2.11%

Average Drawdown

Average peak-to-trough decline

-14.27%

-12.59%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

4.34%

+1.16%

Volatility

SNSR.L vs. IDTW.L - Volatility Comparison

The current volatility for Global X Internet of Things UCITS ETF USD Acc (SNSR.L) is 9.08%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.69%. This indicates that SNSR.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

SNSR.LIDTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

11.69%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

20.67%

24.41%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

27.97%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.56%

23.91%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.56%

22.38%

+2.18%

Dividends

SNSR.L vs. IDTW.L - Dividend Comparison

SNSR.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%
SNSR.L
Global X Internet of Things 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

SNSR.L and IDTW.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNSR.L tracks Global X Internet of Things UCITS ETF USD Acc, while IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist). They also come from different issuers: Global X and iShares.

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