SUK2.L vs. IDTW.L
SUK2.L (L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both Technology Equities funds - SUK2.L tracks the L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF while IDTW.L tracks the iShares MSCI Taiwan UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, SUK2.L returned -16.92%/yr vs 20.30%/yr for IDTW.L. At a correlation of -0.52, they often move in opposite directions. SUK2.L charges 0.60%/yr vs 0.74%/yr for IDTW.L.
Performance
SUK2.L vs. IDTW.L - Performance Comparison
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Different Trading Currencies
SUK2.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, SUK2.L achieves a -11.17% return, which is significantly lower than IDTW.L's 60.13% return. Over the past 10 years, SUK2.L has underperformed IDTW.L with an annualized return of -16.92%, while IDTW.L has yielded a comparatively higher 20.30% annualized return.
SUK2.L
- 1D
- 0.40%
- 1M
- -0.81%
- 6M
- -7.00%
- YTD
- -11.17%
- 1Y
- -26.96%
- 3Y*
- -19.46%
- 5Y*
- -17.40%
- 10Y*
- -16.92%
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%
SUK2.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUK2.L L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF | -11.17% | -32.13% | -6.81% | -6.41% | -13.97% | -32.73% | -1.17% | -29.96% | 15.40% | -23.23% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 60.13% | 22.39% | 25.77% | 22.40% | -21.17% | 29.73% | 30.40% | 29.33% | -3.73% | 16.98% |
Correlation
The correlation between SUK2.L and IDTW.L is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2009 | -0.52 |
Over the past year, the inverse relationship between SUK2.L and IDTW.L has weakened: their correlation has moved from -0.52 to -0.27, meaning they move in opposite directions less often than they have historically.
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Return for Risk
SUK2.L vs. IDTW.L — Risk / Return Rank
SUK2.L
IDTW.L
SUK2.L vs. IDTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF (SUK2.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.
| SUK2.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.36 | ||
| Sortino ratioReturn per unit of downside risk | -5.53 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.52 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 7.56 | -8.43 |
| Martin ratioReturn relative to average drawdown | -1.37 | 20.70 | -22.07 |
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Drawdowns
SUK2.L vs. IDTW.L - Drawdown Comparison
The maximum SUK2.L drawdown since its inception was -98.38%, 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 SUK2.L and IDTW.L.
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Drawdown Indicators
| SUK2.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.38% | -47.00% | -51.38% |
Max Drawdown (1Y)Largest decline over 1 year | -31.12% | -11.21% | -19.91% |
Max Drawdown (3Y)Largest decline over 3 years | -52.62% | -29.91% | -22.71% |
Max Drawdown (5Y)Largest decline over 5 years | -65.37% | -30.18% | -35.19% |
Max Drawdown (10Y)Largest decline over 10 years | -86.18% | -30.18% | -56.00% |
Current DrawdownCurrent decline from peak | -98.28% | -11.21% | -87.07% |
Average DrawdownAverage peak-to-trough decline | -84.98% | -9.11% | -75.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.11% | 4.10% | +15.01% |
Volatility
SUK2.L vs. IDTW.L - Volatility Comparison
The current volatility for L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF (SUK2.L) is 5.99%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.22%. This indicates that SUK2.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
| SUK2.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 11.22% | -5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 19.46% | 23.14% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.52% | 26.69% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.53% | 22.44% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.98% | 21.75% | +8.23% |
SUK2.L vs. IDTW.L - Expense Ratio Comparison
SUK2.L has a 0.60% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.
Dividends
SUK2.L vs. IDTW.L - Dividend Comparison
SUK2.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% |
SUK2.L L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF | 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
SUK2.L and IDTW.L have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUK2.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUK2.L is cheaper with a 0.60% expense ratio, compared with 0.74% for IDTW.L.
SUK2.L tracks L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF, while IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist). They also come from different issuers: L&G and iShares. Their fees differ too: 0.60% for SUK2.L and 0.74% for IDTW.L.
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