SUSM.L vs. IDTW.L
SUSM.L (iShares MSCI EM SRI UCITS ETF USD (Acc)) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both exchange-traded funds - SUSM.L is a Emerging Markets Equities fund tracking the MSCI EM SRI Select Reduced Fossil Fuel 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 10 years, SUSM.L returned 7.09%/yr vs 19.92%/yr for IDTW.L. A 0.78 correlation means they provide meaningful diversification when combined. SUSM.L charges 0.25%/yr vs 0.74%/yr for IDTW.L.
Performance
SUSM.L vs. IDTW.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUSM.L achieves a 8.75% return, which is significantly lower than IDTW.L's 51.77% return. Over the past 10 years, SUSM.L has underperformed IDTW.L with an annualized return of 7.09%, while IDTW.L has yielded a comparatively higher 19.92% annualized return.
SUSM.L
- 1D
- -1.97%
- 1M
- -7.69%
- 6M
- 4.50%
- YTD
- 8.75%
- 1Y
- 21.54%
- 3Y*
- 13.55%
- 5Y*
- 3.01%
- 10Y*
- 7.09%
IDTW.L
- 1D
- -3.99%
- 1M
- -10.58%
- 6M
- 42.72%
- YTD
- 51.77%
- 1Y
- 73.35%
- 3Y*
- 37.69%
- 5Y*
- 18.84%
- 10Y*
- 19.92%
SUSM.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSM.L iShares MSCI EM SRI UCITS ETF USD (Acc) | 8.75% | 32.23% | 4.76% | 1.17% | -18.34% | -1.05% | 19.02% | 14.88% | -10.27% | 34.67% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 51.77% | 31.78% | 23.61% | 28.84% | -29.55% | 28.51% | 34.35% | 34.44% | -9.12% | 28.06% |
Correlation
The correlation between SUSM.L and IDTW.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2016 | 0.78 |
The correlation between SUSM.L and IDTW.L has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SUSM.L vs. IDTW.L — Risk / Return Rank
SUSM.L
IDTW.L
SUSM.L vs. IDTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.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.
| SUSM.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.43 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 5.05 | -3.30 |
| Martin ratioReturn relative to average drawdown | 5.35 | 16.48 | -11.13 |
Loading charts...
Drawdowns
SUSM.L vs. IDTW.L - Drawdown Comparison
The maximum SUSM.L drawdown since its inception was -40.77%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for SUSM.L and IDTW.L.
Loading charts...
Drawdown Indicators
| SUSM.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.77% | -60.07% | +19.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -14.46% | +2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -28.24% | +8.89% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -40.98% | +7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -40.77% | -40.98% | +0.21% |
Current DrawdownCurrent decline from peak | -9.30% | -14.46% | +5.16% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -12.59% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 4.44% | -0.43% |
Volatility
SUSM.L vs. IDTW.L - Volatility Comparison
The current volatility for iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) is 8.05%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 12.06%. This indicates that SUSM.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.
Loading charts...
Volatility by Period
| SUSM.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 12.06% | -4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 18.19% | 24.76% | -6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.49% | 28.27% | -7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 23.97% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.32% | 22.41% | -2.09% |
SUSM.L vs. IDTW.L - Expense Ratio Comparison
SUSM.L has a 0.25% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.
Dividends
SUSM.L vs. IDTW.L - Dividend Comparison
SUSM.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% |
SUSM.L iShares MSCI EM SRI 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
SUSM.L and IDTW.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUSM.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSM.L is cheaper with a 0.25% expense ratio, compared with 0.74% for IDTW.L.
SUSM.L is categorized as Emerging Markets Equities, while IDTW.L is Technology Equities. SUSM.L tracks MSCI EM SRI Select Reduced Fossil Fuel Index, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). Their fees differ too: 0.25% for SUSM.L and 0.74% for IDTW.L.
Find the right allocation for SUSM.L and IDTW.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer