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

Performance

VPNG.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating (VPNG.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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Different Trading Currencies

VPNG.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, VPNG.L achieves a 35.66% return, which is significantly lower than IDTW.L's 60.13% return.


VPNG.L

1D
0.00%
1M
-9.71%
6M
23.38%
YTD
35.66%
1Y
52.20%
3Y*
27.01%
5Y*
10Y*

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

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


2026 (YTD)20252024202320222021
VPNG.L
Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating
35.66%20.65%15.20%11.28%-22.01%1.90%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
60.13%22.39%25.77%22.40%-21.17%1.22%

Correlation

The correlation between VPNG.L and IDTW.L is 0.66, 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

0.66

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

0.57

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2021

0.54

The correlation between VPNG.L and IDTW.L shifts across timeframes, from 0.54 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

VPNG.L
VPNG.L Risk / Return Rank: 8080
Overall Rank
VPNG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VPNG.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
VPNG.L Omega Ratio Rank: 7575
Omega Ratio Rank
VPNG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPNG.L Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating (VPNG.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.


VPNG.LIDTW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.36

1.52

-0.16

Calmar ratioReturn relative to maximum drawdown

3.69

7.56

-3.88

Martin ratioReturn relative to average drawdown

10.68

20.70

-10.02

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

The current VPNG.L Sharpe Ratio is 2.19, which is lower than the IDTW.L Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of VPNG.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

VPNG.L vs. IDTW.L - Drawdown Comparison

The maximum VPNG.L drawdown since its inception was -26.74%, smaller than the maximum IDTW.L drawdown of -47.00%. Use the drawdown chart below to compare losses from any high point for VPNG.L and IDTW.L.


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Drawdown Indicators


VPNG.LIDTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.74%

-47.00%

+20.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-11.21%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-29.91%

+3.17%

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

-12.37%

-11.21%

-1.16%

Average Drawdown

Average peak-to-trough decline

-11.39%

-9.11%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

4.10%

+0.80%

Volatility

VPNG.L vs. IDTW.L - Volatility Comparison

The current volatility for Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating (VPNG.L) is 7.87%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 11.22%. This indicates that VPNG.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


VPNG.LIDTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

11.22%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

23.14%

-6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

24.06%

26.69%

-2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.01%

22.44%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

21.75%

-0.74%

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

VPNG.L has a 0.50% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.


Dividends

VPNG.L vs. IDTW.L - Dividend Comparison

VPNG.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%
VPNG.L
Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating
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


VPNG.L and IDTW.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VPNG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VPNG.L is cheaper with a 0.50% expense ratio, compared with 0.74% for IDTW.L.

VPNG.L tracks Solactive Data Center REITs & Digital Infrastructure v2 Index, while IDTW.L tracks iShares MSCI Taiwan UCITS ETF USD (Dist). They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for VPNG.L and 0.74% for IDTW.L.

Portfolio Optimizer

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