XDWT.L vs. IDTW.L

Last updated Jul 21, 2026

XDWT.L (Xtrackers MSCI World Information Technology UCITS ETF 1C) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both Technology Equities funds - XDWT.L tracks the MSCI World Information Technology 20/35 Custom Index while IDTW.L tracks the MSCI Taiwan 20/35 Index (Net) (USD). Both are passively managed. Over the past 10 years, XDWT.L returned 23.06%/yr vs 19.92%/yr for IDTW.L. A 0.60 correlation means they provide meaningful diversification when combined. XDWT.L charges 0.25%/yr vs 0.74%/yr for IDTW.L.

Performance

XDWT.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDWT.L achieves a 16.10% return, which is significantly lower than IDTW.L's 51.96% return. Over the past 10 years, XDWT.L has outperformed IDTW.L with an annualized return of 23.06%, while IDTW.L has yielded a comparatively lower 19.92% annualized return.

XDWT.L

• 1D: 1.02%
• 1M: -4.89%
• 6M: 18.68%
• YTD: 16.10%
• 1Y: 28.98%
• 3Y*: 27.55%
• 5Y*: 17.91%
• 10Y*: 23.06%
• ALL TIME*: 18.70%

IDTW.L

• 1D: 0.13%
• 1M: -11.51%
• 6M: 42.30%
• YTD: 51.96%
• 1Y: 74.29%
• 3Y*: 39.09%
• 5Y*: 19.32%
• 10Y*: 19.92%
• ALL TIME*: 12.04%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	16.10%	22.42%	33.89%	54.83%	-31.38%	29.86%	44.46%	46.27%	-3.14%	37.72%
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist)	51.96%	31.78%	23.61%	28.84%	-29.55%	28.51%	34.35%	34.44%	-9.12%	28.06%

Correlation

The correlation between XDWT.L and IDTW.L is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010	0.60

The correlation between XDWT.L and IDTW.L shifts across timeframes, from 0.60 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

XDWT.L vs. IDTW.L - Sectors Allocation Comparison

Sectors	XDWT.L	IDTW.L
Technology	98.8%	80.4%
Communication Services	0.7%	1.3%
Industrials	0.2%	1.6%
Financial Services	0.1%	11.9%
Healthcare	0.1%	0.7%
Energy	0.1%	-
Basic Materials	-	2.3%
Consumer Cyclical	-	1.1%
Consumer Defensive	-	0.7%
Real Estate	-	-
Utilities	-	-

Return for Risk

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

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

XDWT.L

XDWT.L Risk / Return Rank: 46
XDWT.L Sharpe Ratio Rank: 49
XDWT.L Sortino Ratio Rank: 49
XDWT.L Omega Ratio Rank: 46
XDWT.L Calmar Ratio Rank: 44
XDWT.L Martin Ratio Rank: 39

IDTW.L

IDTW.L Risk / Return Rank: 92
IDTW.L Sharpe Ratio Rank: 93
IDTW.L Sortino Ratio Rank: 89
IDTW.L Omega Ratio Rank: 90
IDTW.L Calmar Ratio Rank: 94
IDTW.L Martin Ratio Rank: 92

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.

	XDWT.L	IDTW.L	Difference
Sharpe ratio: Return per unit of total volatility	1.30	2.62	-1.32
Sortino ratio: Return per unit of downside risk	1.87	3.21	-1.34
Omega ratio: Gain probability vs. loss probability	1.23	1.43	-0.20
Calmar ratio: Return relative to maximum drawdown	1.71	5.11	-3.40
Martin ratio: Return relative to average drawdown	4.62	16.36	-11.74

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

The current XDWT.L Sharpe Ratio is 1.30, which is lower than the IDTW.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of XDWT.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.

Drawdowns

XDWT.L vs. IDTW.L - Drawdown Comparison

The maximum XDWT.L drawdown since its inception was -35.99%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for XDWT.L and IDTW.L.

Drawdown Indicators

	XDWT.L	IDTW.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.99%	-60.07%	+24.08%
Max Drawdown (1Y) Largest decline over 1 year	-16.86%	-14.46%	-2.40%
Max Drawdown (3Y) Largest decline over 3 years	-26.10%	-28.24%	+2.14%
Max Drawdown (5Y) Largest decline over 5 years	-35.99%	-40.98%	+4.99%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	-40.98%	+4.99%
Current Drawdown Current decline from peak	-8.94%	-14.35%	+5.41%
Average Drawdown Average peak-to-trough decline	-5.62%	-12.59%	+6.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.26%	4.52%	+1.74%

Volatility

XDWT.L vs. IDTW.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) is 7.71%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 12.08%. This indicates that XDWT.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.

Volatility by Period

	XDWT.L	IDTW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.71%	12.08%	-4.37%
Volatility (6M) Calculated over the trailing 6-month period	17.85%	24.76%	-6.91%
Volatility (1Y) Calculated over the trailing 1-year period	22.26%	28.28%	-6.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.90%	23.96%	-0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.01%	22.42%	-0.41%

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

XDWT.L has a 0.25% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.

Dividends

XDWT.L vs. IDTW.L - Dividend Comparison

XDWT.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%
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	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

Can I hold both XDWT.L and IDTW.L in my portfolio?

XDWT.L and IDTW.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDWT.L or IDTW.L?

On fees, XDWT.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDWT.L or IDTW.L?

XDWT.L is cheaper with a 0.25% expense ratio, compared with 0.74% for IDTW.L.

What is the main difference between XDWT.L and IDTW.L?

XDWT.L tracks MSCI World Information Technology 20/35 Custom Index, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWT.L and 0.74% for IDTW.L.