iShares MSCI Taiwan UCITS

10-Year Study

ITWN.LSE · · GB · ETF

Executive Summary: iShares MSCI Taiwan UCITS has compounded at 20.3% annually over the last 10 years, with a maximum drawdown of 28.1% and an annualized volatility of 23.5%.

1Y CAGR
+76.9%
3Y CAGR
+29.8%
5Y CAGR
+17.0%
10Y CAGR
+20.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
28.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.89
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.113.2-7.815.1————————27.6%
20251.6-5.3-9.6-3.110.28.07.3-1.99.29.2-4.92.622.6%
2024-1.33.96.4-1.74.211.2-4.0-1.6-1.45.4-0.43.525.8%
20239.5-0.51.4-5.36.90.3-0.5-3.11.4-2.67.95.821.8%
2022-3.0-1.6-0.8-4.21.6-10.01.93.4-10.8-7.616.4-5.7-21.1%
20215.72.63.27.0-5.35.1-1.73.7-1.8-1.45.94.429.8%
2020-7.90.4-7.09.50.89.36.3-1.44.10.76.07.129.4%
20190.7-1.05.93.7-5.14.96.6-1.54.41.32.35.730.9%
20182.0-1.61.0-3.33.2-0.86.11.3-0.0-10.4-0.60.0-3.9%
20174.73.91.6-1.83.82.31.24.2-7.57.6-4.50.916.6%
2016———-7.83.115.37.21.55.07.1-4.7-0.227.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 23.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.0% of variance. Idiosyncratic stock-specific factors contribute 17.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019216.652626242652
2016-05-019505.033789008436
2016-06-0110960.570536388354
2016-07-0111753.355640313248
2016-08-0111927.433243329537
2016-09-0112523.513636347865
2016-10-0113416.973994779759
2016-11-0112786.169441161688
2016-12-0112762.48733023887
2017-01-0113356.692162310455
2017-02-0113884.156882262609
2017-03-0114110.921557501977
2017-04-0113856.5543863788
2017-05-0114378.222634761523
2017-06-0114708.038029731635
2017-07-0114878.335073799222
2017-08-0115509.941787171983
2017-09-0114351.701424995277
2017-10-0115446.49126597315
2017-11-0114747.59512400412
2017-12-0114875.873400056624
2018-01-0115167.817497827178
2018-02-0114924.53074968505
2018-03-0115072.714783005275
2018-04-0114577.294400304632
2018-05-0115046.174123756113
2018-06-0114931.16617732819
2018-07-0115835.750063000556
2018-08-0116043.649791138836
2018-09-0116036.083416624431
2018-10-0114370.143740089306
2018-11-0114288.546851333725
2018-12-0114295.346285427364
2019-01-0114397.343053448965
2019-02-0114252.281450628643
2019-03-0115095.450702867514
2019-04-0115653.030581631005
2019-05-0114855.192817442632
2019-06-0115589.565867566262
2019-07-0116614.06212333054
2019-08-0116369.270931402096
2019-09-0117082.96234758833
2019-10-0117308.533770767972
2019-11-0117710.841593844125
2019-12-0118713.12286049117
2020-01-0117236.44399952438
2020-02-0117301.557714343024
2020-03-0116090.209750582986
2020-04-0117617.731662528135
2020-05-0117766.75833155397
2020-06-0119410.7069508562
2020-07-0120635.519213408243
2020-08-0120344.451393692125
2020-09-0121184.1817670875
2020-10-0121336.107986052302
2020-11-0122613.23567800529
2020-12-0124215.580276374
2021-01-0125594.783585603644
2021-02-0126252.3380118276
2021-03-0127097.426454934342
2021-04-0128989.380161800775
2021-05-0127441.63394159751
2021-06-0128827.95891554309
2021-07-0128331.825209915114
2021-08-0129392.93327744498
2021-09-0128851.271486290585
2021-10-0128458.81929443374
2021-11-0130129.751705798502
2021-12-0131441.938930516037
2022-01-0130495.719484208123
2022-02-0130002.144174075605
2022-03-0129766.36913163105
2022-04-0128508.431771371645
2022-05-0128954.252818676887
2022-06-0126057.62240479504
2022-07-0126546.820529948996
2022-08-0127445.69152426228
2022-09-0124481.736988111952
2022-10-0122611.155108995423
2022-11-0126324.95659874171
2022-12-0124815.0590722849
2023-01-0127168.21100817604
2023-02-0127021.44994107858
2023-03-0127406.993886869823
2023-04-0125963.6036043992
2023-05-0127757.886739037665
2023-06-0127832.544893349026
2023-07-0127683.228584726312
2023-08-0126812.21713486829
2023-09-0127189.868270229224
2023-10-0126474.21140494549
2023-11-0128565.151720159578
2023-12-0130235.867033242113
2024-01-0129848.749781981813
2024-02-0130999.91316068711
2024-03-0132978.50642900029
2024-04-0132427.929941070168
2024-05-0133783.97890372411
2024-06-0137561.54473470432
2024-07-0136042.36191997305
2024-08-0135481.58969770352
2024-09-0135000.77587666967
2024-10-0136880.89746432361
2024-11-0136743.83222728855
2024-12-0138029.142369268724
2025-01-0138618.78130381133
2025-02-0136557.63023715438
2025-03-0133035.31206064538
2025-04-0132000.85714396854
2025-05-0135256.80361310416
2025-06-0138065.34837020167
2025-07-0140845.445367401255
2025-08-0140087.70718036011
2025-09-0143761.33655164453
2025-10-0147777.391942089744
2025-11-0145443.4539926687
2025-12-0146626.19281838882
2026-01-0149485.79246812992
2026-02-0156030.28063711459
2026-03-0151662.03190745494
2026-04-0159483.878008217354
Annual Return Matrix
YearAnnual Return
20170.16559358807827307
2018-0.039024741540691577
20190.3090359958308444
20200.29404271306849106
20210.29841773650134074
2022-0.21076562335662474
20230.21844831983541524
20240.2577493586493975
20250.2260647996118723
20260.27576099210823
Total Factor Risk
0.23505142229082363
VTI.US Exposure
0.07601196020088638
VEA.US Exposure
0.1432041316690269
VWO.US Exposure
0.11291167470092045
QQQ.US Exposure
0.011331145788748187
VTV.US Exposure
-0.05283463953979447
IJR.US Exposure
0.039060978919057604
QUAL.US Exposure
0.0784837126911184
SHV.US Exposure
0.23017775974186266
TLT.US Exposure
0.058376942021628755
LQD.US Exposure
0.0012703289719476934
HYG.US Exposure
0.019566716759623723
GLD.US Exposure
0.0120121378866621
USO.US Exposure
0.0037766133880552124
VNQ.US Exposure
0.02372257133109367
BTC-USD.CC Exposure
-0.0010342827437712112
CPER.US Exposure
0.0014786520385966344
VIX.INDX Exposure
-0.025847581098782945
UUP.US Exposure
0.09823883342393545
TIP.US Exposure
-0.0006010800194409531
Idiosyncratic Exposure
0.1706934238686256
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+27.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Taiwan UCITS a high-risk investment?

iShares MSCI Taiwan UCITS (ITWN.LSE) has an annualized volatility of 23.5% and experienced a maximum drawdown of 28.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ITWN.LSE?

Over the past 10 years, ITWN.LSE has generated a Compound Annual Growth Rate (CAGR) of 20.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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