PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF....
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B0M63730
WKNA0HGV9
IssueriShares
Inception DateOct 28, 2005
CategoryAsia Pacific Equities
Leveraged1x
Index TrackedMSCI AC Asia Ex Japan NR USD
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IFFF.L features an expense ratio of 0.74%, falling within the medium range.


Expense ratio chart for IFFF.L: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: IFFF.L vs. XDEW.DE, IFFF.L vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares MSCI AC Far East ex-Japan UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.41%
10.76%
IFFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI AC Far East ex-Japan UCITS ETF had a return of 15.15% year-to-date (YTD) and 15.67% in the last 12 months. Over the past 10 years, iShares MSCI AC Far East ex-Japan UCITS ETF had an annualized return of 5.66%, while the S&P 500 had an annualized return of 11.41%, indicating that iShares MSCI AC Far East ex-Japan UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date15.15%25.70%
1 month-1.03%3.51%
6 months5.42%14.80%
1 year15.67%37.91%
5 years (annualized)1.77%14.18%
10 years (annualized)5.66%11.41%

Monthly Returns

The table below presents the monthly returns of IFFF.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.39%5.42%3.50%1.61%0.78%4.04%-2.20%-1.47%7.93%0.53%15.15%
20238.08%-6.03%1.68%-4.66%-2.86%1.21%5.32%-6.38%0.01%-4.12%2.97%1.81%-4.04%
2022-2.59%-2.19%-2.82%-1.51%1.16%0.15%-3.72%3.34%-9.21%-10.75%17.40%0.20%-12.39%
20214.40%-1.24%-1.59%1.38%-2.51%3.04%-8.66%1.06%-2.37%-0.27%-0.73%-0.32%-8.11%
2020-6.53%1.39%-6.39%5.96%0.10%9.10%1.19%4.23%0.61%2.00%4.86%4.42%21.66%
20195.16%-0.05%3.12%1.87%-6.28%6.67%2.25%-4.68%1.14%-1.54%1.03%4.98%13.62%
20182.21%-2.00%-2.33%1.53%2.18%-4.39%1.28%-1.25%-0.49%-9.18%4.53%-2.02%-10.17%
20174.36%4.01%2.48%-1.46%4.66%1.12%3.19%4.36%-3.37%5.06%-0.34%1.91%28.81%
2016-3.82%2.71%6.87%-3.49%-0.89%12.62%5.35%3.70%4.33%3.94%-4.71%-0.81%27.34%
20154.28%0.46%4.65%4.51%-3.13%-6.98%-5.88%-8.24%-0.72%6.12%0.22%0.01%-5.86%
2014-6.59%2.49%1.80%-1.11%4.33%-0.18%4.51%3.66%-4.41%3.05%1.98%-0.63%8.54%
20132.95%4.61%-2.22%-0.87%0.75%-6.58%3.46%-4.02%1.75%4.70%-0.74%-2.55%0.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IFFF.L is 22, indicating that it is in the bottom 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IFFF.L is 2222
Combined Rank
The Sharpe Ratio Rank of IFFF.L is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of IFFF.L is 2424Sortino Ratio Rank
The Omega Ratio Rank of IFFF.L is 2121Omega Ratio Rank
The Calmar Ratio Rank of IFFF.L is 1818Calmar Ratio Rank
The Martin Ratio Rank of IFFF.L is 2323Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IFFF.L
Sharpe ratio
The chart of Sharpe ratio for IFFF.L, currently valued at 0.95, compared to the broader market-2.000.002.004.006.000.95
Sortino ratio
The chart of Sortino ratio for IFFF.L, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.0012.001.45
Omega ratio
The chart of Omega ratio for IFFF.L, currently valued at 1.17, compared to the broader market1.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for IFFF.L, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.44
Martin ratio
The chart of Martin ratio for IFFF.L, currently valued at 3.59, compared to the broader market0.0020.0040.0060.0080.00100.003.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current iShares MSCI AC Far East ex-Japan UCITS ETF Sharpe ratio is 0.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI AC Far East ex-Japan UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.95
2.11
IFFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI AC Far East ex-Japan UCITS ETF provided a 1.70% dividend yield over the last twelve months, with an annual payout of £0.73 per share.


1.20%1.40%1.60%1.80%2.00%2.20%£0.00£0.20£0.40£0.60£0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend£0.73£0.71£0.84£0.64£0.62£0.75£0.76£0.67£0.61£0.61£0.53£0.49

Dividend yield

1.70%1.88%2.10%1.36%1.19%1.75%1.98%1.54%1.77%2.22%1.78%1.75%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI AC Far East ex-Japan UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.06£0.00£0.00£0.21£0.00£0.00£0.39£0.00£0.00£0.66
2023£0.00£0.00£0.05£0.00£0.00£0.17£0.00£0.00£0.42£0.00£0.00£0.07£0.71
2022£0.00£0.00£0.06£0.00£0.00£0.17£0.00£0.00£0.52£0.00£0.00£0.10£0.84
2021£0.00£0.00£0.09£0.00£0.00£0.15£0.00£0.00£0.32£0.00£0.00£0.08£0.64
2020£0.00£0.00£0.06£0.00£0.00£0.14£0.00£0.00£0.38£0.00£0.00£0.04£0.62
2019£0.00£0.00£0.05£0.00£0.00£0.21£0.00£0.00£0.43£0.00£0.00£0.07£0.75
2018£0.00£0.00£0.05£0.00£0.00£0.20£0.00£0.00£0.44£0.00£0.00£0.07£0.76
2017£0.00£0.00£0.07£0.00£0.00£0.12£0.00£0.00£0.45£0.00£0.00£0.03£0.67
2016£0.00£0.00£0.06£0.00£0.00£0.12£0.00£0.00£0.37£0.00£0.00£0.06£0.61
2015£0.00£0.05£0.00£0.00£0.07£0.00£0.00£0.36£0.00£0.00£0.00£0.12£0.61
2014£0.00£0.02£0.00£0.00£0.05£0.00£0.00£0.35£0.00£0.00£0.11£0.00£0.53
2013£0.04£0.00£0.00£0.05£0.00£0.00£0.31£0.00£0.00£0.09£0.00£0.49

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.82%
-0.39%
IFFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI AC Far East ex-Japan UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI AC Far East ex-Japan UCITS ETF was 53.09%, occurring on Oct 27, 2008. Recovery took 345 trading sessions.

The current iShares MSCI AC Far East ex-Japan UCITS ETF drawdown is 20.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.09%Oct 30, 2007250Oct 27, 2008345Mar 9, 2010595
-39.63%Feb 12, 2021431Oct 28, 2022
-32.95%Apr 14, 201593Aug 24, 2015245Aug 11, 2016338
-26.43%Jan 6, 2011184Oct 4, 2011326Jan 18, 2013510
-19.59%Jan 14, 202048Mar 19, 202072Jul 3, 2020120

Volatility

Volatility Chart

The current iShares MSCI AC Far East ex-Japan UCITS ETF volatility is 5.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.99%
3.92%
IFFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF)
Benchmark (^GSPC)