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C500.L vs. IFFF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

C500.L vs. IFFF.L

Last updated Jul 16, 2026
Documentation

C500.L (Invesco S&P China A MidCap 500 Swap UCITS ETF Acc) and IFFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both exchange-traded funds - C500.L is a China Equities fund tracking the S&P China A MidCap 500 Index, while IFFF.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Ex Japan NR USD. Both are passively managed. Over the past 3 years, C500.L returned 3.42%/yr vs 24.64%/yr for IFFF.L. A 0.51 correlation means they provide meaningful diversification when combined. C500.L charges 0.35%/yr vs 0.74%/yr for IFFF.L.

Performance

C500.L vs. IFFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

C500.L is traded in USD, while IFFF.L is traded in GBp. To make them comparable, the IFFF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

C500.L

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
3.42%
5Y*
—
10Y*
—

IFFF.L

1D
0.19%
1M
-6.17%
6M
21.44%
YTD
29.27%
1Y
51.28%
3Y*
24.64%
5Y*
7.64%
10Y*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C500.L vs. IFFF.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
C500.L
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc		0.00%6.99%12.50%-9.06%11.25%
IFFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF		29.27%40.63%11.67%1.02%-3.69%

Correlation

The correlation between C500.L and IFFF.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.45

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.51

The correlation between C500.L and IFFF.L has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Invesco S&P China A MidCap 500 Swap UCITS ETF Acc

iShares MSCI AC Far East ex-Japan UCITS ETF

Often compared with C500.L:
C500.L vs. C300.LC500.L vs. CA3S.LC500.L vs. JRCE.LC500.L vs. HMCT.LC500.L vs. CHIN.LC500.L vs. CM5S.LC500.L vs. CNAA.L
Often compared with IFFF.L:
IFFF.L vs. XDEW.DEIFFF.L vs. VOOIFFF.L vs. VFEA.DEIFFF.L vs. IKOR.LIFFF.L vs. ASDV.LIFFF.L vs. CP9U.LIFFF.L vs. XKS2.L

Return for Risk

C500.L vs. IFFF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
C500.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IFFF.L
IFFF.L Risk / Return Rank: 8383
Overall Rank
IFFF.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IFFF.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IFFF.L Omega Ratio Rank: 8383
Omega Ratio Rank
IFFF.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IFFF.L Martin Ratio Rank: 8181
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.

C500.L vs. IFFF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.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.

C500.LIFFF.LDifference
Sharpe ratioReturn per unit of total volatility

—

2.11

—

Sortino ratioReturn per unit of downside risk

—

2.69

—

Omega ratioGain probability vs. loss probability

—

1.38

—

Calmar ratioReturn relative to maximum drawdown

—

4.07

—

Martin ratioReturn relative to average drawdown

—

12.11

—

C500.L vs. IFFF.L - Sharpe Ratio Comparison

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Drawdowns

C500.L vs. IFFF.L - Drawdown Comparison

The maximum C500.L drawdown since its inception was -35.90%, smaller than the maximum IFFF.L drawdown of -78.73%. Use the drawdown chart below to compare losses from any high point for C500.L and IFFF.L.

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Drawdown Indicators

C500.LIFFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-78.73%

+42.83%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-12.54%

+12.54%

Max Drawdown (3Y)

Largest decline over 3 years

-27.05%

-19.57%

-7.48%

Max Drawdown (5Y)

Largest decline over 5 years

—

-43.72%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.20%

—

Current Drawdown

Current decline from peak

-11.28%

-8.88%

-2.40%

Average Drawdown

Average peak-to-trough decline

-14.01%

-36.64%

+22.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.22%

-4.22%

Volatility

C500.L vs. IFFF.L - Volatility Comparison

The current volatility for Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) is 0.00%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) has a volatility of 10.93%. This indicates that C500.L experiences smaller price fluctuations and is considered to be less risky than IFFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

C500.LIFFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

10.93%

-10.93%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

21.52%

-21.52%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

24.20%

-24.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.51%

22.15%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

20.70%

+2.81%

C500.L vs. IFFF.L - Expense Ratio Comparison

C500.L has a 0.35% expense ratio, which is lower than IFFF.L's 0.74% expense ratio.

Dividends

C500.L vs. IFFF.L - Dividend Comparison

C500.L has not paid dividends to shareholders, while IFFF.L's dividend yield for the trailing twelve months is around 1.09%.

PositionTTM20252024202320222021202020192018201720162015
C500.L
Invesco S&P China A MidCap 500 Swap UCITS ETF 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%
IFFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF		1.09%1.45%1.80%1.88%2.10%1.36%1.19%1.75%1.98%1.54%1.77%2.22%

Frequently Asked Questions

C500.L and IFFF.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C500.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C500.L is cheaper with a 0.35% expense ratio, compared with 0.74% for IFFF.L.

C500.L is categorized as China Equities, while IFFF.L is Asia Pacific Equities. C500.L tracks S&P China A MidCap 500 Index, while IFFF.L tracks MSCI AC Asia Ex Japan NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for C500.L and 0.74% for IFFF.L.

Portfolio Optimizer

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