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CNKY.L vs. IDFF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNKY.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with CNKY.L having a 29.82% return and IDFF.L slightly lower at 28.62%. Over the past 10 years, CNKY.L has outperformed IDFF.L with an annualized return of 11.36%, while IDFF.L has yielded a comparatively lower 9.62% annualized return.


CNKY.L

1D
-1.84%
1M
-4.21%
6M
22.08%
YTD
29.82%
1Y
56.71%
3Y*
21.39%
5Y*
12.24%
10Y*
11.36%

IDFF.L

1D
0.00%
1M
-7.57%
6M
20.19%
YTD
28.62%
1Y
49.10%
3Y*
23.30%
5Y*
7.86%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNKY.L vs. IDFF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNKY.L
iShares Nikkei 225 UCITS ETF (Acc)
29.82%20.64%9.15%15.02%-10.53%-4.18%21.18%16.38%-3.99%14.19%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
28.62%29.55%14.11%-3.61%-12.49%-8.34%22.21%12.81%-10.15%29.45%

Correlation

The correlation between CNKY.L and IDFF.L is 0.68, 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

0.68

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

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

0.57

The correlation between CNKY.L and IDFF.L shifts across timeframes, from 0.51 (5 years) to 0.68 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CNKY.L vs. IDFF.L — Risk / Return Rank

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

CNKY.L
CNKY.L Risk / Return Rank: 8484
Overall Rank
CNKY.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CNKY.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
CNKY.L Omega Ratio Rank: 7979
Omega Ratio Rank
CNKY.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
CNKY.L Martin Ratio Rank: 7979
Martin Ratio Rank

IDFF.L
IDFF.L Risk / Return Rank: 7676
Overall Rank
IDFF.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDFF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IDFF.L Omega Ratio Rank: 7474
Omega Ratio Rank
IDFF.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDFF.L Martin Ratio Rank: 7575
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.

CNKY.L vs. IDFF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.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.


CNKY.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

4.24

4.40

-0.16

Martin ratioReturn relative to average drawdown

11.91

12.07

-0.16

CNKY.L vs. IDFF.L - Sharpe Ratio Comparison

The current CNKY.L Sharpe Ratio is 2.26, which is comparable to the IDFF.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of CNKY.L and IDFF.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

CNKY.L vs. IDFF.L - Drawdown Comparison

The maximum CNKY.L drawdown since its inception was -99.40%, which is greater than IDFF.L's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for CNKY.L and IDFF.L.


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Drawdown Indicators


CNKY.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-51.16%

-48.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-11.18%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.39%

-19.80%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-32.77%

+11.94%

Max Drawdown (10Y)

Largest decline over 10 years

-23.61%

-39.79%

+16.18%

Current Drawdown

Current decline from peak

-96.70%

-11.18%

-85.52%

Average Drawdown

Average peak-to-trough decline

-95.12%

-12.96%

-82.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

4.09%

+0.66%

Volatility

CNKY.L vs. IDFF.L - Volatility Comparison

iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) have volatilities of 10.00% and 10.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNKY.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

10.40%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

20.54%

20.87%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

25.00%

23.62%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

20.66%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

20.11%

-2.65%

CNKY.L vs. IDFF.L - Expense Ratio Comparison

CNKY.L has a 0.48% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.


Dividends

CNKY.L vs. IDFF.L - Dividend Comparison

CNKY.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.10%.


PositionTTM20252024202320222021202020192018201720162015
CNKY.L
iShares Nikkei 225 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%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
1.10%1.46%1.85%1.85%2.07%1.39%1.13%1.67%2.04%1.50%1.92%2.29%

Frequently Asked Questions


CNKY.L and IDFF.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNKY.L is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNKY.L is cheaper with a 0.48% expense ratio, compared with 0.74% for IDFF.L.

CNKY.L tracks TOPIX TR JPY, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. Their fees differ too: 0.48% for CNKY.L and 0.74% for IDFF.L.

Portfolio Optimizer

Find the right allocation for CNKY.L and IDFF.L

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