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

Performance

DXJA.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.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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Returns By Period

In the year-to-date period, DXJA.L achieves a 23.53% return, which is significantly lower than IDFF.L's 26.95% return.


DXJA.L

1D
-0.74%
1M
2.08%
6M
15.31%
YTD
23.53%
1Y
55.91%
3Y*
33.11%
5Y*
27.43%
10Y*

IDFF.L

1D
-1.70%
1M
-8.33%
6M
18.87%
YTD
26.95%
1Y
48.14%
3Y*
24.00%
5Y*
7.12%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
23.53%33.46%28.94%41.24%6.24%17.35%4.48%17.49%-18.94%18.13%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
26.95%39.49%12.16%1.47%-21.79%-9.20%25.91%17.27%-15.18%29.47%

Correlation

The correlation between DXJA.L and IDFF.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

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

0.38

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

0.43

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2017

0.48

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Return for Risk

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

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

DXJA.L
DXJA.L Risk / Return Rank: 9393
Overall Rank
DXJA.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DXJA.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
DXJA.L Omega Ratio Rank: 9292
Omega Ratio Rank
DXJA.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
DXJA.L Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.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.


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

+0.83

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.49

1.35

+0.14

Calmar ratioReturn relative to maximum drawdown

5.51

3.79

+1.72

Martin ratioReturn relative to average drawdown

18.98

11.11

+7.87

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

The current DXJA.L Sharpe Ratio is 2.77, which is higher than the IDFF.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DXJA.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

DXJA.L vs. IDFF.L - Drawdown Comparison

The maximum DXJA.L drawdown since its inception was -37.51%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for DXJA.L and IDFF.L.


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Drawdown Indicators


DXJA.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.51%

-64.08%

+26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-12.63%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-23.01%

-19.77%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

-43.71%

+20.70%

Max Drawdown (10Y)

Largest decline over 10 years

-50.09%

Current Drawdown

Current decline from peak

-1.57%

-10.89%

+9.32%

Average Drawdown

Average peak-to-trough decline

-6.66%

-18.18%

+11.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

4.32%

-1.38%

Volatility

DXJA.L vs. IDFF.L - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) is 5.86%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.68%. This indicates that DXJA.L experiences smaller price fluctuations and is considered to be less risky than IDFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXJA.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

10.68%

-4.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

22.07%

-5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

24.77%

-4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

22.32%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

20.81%

-1.57%

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

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


Dividends

DXJA.L vs. IDFF.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged 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


DXJA.L and IDFF.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

DXJA.L tracks WisdomTree Japan Hedged Equity UCITS Index, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.48% for DXJA.L and 0.74% for IDFF.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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