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

Performance

DXJG.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.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

DXJG.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

In the year-to-date period, DXJG.L achieves a 17.67% return, which is significantly lower than IDFF.L's 28.62% return. Over the past 10 years, DXJG.L has outperformed IDFF.L with an annualized return of 11.03%, while IDFF.L has yielded a comparatively lower 9.62% annualized return.


DXJG.L

1D
-1.59%
1M
0.95%
6M
10.50%
YTD
17.67%
1Y
37.73%
3Y*
20.21%
5Y*
14.55%
10Y*
11.03%

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)

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


2026 (YTD)202520242023202220212020201920182017
DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
17.67%19.87%13.08%18.87%1.09%6.32%5.73%12.68%-11.82%11.96%
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 DXJG.L and IDFF.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.35

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

0.36

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2015

0.46

The correlation between DXJG.L and IDFF.L shifts across timeframes, from 0.35 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

DXJG.L
DXJG.L Risk / Return Rank: 7777
Overall Rank
DXJG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DXJG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
DXJG.L Omega Ratio Rank: 7575
Omega Ratio Rank
DXJG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
DXJG.L Martin Ratio Rank: 7373
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.

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

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


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

-0.09

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.03

Calmar ratioReturn relative to maximum drawdown

3.58

4.40

-0.82

Martin ratioReturn relative to average drawdown

10.81

12.07

-1.26

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

The current DXJG.L Sharpe Ratio is 1.99, which is comparable to the IDFF.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DXJG.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

DXJG.L vs. IDFF.L - Drawdown Comparison

The maximum DXJG.L drawdown since its inception was -28.93%, smaller than the maximum IDFF.L drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for DXJG.L and IDFF.L.


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Drawdown Indicators


DXJG.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.93%

-51.16%

+22.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-11.18%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-20.19%

-19.80%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-32.77%

+12.58%

Max Drawdown (10Y)

Largest decline over 10 years

-28.93%

-39.79%

+10.86%

Current Drawdown

Current decline from peak

-3.76%

-11.18%

+7.42%

Average Drawdown

Average peak-to-trough decline

-5.81%

-12.96%

+7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

4.09%

-0.61%

Volatility

DXJG.L vs. IDFF.L - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) is 5.75%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.40%. This indicates that DXJG.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


DXJG.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

10.40%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

20.87%

-5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

23.62%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

20.66%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

20.11%

-1.52%

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

DXJG.L has a 0.40% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.


Dividends

DXJG.L vs. IDFF.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
DXJG.L
WisdomTree Japan Equity UCITS ETF JPY 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


DXJG.L and IDFF.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXJG.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXJG.L is cheaper with a 0.40% expense ratio, compared with 0.74% for IDFF.L.

DXJG.L tracks TOPIX TR JPY, 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: 0.40% for DXJG.L and 0.74% for IDFF.L.

Portfolio Optimizer

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