ESGJ.L vs. IDFF.L
ESGJ.L (Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Japan Equities funds - ESGJ.L tracks the Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF while IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF. Both are passively managed. Over the past 5 years, ESGJ.L returned 9.49%/yr vs 7.12%/yr for IDFF.L. A 0.54 correlation means they provide meaningful diversification when combined. ESGJ.L charges 0.19%/yr vs 0.74%/yr for IDFF.L.
Performance
ESGJ.L vs. IDFF.L - Performance Comparison
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Returns By Period
In the year-to-date period, ESGJ.L achieves a 17.08% return, which is significantly lower than IDFF.L's 26.95% return.
ESGJ.L
- 1D
- 1.13%
- 1M
- 0.75%
- 6M
- 10.77%
- YTD
- 17.08%
- 1Y
- 37.54%
- 3Y*
- 19.65%
- 5Y*
- 9.49%
- 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%
ESGJ.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESGJ.L Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF | 17.08% | 27.11% | 8.02% | 19.45% | -17.71% | -1.77% |
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 26.95% | 39.49% | 12.16% | 1.47% | -21.79% | -11.25% |
Correlation
The correlation between ESGJ.L and IDFF.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2021 | 0.54 |
The correlation between ESGJ.L and IDFF.L has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.
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Return for Risk
ESGJ.L vs. IDFF.L — Risk / Return Rank
ESGJ.L
IDFF.L
ESGJ.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF (ESGJ.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.
| ESGJ.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.79 | -0.95 |
| Martin ratioReturn relative to average drawdown | 9.02 | 11.11 | -2.09 |
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Drawdowns
ESGJ.L vs. IDFF.L - Drawdown Comparison
The maximum ESGJ.L drawdown since its inception was -33.20%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for ESGJ.L and IDFF.L.
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Drawdown Indicators
| ESGJ.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.20% | -64.08% | +30.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -12.63% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -14.67% | -19.77% | +5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -33.20% | -43.71% | +10.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.09% | — |
Current DrawdownCurrent decline from peak | -2.30% | -10.89% | +8.59% |
Average DrawdownAverage peak-to-trough decline | -9.47% | -18.18% | +8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 4.32% | -0.30% |
Volatility
ESGJ.L vs. IDFF.L - Volatility Comparison
The current volatility for Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF (ESGJ.L) is 6.67%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.68%. This indicates that ESGJ.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
| ESGJ.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 10.68% | -4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 17.62% | 22.07% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 24.77% | -3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 22.32% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.43% | 20.81% | -2.38% |
ESGJ.L vs. IDFF.L - Expense Ratio Comparison
ESGJ.L has a 0.19% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.
Dividends
ESGJ.L vs. IDFF.L - Dividend Comparison
ESGJ.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGJ.L Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF | 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
ESGJ.L and IDFF.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGJ.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGJ.L is cheaper with a 0.19% expense ratio, compared with 0.74% for IDFF.L.
ESGJ.L tracks Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for ESGJ.L and 0.74% for IDFF.L.
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