HSJD.L vs. IDFF.L
HSJD.L (HSBC Japan Screened Equity UCITS ETF) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Japan Equities funds - HSJD.L tracks the HSBC Japan Screened Equity 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, HSJD.L returned 10.56%/yr vs 7.12%/yr for IDFF.L. A 0.53 correlation means they provide meaningful diversification when combined. HSJD.L charges 0.18%/yr vs 0.74%/yr for IDFF.L.
Performance
HSJD.L vs. IDFF.L - Performance Comparison
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Returns By Period
In the year-to-date period, HSJD.L achieves a 13.03% return, which is significantly lower than IDFF.L's 26.95% return.
HSJD.L
- 1D
- -0.70%
- 1M
- 0.36%
- 6M
- 6.81%
- YTD
- 13.03%
- 1Y
- 34.57%
- 3Y*
- 19.20%
- 5Y*
- 10.56%
- 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%
HSJD.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HSJD.L HSBC Japan Screened Equity UCITS ETF | 13.03% | 26.99% | 12.16% | 19.62% | -15.38% | 3.24% | 22.05% |
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 26.95% | 39.49% | 12.16% | 1.47% | -21.79% | -9.20% | 32.06% |
Correlation
The correlation between HSJD.L and IDFF.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 (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.53 |
The correlation between HSJD.L and IDFF.L has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.
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Return for Risk
HSJD.L vs. IDFF.L — Risk / Return Rank
HSJD.L
IDFF.L
HSJD.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Japan Screened Equity UCITS ETF (HSJD.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.
| HSJD.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.79 | -1.38 |
| Martin ratioReturn relative to average drawdown | 7.22 | 11.11 | -3.89 |
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Drawdowns
HSJD.L vs. IDFF.L - Drawdown Comparison
The maximum HSJD.L drawdown since its inception was -30.50%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for HSJD.L and IDFF.L.
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Drawdown Indicators
| HSJD.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.50% | -64.08% | +33.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -12.63% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -14.22% | -19.77% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -30.50% | -43.71% | +13.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.09% | — |
Current DrawdownCurrent decline from peak | -1.89% | -10.89% | +9.00% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -18.18% | +10.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 4.32% | +0.44% |
Volatility
HSJD.L vs. IDFF.L - Volatility Comparison
The current volatility for HSBC Japan Screened Equity UCITS ETF (HSJD.L) is 5.22%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.68%. This indicates that HSJD.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
| HSJD.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 10.68% | -5.46% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 22.07% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 24.77% | -3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 22.32% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 20.81% | -2.90% |
HSJD.L vs. IDFF.L - Expense Ratio Comparison
HSJD.L has a 0.18% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.
Dividends
HSJD.L vs. IDFF.L - Dividend Comparison
HSJD.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSJD.L HSBC Japan Screened Equity 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
HSJD.L and IDFF.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, HSJD.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HSJD.L is cheaper with a 0.18% expense ratio, compared with 0.74% for IDFF.L.
HSJD.L tracks HSBC Japan Screened Equity UCITS ETF, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.18% for HSJD.L and 0.74% for IDFF.L.
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