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IDFF.L vs. C500.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDFF.L vs. C500.L

Last updated Jul 18, 2026
Documentation

IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)) and C500.L (Invesco S&P China A MidCap 500 Swap UCITS ETF Acc) are both exchange-traded funds - IDFF.L is a Asia Pacific Equities fund tracking the MSCI All Country World Far East Ex Japan USD Index (USD), while C500.L is a China Equities fund tracking the S&P China A MidCap 500 Index. Both are passively managed. Over the past 3 years, IDFF.L returned 23.21%/yr vs 3.78%/yr for C500.L. A 0.51 correlation means they provide meaningful diversification when combined. IDFF.L charges 0.74%/yr vs 0.35%/yr for C500.L.

Performance

IDFF.L vs. C500.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

IDFF.L

1D
-2.62%
1M
-10.76%
6M
15.47%
YTD
23.86%
1Y
42.96%
3Y*
23.21%
5Y*
6.60%
10Y*
9.44%

C500.L

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
3.78%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDFF.L vs. C500.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)		23.86%39.49%12.16%1.47%-4.30%
C500.L
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc		0.00%6.99%12.50%-9.06%11.25%

Correlation

The correlation between IDFF.L and C500.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 (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.51

The correlation between IDFF.L and C500.L has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)

Invesco S&P China A MidCap 500 Swap UCITS ETF Acc

Often compared with IDFF.L:
IDFF.L vs. LDAP.LIDFF.L vs. HSXD.LIDFF.L vs. IPXJ.LIDFF.L vs. HMAD.LIDFF.L vs. IDJP.LIDFF.L vs. LGAP.LIDFF.L vs. LGJP.L
Often compared with C500.L:
C500.L vs. C300.LC500.L vs. CA3S.LC500.L vs. JRCE.LC500.L vs. HMCT.LC500.L vs. CM5S.LC500.L vs. CNAA.LC500.L vs. CHIN.L

Return for Risk

IDFF.L vs. C500.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDFF.L
IDFF.L Risk / Return Rank: 7373
Overall Rank
IDFF.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IDFF.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IDFF.L Omega Ratio Rank: 7171
Omega Ratio Rank
IDFF.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDFF.L Martin Ratio Rank: 7272
Martin Ratio Rank
C500.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IDFF.L vs. C500.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.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.

IDFF.LC500.LDifference
Sharpe ratioReturn per unit of total volatility
1.72

—

—

Sortino ratioReturn per unit of downside risk
2.29

—

—

Omega ratioGain probability vs. loss probability

1.31

—

—

Calmar ratioReturn relative to maximum drawdown

3.27

—

—

Martin ratioReturn relative to average drawdown

9.75

—

—

IDFF.L vs. C500.L - Sharpe Ratio Comparison

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Drawdowns

IDFF.L vs. C500.L - Drawdown Comparison

The maximum IDFF.L drawdown since its inception was -64.08%, which is greater than C500.L's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for IDFF.L and C500.L.

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Drawdown Indicators

IDFF.LC500.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.08%

-35.90%

-28.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

0.00%

-13.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.77%

-27.05%

+7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-50.09%

—

—

Current Drawdown

Current decline from peak

-13.06%

-11.28%

-1.78%

Average Drawdown

Average peak-to-trough decline

-18.18%

-14.00%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

0.00%

+4.40%

Volatility

IDFF.L vs. C500.L - Volatility Comparison

iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) has a higher volatility of 10.68% compared to Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) at 0.00%. This indicates that IDFF.L's price experiences larger fluctuations and is considered to be riskier than C500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDFF.LC500.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

0.00%

+10.68%

Volatility (6M)

Calculated over the trailing 6-month period

22.20%

0.00%

+22.20%

Volatility (1Y)

Calculated over the trailing 1-year period

24.91%

0.00%

+24.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

23.48%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

23.48%

-2.65%

IDFF.L vs. C500.L - Expense Ratio Comparison

IDFF.L has a 0.74% expense ratio, which is higher than C500.L's 0.35% expense ratio.

Dividends

IDFF.L vs. C500.L - Dividend Comparison

IDFF.L's dividend yield for the trailing twelve months is around 1.13%, while C500.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
C500.L
Invesco S&P China A MidCap 500 Swap 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 USD (Dist)		1.13%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

IDFF.L and C500.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, C500.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C500.L is cheaper with a 0.35% expense ratio, compared with 0.74% for IDFF.L.

IDFF.L is categorized as Asia Pacific Equities, while C500.L is China Equities. IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD), while C500.L tracks S&P China A MidCap 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.74% for IDFF.L and 0.35% for C500.L.

Portfolio Optimizer

Find the right allocation for IDFF.L and C500.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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