PortfoliosLab logoPortfoliosLab logo
IDFF.L vs. FLRK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDFF.L vs. FLRK.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 Franklin FTSE Korea UCITS ETF (FLRK.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IDFF.L is traded in USD, while FLRK.L is traded in GBP. To make them comparable, the FLRK.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDFF.L achieves a 23.86% return, which is significantly lower than FLRK.L's 71.80% return.


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%

FLRK.L

1D
-1.57%
1M
-21.81%
6M
50.51%
YTD
71.80%
1Y
137.08%
3Y*
38.63%
5Y*
15.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)
23.86%39.49%12.16%1.47%-21.79%-9.20%25.91%13.63%
FLRK.L
Franklin FTSE Korea UCITS ETF
71.80%95.86%-21.88%20.18%-27.99%-6.76%46.97%-10.36%

Correlation

The correlation between IDFF.L and FLRK.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.75

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.77

The correlation between IDFF.L and FLRK.L has been stable across timeframes, ranging from 0.75 to 0.85 - 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.


Return for Risk

IDFF.L vs. FLRK.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

FLRK.L
FLRK.L Risk / Return Rank: 9292
Overall Rank
FLRK.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLRK.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLRK.L Omega Ratio Rank: 9191
Omega Ratio Rank
FLRK.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLRK.L Martin Ratio Rank: 9292
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.

IDFF.L vs. FLRK.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 Franklin FTSE Korea UCITS ETF (FLRK.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.LFLRK.LDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.31

1.45

-0.14

Calmar ratioReturn relative to maximum drawdown

3.27

5.40

-2.12

Martin ratioReturn relative to average drawdown

9.75

17.44

-7.69

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

The current IDFF.L Sharpe Ratio is 1.72, which is lower than the FLRK.L Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of IDFF.L and FLRK.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.


Loading charts...

Drawdowns

IDFF.L vs. FLRK.L - Drawdown Comparison

The maximum IDFF.L drawdown since its inception was -64.08%, which is greater than FLRK.L's maximum drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for IDFF.L and FLRK.L.


Loading charts...

Drawdown Indicators


IDFF.LFLRK.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.08%

-49.35%

-14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-25.25%

+12.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.77%

-34.32%

+14.55%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

-46.97%

+3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-50.09%

Current Drawdown

Current decline from peak

-13.06%

-25.25%

+12.19%

Average Drawdown

Average peak-to-trough decline

-18.18%

-21.91%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

7.83%

-3.43%

Volatility

IDFF.L vs. FLRK.L - Volatility Comparison

The current volatility for iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) is 10.68%, while Franklin FTSE Korea UCITS ETF (FLRK.L) has a volatility of 19.47%. This indicates that IDFF.L experiences smaller price fluctuations and is considered to be less risky than FLRK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDFF.LFLRK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

19.47%

-8.79%

Volatility (6M)

Calculated over the trailing 6-month period

22.20%

41.65%

-19.45%

Volatility (1Y)

Calculated over the trailing 1-year period

24.91%

45.24%

-20.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

32.83%

-10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

32.65%

-11.82%

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

IDFF.L has a 0.74% expense ratio, which is higher than FLRK.L's 0.09% expense ratio.


Dividends

IDFF.L vs. FLRK.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
FLRK.L
Franklin FTSE Korea 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 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 FLRK.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLRK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLRK.L is cheaper with a 0.09% expense ratio, compared with 0.74% for IDFF.L.

IDFF.L is categorized as Asia Pacific Equities, while FLRK.L is South Korea Equities. IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD), while FLRK.L tracks MSCI Korea NR USD. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.74% for IDFF.L and 0.09% for FLRK.L.

Portfolio Optimizer

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

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

Open Portfolio Optimizer