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

Performance

IDFF.L vs. HMAD.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 (IDFF.L) and HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF (HMAD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IDFF.L having a 26.95% return and HMAD.L slightly lower at 26.73%. Both investments have delivered pretty close results over the past 10 years, with IDFF.L having a 9.66% annualized return and HMAD.L not far ahead at 9.94%.


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%

HMAD.L

1D
-1.11%
1M
-8.23%
6M
19.23%
YTD
26.73%
1Y
48.95%
3Y*
24.40%
5Y*
7.36%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
26.95%39.49%12.16%1.47%-21.79%-9.20%25.91%17.27%-15.18%41.70%
HMAD.L
HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF
26.73%41.42%11.84%1.71%-21.78%-8.81%26.05%17.57%-14.95%42.10%

Correlation

The correlation between IDFF.L and HMAD.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2013

0.98

The correlation between IDFF.L and HMAD.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

IDFF.L vs. HMAD.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: 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

HMAD.L
HMAD.L Risk / Return Rank: 7777
Overall Rank
HMAD.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HMAD.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
HMAD.L Omega Ratio Rank: 7575
Omega Ratio Rank
HMAD.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
HMAD.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.

IDFF.L vs. HMAD.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 (IDFF.L) and HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF (HMAD.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.LHMAD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.35

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

3.79

3.78

+0.01

Martin ratioReturn relative to average drawdown

11.11

11.13

-0.01

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

The current IDFF.L Sharpe Ratio is 1.93, which is comparable to the HMAD.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IDFF.L and HMAD.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

IDFF.L vs. HMAD.L - Drawdown Comparison

The maximum IDFF.L drawdown since its inception was -64.08%, which is greater than HMAD.L's maximum drawdown of -50.05%. Use the drawdown chart below to compare losses from any high point for IDFF.L and HMAD.L.


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Drawdown Indicators


IDFF.LHMAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.08%

-50.05%

-14.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-12.83%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-19.77%

-19.56%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-43.71%

-43.66%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-50.09%

-50.05%

-0.04%

Current Drawdown

Current decline from peak

-10.89%

-10.65%

-0.24%

Average Drawdown

Average peak-to-trough decline

-18.18%

-16.49%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

4.37%

-0.05%

Volatility

IDFF.L vs. HMAD.L - Volatility Comparison

iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) and HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF (HMAD.L) have volatilities of 10.68% and 10.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDFF.LHMAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

10.83%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

22.07%

21.87%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

24.77%

24.64%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.32%

22.14%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.81%

20.71%

+0.10%

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

IDFF.L has a 0.74% expense ratio, which is higher than HMAD.L's 0.45% expense ratio.


Dividends

IDFF.L vs. HMAD.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
HMAD.L
HSBC MSCI AC FAR EAST ex JAPAN 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


With a correlation of 0.99, IDFF.L and HMAD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HMAD.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HMAD.L is cheaper with a 0.45% expense ratio, compared with 0.74% for IDFF.L.

IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF, while HMAD.L tracks HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.74% for IDFF.L and 0.45% for HMAD.L.

Portfolio Optimizer

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

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