IDFF.L vs. IGLN.L
IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IDFF.L is a Japan Equities fund tracking the iShares MSCI AC Far East ex-Japan UCITS ETF, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, IDFF.L returned 9.66%/yr vs 11.58%/yr for IGLN.L. At a 0.17 correlation, their price movements are largely independent. IDFF.L charges 0.74%/yr vs 0.12%/yr for IGLN.L.
Performance
IDFF.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDFF.L achieves a 26.95% return, which is significantly higher than IGLN.L's -6.13% return. Over the past 10 years, IDFF.L has underperformed IGLN.L with an annualized return of 9.66%, while IGLN.L has yielded a comparatively higher 11.58% annualized return.
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%
IGLN.L
- 1D
- -0.82%
- 1M
- -7.02%
- 6M
- -12.44%
- YTD
- -6.13%
- 1Y
- 21.47%
- 3Y*
- 27.22%
- 5Y*
- 17.30%
- 10Y*
- 11.58%
IDFF.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGLN.L iShares Physical Gold ETC | -6.13% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.30% | -1.33% | 11.69% |
Correlation
The correlation between IDFF.L and IGLN.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.17 |
Over the past year, IDFF.L and IGLN.L have become more correlated (0.41) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
IDFF.L vs. IGLN.L — Risk / Return Rank
IDFF.L
IGLN.L
IDFF.L vs. IGLN.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 iShares Physical Gold ETC (IGLN.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.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 0.88 | +2.92 |
| Martin ratioReturn relative to average drawdown | 11.11 | 2.15 | +8.97 |
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Drawdowns
IDFF.L vs. IGLN.L - Drawdown Comparison
The maximum IDFF.L drawdown since its inception was -64.08%, which is greater than IGLN.L's maximum drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for IDFF.L and IGLN.L.
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Drawdown Indicators
| IDFF.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.08% | -45.25% | -18.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -24.39% | +11.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -24.39% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -43.71% | -24.39% | -19.32% |
Max Drawdown (10Y)Largest decline over 10 years | -50.09% | -24.39% | -25.70% |
Current DrawdownCurrent decline from peak | -10.89% | -23.66% | +12.77% |
Average DrawdownAverage peak-to-trough decline | -18.18% | -19.73% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 9.97% | -5.65% |
Volatility
IDFF.L vs. IGLN.L - Volatility Comparison
iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a higher volatility of 10.68% compared to iShares Physical Gold ETC (IGLN.L) at 7.59%. This indicates that IDFF.L's price experiences larger fluctuations and is considered to be riskier than IGLN.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.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 7.59% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 22.07% | 23.02% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.77% | 26.39% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.32% | 17.79% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.81% | 15.74% | +5.07% |
IDFF.L vs. IGLN.L - Expense Ratio Comparison
IDFF.L has a 0.74% expense ratio, which is higher than IGLN.L's 0.12% expense ratio.
Dividends
IDFF.L vs. IGLN.L - Dividend Comparison
IDFF.L's dividend yield for the trailing twelve months is around 1.10%, while IGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDFF.L and IGLN.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGLN.L is cheaper with a 0.12% expense ratio, compared with 0.74% for IDFF.L.
IDFF.L is categorized as Japan Equities, while IGLN.L is Gold. IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.74% for IDFF.L and 0.12% for IGLN.L.
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