IDFF.L vs. ISJP.L
IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) and ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds from iShares - IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF while ISJP.L tracks the MSCI Japan Small Cap NR JPY. Both are passively managed. Over the past 10 years, IDFF.L returned 9.66%/yr vs 8.10%/yr for ISJP.L. At a 0.48 correlation, their price movements are largely independent. IDFF.L charges 0.74%/yr vs 0.58%/yr for ISJP.L.
Performance
IDFF.L vs. ISJP.L - Performance Comparison
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Different Trading Currencies
IDFF.L is traded in USD, while ISJP.L is traded in GBp. To make them comparable, the ISJP.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 26.95% return, which is significantly higher than ISJP.L's 16.53% return. Over the past 10 years, IDFF.L has outperformed ISJP.L with an annualized return of 9.66%, while ISJP.L has yielded a comparatively lower 8.10% 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%
ISJP.L
- 1D
- -0.31%
- 1M
- 1.90%
- 6M
- 12.06%
- YTD
- 16.53%
- 1Y
- 31.78%
- 3Y*
- 17.79%
- 5Y*
- 7.92%
- 10Y*
- 8.10%
IDFF.L vs. ISJP.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% |
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 16.53% | 30.01% | 3.24% | 12.66% | -12.49% | -2.90% | 7.72% | 18.51% | -16.97% | 30.71% |
Correlation
The correlation between IDFF.L and ISJP.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 | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 9, 2008 | 0.48 |
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Return for Risk
IDFF.L vs. ISJP.L — Risk / Return Rank
IDFF.L
ISJP.L
IDFF.L vs. ISJP.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 MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.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 | ISJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.68 | +1.11 |
| Martin ratioReturn relative to average drawdown | 11.11 | 8.63 | +2.48 |
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Drawdowns
IDFF.L vs. ISJP.L - Drawdown Comparison
The maximum IDFF.L drawdown since its inception was -64.08%, smaller than the maximum ISJP.L drawdown of -69.60%. Use the drawdown chart below to compare losses from any high point for IDFF.L and ISJP.L.
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Drawdown Indicators
| IDFF.L | ISJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.08% | -69.60% | +5.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -11.79% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -12.58% | -7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -43.71% | -33.09% | -10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -50.09% | -36.04% | -14.05% |
Current DrawdownCurrent decline from peak | -10.89% | -1.97% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -18.18% | -30.31% | +12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 3.67% | +0.65% |
Volatility
IDFF.L vs. ISJP.L - Volatility Comparison
iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a higher volatility of 10.68% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) at 4.99%. This indicates that IDFF.L's price experiences larger fluctuations and is considered to be riskier than ISJP.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 | ISJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 4.99% | +5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 22.07% | 14.87% | +7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.77% | 17.30% | +7.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.32% | 16.30% | +6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.81% | 16.51% | +4.30% |
IDFF.L vs. ISJP.L - Expense Ratio Comparison
IDFF.L has a 0.74% expense ratio, which is higher than ISJP.L's 0.58% expense ratio.
Dividends
IDFF.L vs. ISJP.L - Dividend Comparison
IDFF.L's dividend yield for the trailing twelve months is around 1.10%, more than ISJP.L's 0.86% yield.
| 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% |
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.86% | 1.85% | 1.73% | 1.77% | 1.99% | 1.52% | 1.58% | 1.53% | 1.39% | 1.29% | 1.07% | 0.67% |
Frequently Asked Questions
IDFF.L and ISJP.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, ISJP.L is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISJP.L is cheaper with a 0.58% expense ratio, compared with 0.74% for IDFF.L.
IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF, while ISJP.L tracks MSCI Japan Small Cap NR JPY. Their fees differ too: 0.74% for IDFF.L and 0.58% for ISJP.L.
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