IDFF.L vs. JREA.L
IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)) and JREA.L (JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc)) are both Asia Pacific Equities funds. IDFF.L is passively managed, while JREA.L is actively managed. Over the past 3 years, IDFF.L returned 23.21%/yr vs 18.83%/yr for JREA.L. With a 0.95 correlation, they move nearly in lockstep. IDFF.L charges 0.74%/yr vs 0.30%/yr for JREA.L.
Performance
IDFF.L vs. JREA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDFF.L achieves a 23.86% return, which is significantly higher than JREA.L's 19.52% 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%
JREA.L
- 1D
- -1.96%
- 1M
- -8.72%
- 6M
- 14.54%
- YTD
- 19.52%
- 1Y
- 33.69%
- 3Y*
- 18.83%
- 5Y*
- —
- 10Y*
- —
IDFF.L vs. JREA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) | 23.86% | 39.49% | 12.16% | 1.47% | -12.67% |
JREA.L JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) | 19.52% | 29.63% | 8.81% | 4.45% | -11.27% |
Correlation
The correlation between IDFF.L and JREA.L is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2022 | 0.95 |
The correlation between IDFF.L and JREA.L has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
IDFF.L vs. JREA.L — Risk / Return Rank
IDFF.L
JREA.L
IDFF.L vs. JREA.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 JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.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 | JREA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.85 | +0.43 |
| Martin ratioReturn relative to average drawdown | 9.75 | 8.70 | +1.05 |
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Drawdowns
IDFF.L vs. JREA.L - Drawdown Comparison
The maximum IDFF.L drawdown since its inception was -64.08%, which is greater than JREA.L's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for IDFF.L and JREA.L.
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Drawdown Indicators
| IDFF.L | JREA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.08% | -28.16% | -35.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.06% | -11.77% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -18.58% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -43.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.09% | — | — |
Current DrawdownCurrent decline from peak | -13.06% | -10.61% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -18.18% | -8.39% | -9.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 3.86% | +0.54% |
Volatility
IDFF.L vs. JREA.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 JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.L) at 8.95%. This indicates that IDFF.L's price experiences larger fluctuations and is considered to be riskier than JREA.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 | JREA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 8.95% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 22.20% | 19.13% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.91% | 21.30% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 19.60% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 19.60% | +1.23% |
IDFF.L vs. JREA.L - Expense Ratio Comparison
IDFF.L has a 0.74% expense ratio, which is higher than JREA.L's 0.30% expense ratio.
Dividends
IDFF.L vs. JREA.L - Dividend Comparison
IDFF.L's dividend yield for the trailing twelve months is around 1.13%, while JREA.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 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% |
JREA.L JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (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% |
Frequently Asked Questions
With a correlation of 0.98, IDFF.L and JREA.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, JREA.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREA.L is cheaper with a 0.30% expense ratio, compared with 0.74% for IDFF.L.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.74% for IDFF.L and 0.30% for JREA.L.
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