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

Performance

IDFF.L vs. JREA.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 JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
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

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

JREA.L
JREA.L Risk / Return Rank: 6666
Overall Rank
JREA.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JREA.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
JREA.L Omega Ratio Rank: 6565
Omega Ratio Rank
JREA.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
JREA.L Martin Ratio Rank: 6666
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. 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.LJREA.LDifference
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

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

The current IDFF.L Sharpe Ratio is 1.72, which is comparable to the JREA.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of IDFF.L and JREA.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. 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.LJREA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.06%

-10.61%

-2.45%

Average Drawdown

Average peak-to-trough decline

-18.18%

-8.39%

-9.79%

Ulcer Index

Depth 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.LJREA.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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

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

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