IDFF.L vs. VJPU.L
IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) and VJPU.L (Vanguard FTSE Japan UCITS ETF USD Hedged Acc) are both Japan Equities funds - IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF while VJPU.L tracks the FTSE Japan (USD Hedged). Both are passively managed. Over the past 5 years, IDFF.L returned 7.12%/yr vs 22.28%/yr for VJPU.L. At a 0.48 correlation, their price movements are largely independent. IDFF.L charges 0.74%/yr vs 0.20%/yr for VJPU.L.
Performance
IDFF.L vs. VJPU.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 VJPU.L's 21.68% 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%
VJPU.L
- 1D
- -1.00%
- 1M
- 1.01%
- 6M
- 14.24%
- YTD
- 21.68%
- 1Y
- 52.01%
- 3Y*
- 29.40%
- 5Y*
- 22.28%
- 10Y*
- —
IDFF.L vs. VJPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 26.95% | 39.49% | 12.16% | 1.47% | -21.79% | -9.20% | 32.55% |
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 21.68% | 31.51% | 23.81% | 35.67% | -2.33% | 12.22% | 11.64% |
Correlation
The correlation between IDFF.L and VJPU.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2020 | 0.48 |
The correlation between IDFF.L and VJPU.L shifts across timeframes, from 0.44 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDFF.L vs. VJPU.L — Risk / Return Rank
IDFF.L
VJPU.L
IDFF.L vs. VJPU.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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.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 | VJPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 5.41 | -1.61 |
| Martin ratioReturn relative to average drawdown | 11.11 | 18.53 | -7.42 |
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Drawdowns
IDFF.L vs. VJPU.L - Drawdown Comparison
The maximum IDFF.L drawdown since its inception was -64.08%, which is greater than VJPU.L's maximum drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for IDFF.L and VJPU.L.
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Drawdown Indicators
| IDFF.L | VJPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.08% | -27.53% | -36.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -9.57% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -21.44% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -43.71% | -21.44% | -22.27% |
Max Drawdown (10Y)Largest decline over 10 years | -50.09% | — | — |
Current DrawdownCurrent decline from peak | -10.89% | -2.71% | -8.18% |
Average DrawdownAverage peak-to-trough decline | -18.18% | -4.11% | -14.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.80% | +1.52% |
Volatility
IDFF.L vs. VJPU.L - Volatility Comparison
iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a higher volatility of 10.68% compared to Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) at 6.34%. This indicates that IDFF.L's price experiences larger fluctuations and is considered to be riskier than VJPU.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 | VJPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 6.34% | +4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 22.07% | 15.82% | +6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.77% | 19.88% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.32% | 18.51% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.81% | 19.59% | +1.22% |
IDFF.L vs. VJPU.L - Expense Ratio Comparison
IDFF.L has a 0.74% expense ratio, which is higher than VJPU.L's 0.20% expense ratio.
Dividends
IDFF.L vs. VJPU.L - Dividend Comparison
IDFF.L's dividend yield for the trailing twelve months is around 1.10%, while VJPU.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% |
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged 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
IDFF.L and VJPU.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VJPU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VJPU.L is cheaper with a 0.20% expense ratio, compared with 0.74% for IDFF.L.
IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF, while VJPU.L tracks FTSE Japan (USD Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.74% for IDFF.L and 0.20% for VJPU.L.
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