IDFF.L vs. XDJP.L
IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF while XDJP.L tracks the TOPIX TR JPY. Both are passively managed. Over the past 10 years, IDFF.L returned 9.66%/yr vs 12.12%/yr for XDJP.L. A 0.59 correlation means they provide meaningful diversification when combined. IDFF.L charges 0.74%/yr vs 0.09%/yr for XDJP.L.
Performance
IDFF.L vs. XDJP.L - Performance Comparison
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Different Trading Currencies
IDFF.L is traded in USD, while XDJP.L is traded in GBp. To make them comparable, the XDJP.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 lower than XDJP.L's 31.03% return. Over the past 10 years, IDFF.L has underperformed XDJP.L with an annualized return of 9.66%, while XDJP.L has yielded a comparatively higher 12.12% 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%
XDJP.L
- 1D
- -0.75%
- 1M
- -3.10%
- 6M
- 23.29%
- YTD
- 31.03%
- 1Y
- 59.23%
- 3Y*
- 23.27%
- 5Y*
- 12.35%
- 10Y*
- 12.12%
IDFF.L vs. XDJP.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% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 31.03% | 30.18% | 7.85% | 21.61% | -19.86% | -4.66% | 25.50% | 21.26% | -8.99% | 25.66% |
Correlation
The correlation between IDFF.L and XDJP.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2013 | 0.59 |
The correlation between IDFF.L and XDJP.L shifts across timeframes, from 0.59 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDFF.L vs. XDJP.L — Risk / Return Rank
IDFF.L
XDJP.L
IDFF.L vs. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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 | XDJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.84 | -0.04 |
| Martin ratioReturn relative to average drawdown | 11.11 | 12.02 | -0.91 |
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Drawdowns
IDFF.L vs. XDJP.L - Drawdown Comparison
The maximum IDFF.L drawdown since its inception was -64.08%, smaller than the maximum XDJP.L drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for IDFF.L and XDJP.L.
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Drawdown Indicators
| IDFF.L | XDJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.08% | -99.99% | +35.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -15.36% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -19.06% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -43.71% | -33.97% | -9.74% |
Max Drawdown (10Y)Largest decline over 10 years | -50.09% | -35.79% | -14.30% |
Current DrawdownCurrent decline from peak | -10.89% | -99.97% | +89.08% |
Average DrawdownAverage peak-to-trough decline | -18.18% | -99.41% | +81.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 4.91% | -0.59% |
Volatility
IDFF.L vs. XDJP.L - Volatility Comparison
iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a higher volatility of 10.68% compared to Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) at 10.04%. This indicates that IDFF.L's price experiences larger fluctuations and is considered to be riskier than XDJP.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 | XDJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 10.04% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 22.07% | 21.79% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.77% | 26.64% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.32% | 20.52% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.81% | 18.74% | +2.07% |
IDFF.L vs. XDJP.L - Expense Ratio Comparison
IDFF.L has a 0.74% expense ratio, which is higher than XDJP.L's 0.09% expense ratio.
Dividends
IDFF.L vs. XDJP.L - Dividend Comparison
IDFF.L's dividend yield for the trailing twelve months is around 1.10%, more than XDJP.L's 1.05% 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% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.05% | 1.33% | 1.41% | 1.60% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% |
Frequently Asked Questions
IDFF.L and XDJP.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.74% for IDFF.L.
IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF, while XDJP.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.74% for IDFF.L and 0.09% for XDJP.L.
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