IDJP.L vs. IDFF.L
IDJP.L (iShares MSCI Japan Small Cap UCITS ETF USD (Dist)) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Japan Equities funds from iShares - IDJP.L tracks the iShares MSCI Japan Small Cap UCITS ETF USD (Dist) while IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF. Both are passively managed. Over the past 10 years, IDJP.L returned 7.93%/yr vs 9.66%/yr for IDFF.L. A 0.52 correlation means they provide meaningful diversification when combined. IDJP.L charges 0.58%/yr vs 0.74%/yr for IDFF.L.
Performance
IDJP.L vs. IDFF.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDJP.L achieves a 14.93% return, which is significantly lower than IDFF.L's 26.95% return. Over the past 10 years, IDJP.L has underperformed IDFF.L with an annualized return of 7.93%, while IDFF.L has yielded a comparatively higher 9.66% annualized return.
IDJP.L
- 1D
- -0.80%
- 1M
- 0.34%
- 6M
- 10.43%
- YTD
- 14.93%
- 1Y
- 29.94%
- 3Y*
- 17.35%
- 5Y*
- 7.67%
- 10Y*
- 7.93%
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%
IDJP.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDJP.L iShares MSCI Japan Small Cap UCITS ETF USD (Dist) | 14.93% | 29.69% | 3.33% | 13.53% | -12.68% | -3.28% | 8.14% | 17.67% | -16.75% | 31.70% |
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% |
Correlation
The correlation between IDJP.L and IDFF.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 9, 2008 | 0.52 |
The correlation between IDJP.L and IDFF.L has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.
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Return for Risk
IDJP.L vs. IDFF.L — Risk / Return Rank
IDJP.L
IDFF.L
IDJP.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.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.
| IDJP.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.79 | -1.44 |
| Martin ratioReturn relative to average drawdown | 7.52 | 11.11 | -3.59 |
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Drawdowns
IDJP.L vs. IDFF.L - Drawdown Comparison
The maximum IDJP.L drawdown since its inception was -39.64%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for IDJP.L and IDFF.L.
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Drawdown Indicators
| IDJP.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.64% | -64.08% | +24.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -12.63% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.50% | -19.77% | +7.27% |
Max Drawdown (5Y)Largest decline over 5 years | -32.90% | -43.71% | +10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | -50.09% | +13.31% |
Current DrawdownCurrent decline from peak | -2.99% | -10.89% | +7.90% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -18.18% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 4.32% | -0.40% |
Volatility
IDJP.L vs. IDFF.L - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) is 5.16%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.68%. This indicates that IDJP.L experiences smaller price fluctuations and is considered to be less risky than IDFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDJP.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 10.68% | -5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 22.07% | -6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 24.77% | -6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 22.32% | -5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 20.81% | -4.16% |
IDJP.L vs. IDFF.L - Expense Ratio Comparison
IDJP.L has a 0.58% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.
Dividends
IDJP.L vs. IDFF.L - Dividend Comparison
IDJP.L's dividend yield for the trailing twelve months is around 1.85%, more than IDFF.L's 1.10% 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% |
IDJP.L iShares MSCI Japan Small Cap UCITS ETF USD (Dist) | 1.85% | 1.77% | 1.77% | 1.77% | 2.08% | 1.55% | 1.48% | 1.47% | 1.45% | 1.21% | 1.20% | 0.72% |
Frequently Asked Questions
IDJP.L and IDFF.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDJP.L is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDJP.L is cheaper with a 0.58% expense ratio, compared with 0.74% for IDFF.L.
IDJP.L tracks iShares MSCI Japan Small Cap UCITS ETF USD (Dist), while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. Their fees differ too: 0.58% for IDJP.L and 0.74% for IDFF.L.
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