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IFFF.L vs. MPXG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFFF.L vs. MPXG.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 (IFFF.L) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.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, IFFF.L achieves a 37.38% return, which is significantly higher than MPXG.L's 2.07% return.


IFFF.L

1D
-1.94%
1M
9.15%
YTD
37.38%
6M
39.78%
1Y
73.61%
3Y*
25.44%
5Y*
9.26%
10Y*
11.86%

MPXG.L

1D
-0.79%
1M
-3.47%
YTD
2.07%
6M
1.90%
1Y
4.17%
3Y*
3.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFFF.L vs. MPXG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IFFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
37.38%30.76%13.56%-4.04%1.13%
MPXG.L
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D)
2.07%5.53%2.02%-1.23%1.81%

Correlation

The correlation between IFFF.L and MPXG.L is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2022

0.43

The correlation between IFFF.L and MPXG.L has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

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Return for Risk

IFFF.L vs. MPXG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IFFF.L
IFFF.L Risk / Return Rank: 9494
Overall Rank
IFFF.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IFFF.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
IFFF.L Omega Ratio Rank: 9494
Omega Ratio Rank
IFFF.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IFFF.L Martin Ratio Rank: 9292
Martin Ratio Rank

MPXG.L
MPXG.L Risk / Return Rank: 1515
Overall Rank
MPXG.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MPXG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
MPXG.L Omega Ratio Rank: 1414
Omega Ratio Rank
MPXG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
MPXG.L Martin Ratio Rank: 1616
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.

IFFF.L vs. MPXG.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 (IFFF.L) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.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.


IFFF.LMPXG.LDifference
Sharpe ratioReturn per unit of total volatility

+3.43

Sortino ratioReturn per unit of downside risk

+4.07

Omega ratioGain probability vs. loss probability

1.67

1.07

+0.60

Calmar ratioReturn relative to maximum drawdown

7.09

0.59

+6.50

Martin ratioReturn relative to average drawdown

23.07

1.49

+21.58

IFFF.L vs. MPXG.L - Sharpe Ratio Comparison

The current IFFF.L Sharpe Ratio is 3.81, which is higher than the MPXG.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IFFF.L and MPXG.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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Sharpe Ratios by Period


IFFF.LMPXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.81

0.38

+3.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.26

+0.20

Drawdowns

IFFF.L vs. MPXG.L - Drawdown Comparison

The maximum IFFF.L drawdown since its inception was -53.09%, which is greater than MPXG.L's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for IFFF.L and MPXG.L.


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Drawdown Indicators


IFFF.LMPXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.09%

-16.94%

-36.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-7.42%

-2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-19.69%

-15.75%

-3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-34.37%

Max Drawdown (10Y)

Largest decline over 10 years

-39.63%

Current Drawdown

Current decline from peak

-2.83%

-6.14%

+3.31%

Average Drawdown

Average peak-to-trough decline

-12.36%

-5.30%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.87%

+0.31%

Volatility

IFFF.L vs. MPXG.L - Volatility Comparison

iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) has a higher volatility of 8.45% compared to Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.L) at 3.79%. This indicates that IFFF.L's price experiences larger fluctuations and is considered to be riskier than MPXG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFFF.LMPXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

3.79%

+4.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

9.17%

+6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

11.43%

+7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

14.91%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

14.91%

+4.17%

IFFF.L vs. MPXG.L - Expense Ratio Comparison

IFFF.L has a 0.74% expense ratio, which is higher than MPXG.L's 0.15% expense ratio.


Dividends

IFFF.L vs. MPXG.L - Dividend Comparison

IFFF.L's dividend yield for the trailing twelve months is around 1.06%, less than MPXG.L's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IFFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
1.06%1.45%1.80%1.88%2.10%1.36%1.19%1.75%1.98%1.54%1.77%2.22%
MPXG.L
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D)
3.17%3.24%3.36%3.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IFFF.L and MPXG.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MPXG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MPXG.L is cheaper with a 0.15% expense ratio, compared with 0.74% for IFFF.L.

IFFF.L tracks MSCI AC Asia Ex Japan NR USD, while MPXG.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.74% for IFFF.L and 0.15% for MPXG.L.

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