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IFFF.L vs. UB20.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFFF.L vs. UB20.L

Last updated Jun 5, 2026

IFFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) and UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds - IFFF.L tracks the MSCI AC Asia Ex Japan NR USD while UB20.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, IFFF.L returned 11.86%/yr vs 8.09%/yr for UB20.L. At a 0.42 correlation, their price movements are largely independent. IFFF.L charges 0.74%/yr vs 0.30%/yr for UB20.L.

Performance

IFFF.L vs. UB20.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 UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.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 UB20.L's 8.88% return. Over the past 10 years, IFFF.L has outperformed UB20.L with an annualized return of 11.86%, while UB20.L has yielded a comparatively lower 8.09% annualized 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%

UB20.L

1D
-0.89%
1M
0.41%
YTD
8.88%
6M
9.55%
1Y
17.52%
3Y*
10.59%
5Y*
6.00%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFFF.L vs. UB20.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IFFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF		37.38%30.76%13.56%-4.04%-12.39%-8.11%21.66%13.62%-10.17%28.81%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		8.88%12.00%6.98%-0.60%5.80%5.29%2.35%16.21%-6.21%14.50%

Correlation

The correlation between IFFF.L and UB20.L is 0.60, 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

0.60

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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2012

0.42

The correlation between IFFF.L and UB20.L shifts across timeframes, from 0.42 (all time) to 0.66 (3 years), reflecting how their relationship changes across market environments.

IFFF.L vs. UB20.L - Sectors Allocation Comparison

Sectors
IFFF.L
UB20.L

Technology

49.8%
1.1%

Financial Services

15.3%
46.1%

Consumer Cyclical

9.7%
6.0%

Industrials

7.3%
8.5%

Communication Services

7.0%
2.7%

Basic Materials

2.5%
14.6%

Healthcare

2.2%
3.7%

Real Estate

1.7%
7.8%

Consumer Defensive

1.7%
3.0%

Energy

1.4%
2.9%

Utilities

1.4%
3.6%

Technology

IFFF.L
49.8%
UB20.L
1.1%

Financial Services

IFFF.L
15.3%
UB20.L
46.1%

Consumer Cyclical

IFFF.L
9.7%
UB20.L
6.0%

Industrials

IFFF.L
7.3%
UB20.L
8.5%

Communication Services

IFFF.L
7.0%
UB20.L
2.7%

Basic Materials

IFFF.L
2.5%
UB20.L
14.6%

Healthcare

IFFF.L
2.2%
UB20.L
3.7%

Real Estate

IFFF.L
1.7%
UB20.L
7.8%

Consumer Defensive

IFFF.L
1.7%
UB20.L
3.0%

Energy

IFFF.L
1.4%
UB20.L
2.9%

Utilities

IFFF.L
1.4%
UB20.L
3.6%

Compare stocks, funds, or ETFs

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iShares MSCI AC Far East ex-Japan UCITS ETF

UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis

Often compared with IFFF.L:
IFFF.L vs. XDEW.DEIFFF.L vs. VOOIFFF.L vs. VFEA.DEIFFF.L vs. IKOR.LIFFF.L vs. ASDV.LIFFF.L vs. XKS2.LIFFF.L vs. CP9U.L
Often compared with UB20.L:
UB20.L vs. EQQQ.LUB20.L vs. XKS2.LUB20.L vs. UC44.LUB20.L vs. FRIN.LUB20.L vs. ASDV.LUB20.L vs. HMEF.LUB20.L vs. IAPD.L

Return for Risk

IFFF.L vs. UB20.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
UB20.L
UB20.L Risk / Return Rank: 4848
Overall Rank
UB20.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UB20.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
UB20.L Omega Ratio Rank: 4646
Omega Ratio Rank
UB20.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
UB20.L Martin Ratio Rank: 4747
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. UB20.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 UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.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.LUB20.LDifference
Sharpe ratioReturn per unit of total volatility
3.81
1.62

+2.19

Sortino ratioReturn per unit of downside risk
4.70
2.42

+2.28

Omega ratioGain probability vs. loss probability

1.67

1.29

+0.38

Calmar ratioReturn relative to maximum drawdown

7.09

2.46

+4.63

Martin ratioReturn relative to average drawdown

23.07

7.51

+15.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IFFF.L vs. UB20.L - Sharpe Ratio Comparison

The current IFFF.L Sharpe Ratio is 3.81, which is higher than the UB20.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IFFF.L and UB20.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.LUB20.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.81

1.62

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.47

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.66

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.68

-0.22

Drawdowns

IFFF.L vs. UB20.L - Drawdown Comparison

The maximum IFFF.L drawdown since its inception was -53.09%, which is greater than UB20.L's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for IFFF.L and UB20.L.

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Drawdown Indicators

IFFF.LUB20.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.09%

-30.04%

-23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-7.32%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.69%

-17.80%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.37%

-17.80%

-16.57%

Max Drawdown (10Y)

Largest decline over 10 years

-39.63%

-30.04%

-9.59%

Current Drawdown

Current decline from peak

-2.83%

-3.03%

+0.20%

Average Drawdown

Average peak-to-trough decline

-12.36%

-5.59%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.37%

+0.81%

Volatility

IFFF.L vs. UB20.L - Volatility Comparison

iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) has a higher volatility of 8.45% compared to UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) at 3.70%. This indicates that IFFF.L's price experiences larger fluctuations and is considered to be riskier than UB20.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.LUB20.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

3.70%

+4.75%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

8.48%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

11.12%

+8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

15.34%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

18.15%

+0.93%

IFFF.L vs. UB20.L - Expense Ratio Comparison

IFFF.L has a 0.74% expense ratio, which is higher than UB20.L's 0.30% expense ratio.

Dividends

IFFF.L vs. UB20.L - Dividend Comparison

IFFF.L's dividend yield for the trailing twelve months is around 1.06%, less than UB20.L's 2.93% 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%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		2.93%3.86%3.26%3.97%3.64%2.60%3.05%4.03%4.36%3.43%4.00%5.16%

Frequently Asked Questions

IFFF.L and UB20.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB20.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB20.L is cheaper with a 0.30% expense ratio, compared with 0.74% for IFFF.L.

IFFF.L tracks MSCI AC Asia Ex Japan NR USD, while UB20.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.74% for IFFF.L and 0.30% for UB20.L.

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