IJPE.L vs. IDFF.L
IJPE.L (iShares MSCI Japan EUR Hedged UCITS ETF Accumulating) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Japan Equities funds from iShares - IJPE.L tracks the MSCI Japan Index while IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF. Both are passively managed. Over the past 10 years, IJPE.L returned 14.09%/yr vs 9.46%/yr for IDFF.L. A 0.54 correlation means they provide meaningful diversification when combined. IJPE.L charges 0.64%/yr vs 0.74%/yr for IDFF.L.
Performance
IJPE.L vs. IDFF.L - Performance Comparison
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Different Trading Currencies
IJPE.L is traded in EUR, while IDFF.L is traded in USD. To make them comparable, the IDFF.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IJPE.L achieves a 20.75% return, which is significantly lower than IDFF.L's 32.24% return. Over the past 10 years, IJPE.L has outperformed IDFF.L with an annualized return of 14.09%, while IDFF.L has yielded a comparatively lower 9.46% annualized return.
IJPE.L
- 1D
- -1.21%
- 1M
- 0.69%
- 6M
- 13.10%
- YTD
- 20.75%
- 1Y
- 49.00%
- 3Y*
- 26.62%
- 5Y*
- 19.69%
- 10Y*
- 14.09%
IDFF.L
- 1D
- 0.00%
- 1M
- -5.79%
- 6M
- 22.76%
- YTD
- 32.24%
- 1Y
- 52.38%
- 3Y*
- 23.86%
- 5Y*
- 8.11%
- 10Y*
- 9.46%
IJPE.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJPE.L iShares MSCI Japan EUR Hedged UCITS ETF Accumulating | 20.75% | 27.33% | 22.08% | 32.82% | -5.43% | 11.46% | 8.93% | 15.39% | -16.93% | 18.75% |
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 32.24% | 22.93% | 19.56% | -1.58% | -16.95% | -2.41% | 15.53% | 19.92% | -11.19% | 24.29% |
Correlation
The correlation between IJPE.L and IDFF.L is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.54 |
The correlation between IJPE.L and IDFF.L shifts across timeframes, from 0.46 (3 years) to 0.59 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IJPE.L vs. IDFF.L — Risk / Return Rank
IJPE.L
IDFF.L
IJPE.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.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.
| IJPE.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.39 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 4.91 | +0.14 |
| Martin ratioReturn relative to average drawdown | 16.45 | 13.58 | +2.87 |
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Drawdowns
IJPE.L vs. IDFF.L - Drawdown Comparison
The maximum IJPE.L drawdown since its inception was -34.53%, smaller than the maximum IDFF.L drawdown of -58.46%. Use the drawdown chart below to compare losses from any high point for IJPE.L and IDFF.L.
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Drawdown Indicators
| IJPE.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.53% | -58.46% | +23.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -10.71% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -21.50% | -22.20% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.50% | -32.79% | +11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.53% | -38.79% | +4.26% |
Current DrawdownCurrent decline from peak | -3.47% | -9.72% | +6.25% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -15.09% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.88% | -0.91% |
Volatility
IJPE.L vs. IDFF.L - Volatility Comparison
The current volatility for iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) is 7.13%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.39%. This indicates that IJPE.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
| IJPE.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 10.39% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 16.38% | 20.97% | -4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 24.05% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 20.90% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 20.22% | -1.66% |
IJPE.L vs. IDFF.L - Expense Ratio Comparison
IJPE.L has a 0.64% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.
Dividends
IJPE.L vs. IDFF.L - Dividend Comparison
IJPE.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.10%.
| 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% |
IJPE.L iShares MSCI Japan EUR Hedged UCITS ETF Accumulating | 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
IJPE.L and IDFF.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IJPE.L is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IJPE.L is cheaper with a 0.64% expense ratio, compared with 0.74% for IDFF.L.
IJPE.L tracks MSCI Japan Index, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. Their fees differ too: 0.64% for IJPE.L and 0.74% for IDFF.L.
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