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

IKOR.L vs. IFFF.L

Last updated Jun 5, 2026

IKOR.L (iShares MSCI Korea UCITS ETF (Dist)) and IFFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Asia Pacific Equities funds from iShares - IKOR.L tracks the MSCI Korea NR USD while IFFF.L tracks the MSCI AC Asia Ex Japan NR USD. Both are passively managed. Over the past 10 years, IKOR.L returned 17.90%/yr vs 11.86%/yr for IFFF.L. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.74% expense ratio.

Performance

IKOR.L vs. IFFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.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, IKOR.L achieves a 107.66% return, which is significantly higher than IFFF.L's 37.38% return. Over the past 10 years, IKOR.L has outperformed IFFF.L with an annualized return of 17.90%, while IFFF.L has yielded a comparatively lower 11.86% annualized return.

IKOR.L

1D
-4.06%
1M
17.39%
YTD
107.66%
6M
126.31%
1Y
237.26%
3Y*
45.36%
5Y*
19.90%
10Y*
17.90%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IKOR.L
iShares MSCI Korea UCITS ETF (Dist)		107.66%85.96%-21.55%13.31%-19.76%-7.30%39.09%6.99%-16.57%32.45%
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%

Correlation

The correlation between IKOR.L and IFFF.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

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

0.73

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

0.72

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

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2005

0.79

The correlation between IKOR.L and IFFF.L has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

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

Sectors
IKOR.L
IFFF.L

Technology

56.0%
49.8%

Industrials

18.8%
7.3%

Financial Services

9.2%
15.3%

Consumer Cyclical

5.7%
9.7%

Healthcare

3.0%
2.2%

Communication Services

2.6%
7.0%

Basic Materials

2.0%
2.5%

Consumer Defensive

1.4%
1.7%

Energy

1.1%
1.4%

Utilities

0.4%
1.4%

Real Estate

-

1.7%

Technology

IKOR.L
56.0%
IFFF.L
49.8%

Industrials

IKOR.L
18.8%
IFFF.L
7.3%

Financial Services

IKOR.L
9.2%
IFFF.L
15.3%

Consumer Cyclical

IKOR.L
5.7%
IFFF.L
9.7%

Healthcare

IKOR.L
3.0%
IFFF.L
2.2%

Communication Services

IKOR.L
2.6%
IFFF.L
7.0%

Basic Materials

IKOR.L
2.0%
IFFF.L
2.5%

Consumer Defensive

IKOR.L
1.4%
IFFF.L
1.7%

Energy

IKOR.L
1.1%
IFFF.L
1.4%

Utilities

IKOR.L
0.4%
IFFF.L
1.4%

Real Estate

IKOR.L

-

IFFF.L
1.7%

Compare stocks, funds, or ETFs

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iShares MSCI Korea UCITS ETF (Dist)

iShares MSCI AC Far East ex-Japan UCITS ETF

Often compared with IKOR.L:
IKOR.L vs. VOOIKOR.L vs. EWYIKOR.L vs. FLRK.LIKOR.L vs. FRXT.LIKOR.L vs. XMID.LIKOR.L vs. CP9U.LIKOR.L vs. CSKR.L
Often compared with IFFF.L:
IFFF.L vs. XDEW.DEIFFF.L vs. VOOIFFF.L vs. VFEA.DEIFFF.L vs. ASDV.LIFFF.L vs. XKS2.LIFFF.L vs. CP9U.LIFFF.L vs. CP9G.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IKOR.L
IKOR.L Risk / Return Rank: 9797
Overall Rank
IKOR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IKOR.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IKOR.L Omega Ratio Rank: 9696
Omega Ratio Rank
IKOR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IKOR.L Martin Ratio Rank: 9797
Martin Ratio Rank
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
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.

IKOR.L vs. IFFF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.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.

IKOR.LIFFF.LDifference
Sharpe ratioReturn per unit of total volatility
6.36
3.81

+2.55

Sortino ratioReturn per unit of downside risk
5.81
4.70

+1.12

Omega ratioGain probability vs. loss probability

1.83

1.67

+0.16

Calmar ratioReturn relative to maximum drawdown

10.97

7.09

+3.88

Martin ratioReturn relative to average drawdown

39.06

23.07

+15.99

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

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

The current IKOR.L Sharpe Ratio is 6.36, which is higher than the IFFF.L Sharpe Ratio of 3.81. The chart below compares the historical Sharpe Ratios of IKOR.L and IFFF.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

IKOR.LIFFF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.36

3.81

+2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.48

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.62

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.46

-0.04

Drawdowns

IKOR.L vs. IFFF.L - Drawdown Comparison

The maximum IKOR.L drawdown since its inception was -61.70%, which is greater than IFFF.L's maximum drawdown of -53.09%. Use the drawdown chart below to compare losses from any high point for IKOR.L and IFFF.L.

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Drawdown Indicators

IKOR.LIFFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.70%

-53.09%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-21.48%

-10.33%

-11.15%

Max Drawdown (3Y)

Largest decline over 3 years

-28.58%

-19.69%

-8.89%

Max Drawdown (5Y)

Largest decline over 5 years

-40.83%

-34.37%

-6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-44.11%

-39.63%

-4.48%

Current Drawdown

Current decline from peak

-5.01%

-2.83%

-2.18%

Average Drawdown

Average peak-to-trough decline

-15.59%

-12.36%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

3.18%

+2.87%

Volatility

IKOR.L vs. IFFF.L - Volatility Comparison

iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) has a higher volatility of 17.45% compared to iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) at 8.45%. This indicates that IKOR.L's price experiences larger fluctuations and is considered to be riskier than IFFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IKOR.LIFFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.45%

8.45%

+9.00%

Volatility (6M)

Calculated over the trailing 6-month period

32.34%

16.02%

+16.32%

Volatility (1Y)

Calculated over the trailing 1-year period

37.08%

19.26%

+17.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.31%

19.16%

+6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

19.08%

+5.68%

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

Both IKOR.L and IFFF.L have an expense ratio of 0.74%.

Dividends

IKOR.L vs. IFFF.L - Dividend Comparison

IKOR.L's dividend yield for the trailing twelve months is around 0.42%, less than IFFF.L's 1.06% 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%
IKOR.L
iShares MSCI Korea UCITS ETF (Dist)		0.42%0.83%1.31%1.14%1.34%1.36%0.76%1.28%1.07%0.72%0.57%0.43%

Frequently Asked Questions

IKOR.L and IFFF.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.74% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IKOR.L and IFFF.L have the same expense ratio: 0.74% per year.

IKOR.L tracks MSCI Korea NR USD, while IFFF.L tracks MSCI AC Asia Ex Japan NR USD.

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