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IPXJ.L vs. IDFF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPXJ.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.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, IPXJ.L achieves a 10.20% return, which is significantly lower than IDFF.L's 26.95% return. Over the past 10 years, IPXJ.L has underperformed IDFF.L with an annualized return of 7.06%, while IDFF.L has yielded a comparatively higher 9.66% annualized return.


IPXJ.L

1D
-0.55%
1M
1.44%
6M
8.32%
YTD
10.20%
1Y
15.90%
3Y*
12.30%
5Y*
5.56%
10Y*
7.06%

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

IPXJ.L vs. IDFF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
10.20%19.91%4.45%5.64%-6.26%3.62%6.65%17.59%-10.82%25.42%
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 IPXJ.L and IDFF.L is 0.66, 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

0.66

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

0.75

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

0.80

The correlation between IPXJ.L and IDFF.L shifts across timeframes, from 0.66 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IPXJ.L vs. IDFF.L — Risk / Return Rank

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

IPXJ.L
IPXJ.L Risk / Return Rank: 3939
Overall Rank
IPXJ.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IPXJ.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IPXJ.L Omega Ratio Rank: 3535
Omega Ratio Rank
IPXJ.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IPXJ.L Martin Ratio Rank: 3939
Martin Ratio Rank

IDFF.L
IDFF.L Risk / Return Rank: 7676
Overall Rank
IDFF.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDFF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IDFF.L Omega Ratio Rank: 7474
Omega Ratio Rank
IDFF.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDFF.L Martin Ratio Rank: 7575
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.

IPXJ.L vs. IDFF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.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.


IPXJ.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.81

3.79

-1.98

Martin ratioReturn relative to average drawdown

4.92

11.11

-6.19

IPXJ.L vs. IDFF.L - Sharpe Ratio Comparison

The current IPXJ.L Sharpe Ratio is 1.12, which is lower than the IDFF.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IPXJ.L and IDFF.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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Drawdowns

IPXJ.L vs. IDFF.L - Drawdown Comparison

The maximum IPXJ.L drawdown since its inception was -38.93%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for IPXJ.L and IDFF.L.


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Drawdown Indicators


IPXJ.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-64.08%

+25.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-12.63%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-19.77%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.44%

-43.71%

+19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.93%

-50.09%

+11.16%

Current Drawdown

Current decline from peak

-1.69%

-10.89%

+9.20%

Average Drawdown

Average peak-to-trough decline

-8.62%

-18.18%

+9.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

4.32%

-1.17%

Volatility

IPXJ.L vs. IDFF.L - Volatility Comparison

The current volatility for iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) is 3.37%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.68%. This indicates that IPXJ.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


IPXJ.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

10.68%

-7.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

22.07%

-10.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

24.77%

-10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

22.32%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

20.81%

-3.10%

IPXJ.L vs. IDFF.L - Expense Ratio Comparison

IPXJ.L has a 0.60% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.


Dividends

IPXJ.L vs. IDFF.L - Dividend Comparison

IPXJ.L's dividend yield for the trailing twelve months is around 3.56%, more than IDFF.L's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
3.56%2.88%3.49%3.50%3.76%2.92%2.45%3.58%3.92%3.19%3.48%3.44%

Frequently Asked Questions


IPXJ.L and IDFF.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IPXJ.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IPXJ.L is cheaper with a 0.60% expense ratio, compared with 0.74% for IDFF.L.

IPXJ.L tracks iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist), while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. Their fees differ too: 0.60% for IPXJ.L and 0.74% for IDFF.L.

Portfolio Optimizer

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