PortfoliosLab logoPortfoliosLab logo
IUSF.L vs. IDJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSF.L vs. IDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IUSF.L is traded in GBp, while IDJP.L is traded in USD. To make them comparable, the IDJP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSF.L achieves a 8.56% return, which is significantly lower than IDJP.L's 12.78% return.


IUSF.L

1D
-0.15%
1M
0.31%
6M
4.64%
YTD
8.56%
1Y
13.53%
3Y*
10.58%
5Y*
7.07%
10Y*

IDJP.L

1D
-2.22%
1M
-4.14%
6M
7.39%
YTD
12.78%
1Y
25.89%
3Y*
14.74%
5Y*
7.72%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSF.L vs. IDJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSF.L
iShares Edge MSCI USA Size Factor UCITS ETF
8.56%1.00%14.60%10.79%-8.57%27.74%13.62%23.94%-5.85%7.91%
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
12.78%20.45%5.13%7.85%-2.29%-2.37%4.96%13.19%-11.81%20.31%

Correlation

The correlation between IUSF.L and IDJP.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.40

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

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2016

0.51

The correlation between IUSF.L and IDJP.L shifts across timeframes, from 0.39 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUSF.L vs. IDJP.L — Risk / Return Rank

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

IUSF.L
IUSF.L Risk / Return Rank: 4343
Overall Rank
IUSF.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IUSF.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
IUSF.L Omega Ratio Rank: 4040
Omega Ratio Rank
IUSF.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUSF.L Martin Ratio Rank: 4444
Martin Ratio Rank

IDJP.L
IDJP.L Risk / Return Rank: 5555
Overall Rank
IDJP.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IDJP.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IDJP.L Omega Ratio Rank: 5555
Omega Ratio Rank
IDJP.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IDJP.L Martin Ratio Rank: 5353
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.

IUSF.L vs. IDJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.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.


IUSF.LIDJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.82

2.22

-0.40

Martin ratioReturn relative to average drawdown

5.55

7.18

-1.63

IUSF.L vs. IDJP.L - Sharpe Ratio Comparison

The current IUSF.L Sharpe Ratio is 1.23, which is comparable to the IDJP.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of IUSF.L and IDJP.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.


Loading charts...

Drawdowns

IUSF.L vs. IDJP.L - Drawdown Comparison

The maximum IUSF.L drawdown since its inception was -33.67%, which is greater than IDJP.L's maximum drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for IUSF.L and IDJP.L.


Loading charts...

Drawdown Indicators


IUSF.LIDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-31.52%

-2.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-11.59%

+4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-11.59%

-11.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-21.29%

-1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-30.85%

Current Drawdown

Current decline from peak

-2.39%

-5.69%

+3.30%

Average Drawdown

Average peak-to-trough decline

-5.38%

-6.72%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

3.60%

-1.17%

Volatility

IUSF.L vs. IDJP.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) is 3.65%, while iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) has a volatility of 5.53%. This indicates that IUSF.L experiences smaller price fluctuations and is considered to be less risky than IDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSF.LIDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

5.53%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

15.50%

-7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

17.53%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

15.17%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.47%

+0.79%

IUSF.L vs. IDJP.L - Expense Ratio Comparison

IUSF.L has a 0.20% expense ratio, which is lower than IDJP.L's 0.58% expense ratio.


Dividends

IUSF.L vs. IDJP.L - Dividend Comparison

IUSF.L has not paid dividends to shareholders, while IDJP.L's dividend yield for the trailing twelve months is around 1.00%.


PositionTTM20252024202320222021202020192018201720162015
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
1.00%1.77%1.77%1.77%2.08%1.55%1.48%1.47%1.45%1.21%1.20%0.72%
IUSF.L
iShares Edge MSCI USA Size Factor UCITS ETF
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


IUSF.L and IDJP.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSF.L is cheaper with a 0.20% expense ratio, compared with 0.58% for IDJP.L.

IUSF.L is categorized as Mid Cap Blend Equities, while IDJP.L is Japan Equities. IUSF.L tracks Russell Mid Cap TR USD, while IDJP.L tracks MSCI Japan Small Cap Index (Net). Their fees differ too: 0.20% for IUSF.L and 0.58% for IDJP.L.

Portfolio Optimizer

Find the right allocation for IUSF.L and IDJP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer