IUSF.L vs. IDJP.L
IUSF.L (iShares Edge MSCI USA Size Factor UCITS ETF) and IDJP.L (iShares MSCI Japan Small Cap UCITS ETF USD (Dist)) are both exchange-traded funds - IUSF.L is a Mid Cap Blend Equities fund tracking the Russell Mid Cap TR USD, while IDJP.L is a Japan Equities fund tracking the MSCI Japan Small Cap Index (Net). Both are passively managed. Over the past 5 years, IUSF.L returned 7.07%/yr vs 7.72%/yr for IDJP.L. A 0.51 correlation means they provide meaningful diversification when combined. IUSF.L charges 0.20%/yr vs 0.58%/yr for IDJP.L.
Performance
IUSF.L vs. IDJP.L - Performance Comparison
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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%
IUSF.L vs. IDJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
IUSF.L vs. IDJP.L — Risk / Return Rank
IUSF.L
IDJP.L
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.L | IDJP.L | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| IUSF.L | IDJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.39% | -5.69% | +3.30% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -6.72% | +1.34% |
Ulcer IndexDepth 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.
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Volatility by Period
| IUSF.L | IDJP.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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