JPSG.L vs. IDFF.L
JPSG.L (iShares MSCI Japan SRI UCITS ETF) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Japan Equities funds from iShares - JPSG.L tracks the iShares MSCI Japan SRI UCITS ETF while IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF. Both are passively managed. Over the past 3 years, JPSG.L returned 20.60%/yr vs 23.30%/yr for IDFF.L. At a 0.38 correlation, their price movements are largely independent.
Performance
JPSG.L vs. IDFF.L - Performance Comparison
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Different Trading Currencies
JPSG.L is traded in GBP, while IDFF.L is traded in USD. To make them comparable, the IDFF.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPSG.L achieves a 13.14% return, which is significantly lower than IDFF.L's 28.62% return.
JPSG.L
- 1D
- 0.17%
- 1M
- 5.30%
- 6M
- 7.68%
- YTD
- 13.14%
- 1Y
- 35.33%
- 3Y*
- 20.60%
- 5Y*
- —
- 10Y*
- —
IDFF.L
- 1D
- 0.00%
- 1M
- -7.57%
- 6M
- 20.19%
- YTD
- 28.62%
- 1Y
- 49.10%
- 3Y*
- 23.30%
- 5Y*
- 7.86%
- 10Y*
- 9.62%
JPSG.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPSG.L iShares MSCI Japan SRI UCITS ETF | 13.14% | 23.27% | 17.32% | 21.38% |
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 28.62% | 29.55% | 14.11% | -6.04% |
Correlation
The correlation between JPSG.L and IDFF.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.38 |
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Return for Risk
JPSG.L vs. IDFF.L — Risk / Return Rank
JPSG.L
IDFF.L
JPSG.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF (JPSG.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.
| JPSG.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 4.40 | -0.64 |
| Martin ratioReturn relative to average drawdown | 11.53 | 12.07 | -0.54 |
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Drawdowns
JPSG.L vs. IDFF.L - Drawdown Comparison
The maximum JPSG.L drawdown since its inception was -20.02%, smaller than the maximum IDFF.L drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for JPSG.L and IDFF.L.
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Drawdown Indicators
| JPSG.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.02% | -51.16% | +31.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -11.18% | +1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -19.80% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.79% | — |
Current DrawdownCurrent decline from peak | -1.15% | -11.18% | +10.03% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -12.96% | +9.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 4.09% | -0.93% |
Volatility
JPSG.L vs. IDFF.L - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF (JPSG.L) is 4.98%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.40%. This indicates that JPSG.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
| JPSG.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 10.40% | -5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 20.87% | -6.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 23.62% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 20.66% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 20.11% | -1.07% |
Dividends
JPSG.L vs. IDFF.L - Dividend Comparison
JPSG.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% |
JPSG.L iShares MSCI Japan SRI 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
JPSG.L and IDFF.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPSG.L tracks iShares MSCI Japan SRI UCITS ETF, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF.
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