PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
JREA.L vs. IDFF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JREA.L vs. IDFF.L

Last updated Jul 16, 2026
Documentation

JREA.L (JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc)) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Japan Equities funds. JREA.L is actively managed, while IDFF.L is passively managed. Over the past 3 years, JREA.L returned 19.71%/yr vs 24.00%/yr for IDFF.L. Their correlation of 0.95 suggests significant overlap in exposure.

Performance

JREA.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JREA.L achieves a 23.48% return, which is significantly lower than IDFF.L's 26.95% return.

JREA.L

1D
-0.40%
1M
-5.46%
6M
18.37%
YTD
23.48%
1Y
39.13%
3Y*
19.71%
5Y*
—
10Y*
—

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)

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

2026 (YTD)2025202420232022
JREA.L
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc)		23.48%29.63%8.81%4.45%-11.27%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF		26.95%39.49%12.16%1.47%-12.67%

Correlation

The correlation between JREA.L and IDFF.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.98

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

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2022

0.95

The correlation between JREA.L and IDFF.L has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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

JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc)

iShares MSCI AC Far East ex-Japan UCITS ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JREA.L
JREA.L Risk / Return Rank: 7272
Overall Rank
JREA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JREA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
JREA.L Omega Ratio Rank: 7272
Omega Ratio Rank
JREA.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
JREA.L Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.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.

JREA.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility
1.84
1.93

-0.09

Sortino ratioReturn per unit of downside risk
2.46
2.52

-0.06

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

3.31

3.79

-0.48

Martin ratioReturn relative to average drawdown

10.37

11.11

-0.74

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

The current JREA.L Sharpe Ratio is 1.84, which is comparable to the IDFF.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of JREA.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.

Loading charts...

Drawdowns

JREA.L vs. IDFF.L - Drawdown Comparison

The maximum JREA.L drawdown since its inception was -28.16%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for JREA.L and IDFF.L.

Loading charts...

Drawdown Indicators

JREA.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.16%

-64.08%

+35.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-12.63%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-19.77%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

—

-43.71%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.09%

—

Current Drawdown

Current decline from peak

-7.65%

-10.89%

+3.24%

Average Drawdown

Average peak-to-trough decline

-8.39%

-18.18%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

4.32%

-0.56%

Volatility

JREA.L vs. IDFF.L - Volatility Comparison

The current volatility for JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.L) is 9.04%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.68%. This indicates that JREA.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.

Loading charts...

Volatility by Period

JREA.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

10.68%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

19.03%

22.07%

-3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

24.77%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

22.32%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

20.81%

-1.23%

Dividends

JREA.L vs. IDFF.L - Dividend Comparison

JREA.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.10%.

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%
JREA.L
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc)		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

With a correlation of 0.98, JREA.L and IDFF.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: ETF Issuer and iShares.

Portfolio Optimizer

Find the right allocation for JREA.L and IDFF.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