JREU.L vs. IDFF.L
JREU.L (JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)) are both exchange-traded funds - JREU.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while IDFF.L is a Asia Pacific Equities fund tracking the MSCI All Country World Far East Ex Japan USD Index (USD). Both are passively managed. Over the past 5 years, JREU.L returned 12.68%/yr vs 6.60%/yr for IDFF.L. A 0.63 correlation means they provide meaningful diversification when combined. JREU.L charges 0.20%/yr vs 0.74%/yr for IDFF.L.
Performance
JREU.L vs. IDFF.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JREU.L achieves a 8.30% return, which is significantly lower than IDFF.L's 23.86% return.
JREU.L
- 1D
- -1.14%
- 1M
- -0.72%
- 6M
- 7.76%
- YTD
- 8.30%
- 1Y
- 18.87%
- 3Y*
- 18.87%
- 5Y*
- 12.68%
- 10Y*
- —
IDFF.L
- 1D
- -2.62%
- 1M
- -10.76%
- 6M
- 15.47%
- YTD
- 23.86%
- 1Y
- 42.96%
- 3Y*
- 23.21%
- 5Y*
- 6.60%
- 10Y*
- 9.44%
JREU.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 8.30% | 16.31% | 25.12% | 28.35% | -18.91% | 30.58% | 19.61% | 30.54% | -9.47% |
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) | 23.86% | 39.49% | 12.16% | 1.47% | -21.79% | -9.20% | 25.91% | 17.27% | -2.48% |
Correlation
The correlation between JREU.L and IDFF.L is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.63 |
The correlation between JREU.L and IDFF.L has been stable across timeframes, ranging from 0.60 to 0.65 - 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.
Return for Risk
JREU.L vs. IDFF.L — Risk / Return Rank
JREU.L
IDFF.L
JREU.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) and iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (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.
| JREU.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.31 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.27 | -1.04 |
| Martin ratioReturn relative to average drawdown | 9.36 | 9.75 | -0.39 |
Loading charts...
Drawdowns
JREU.L vs. IDFF.L - Drawdown Comparison
The maximum JREU.L drawdown since its inception was -34.56%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for JREU.L and IDFF.L.
Loading charts...
Drawdown Indicators
| JREU.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.56% | -64.08% | +29.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -13.06% | +4.66% |
Max Drawdown (3Y)Largest decline over 3 years | -18.60% | -19.77% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -43.26% | +18.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.09% | — |
Current DrawdownCurrent decline from peak | -1.69% | -13.06% | +11.37% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -18.18% | +13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 4.40% | -2.39% |
Volatility
JREU.L vs. IDFF.L - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) is 3.02%, while iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) has a volatility of 10.68%. This indicates that JREU.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
| JREU.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 10.68% | -7.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 22.20% | -12.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 24.91% | -12.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 22.34% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 20.83% | -3.10% |
JREU.L vs. IDFF.L - Expense Ratio Comparison
JREU.L has a 0.20% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.
Dividends
JREU.L vs. IDFF.L - Dividend Comparison
JREU.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) | 1.13% | 1.46% | 1.85% | 1.85% | 2.07% | 1.39% | 1.13% | 1.67% | 2.04% | 1.50% | 1.92% | 2.29% |
JREU.L JPMorgan US Research Enhanced Index Equity 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
JREU.L and IDFF.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREU.L is cheaper with a 0.20% expense ratio, compared with 0.74% for IDFF.L.
JREU.L is categorized as Large Cap Blend Equities, while IDFF.L is Asia Pacific Equities. JREU.L tracks Russell 1000 TR USD, while IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.20% for JREU.L and 0.74% for IDFF.L.
Find the right allocation for JREU.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