MVEA.L vs. IDFF.L
MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)) are both exchange-traded funds - MVEA.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, MVEA.L returned 5.86%/yr vs 7.09%/yr for IDFF.L. At a 0.24 correlation, their price movements are largely independent. MVEA.L charges 0.20%/yr vs 0.74%/yr for IDFF.L.
Performance
MVEA.L vs. IDFF.L - Performance Comparison
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Different Trading Currencies
MVEA.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, MVEA.L achieves a 2.53% return, which is significantly lower than IDFF.L's 24.04% return.
MVEA.L
- 1D
- 0.62%
- 1M
- 1.09%
- 6M
- 2.05%
- YTD
- 2.53%
- 1Y
- 3.85%
- 3Y*
- 7.40%
- 5Y*
- 5.86%
- 10Y*
- —
IDFF.L
- 1D
- -2.46%
- 1M
- -11.85%
- 6M
- 14.81%
- YTD
- 24.04%
- 1Y
- 42.57%
- 3Y*
- 21.92%
- 5Y*
- 7.09%
- 10Y*
- 9.15%
MVEA.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.53% | -2.77% | 15.04% | 6.33% | -1.36% | 25.81% | 0.75% |
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) | 24.04% | 29.55% | 14.11% | -3.61% | -12.49% | -8.34% | 13.69% |
Correlation
The correlation between MVEA.L and IDFF.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2020 | 0.24 |
The correlation between MVEA.L and IDFF.L shifts across timeframes, from -0.01 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVEA.L vs. IDFF.L — Risk / Return Rank
MVEA.L
IDFF.L
MVEA.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| MVEA.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.33 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.95 | -2.24 |
| Martin ratioReturn relative to average drawdown | 1.77 | 10.11 | -8.34 |
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Drawdowns
MVEA.L vs. IDFF.L - Drawdown Comparison
The maximum MVEA.L drawdown since its inception was -14.33%, smaller than the maximum IDFF.L drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for MVEA.L and IDFF.L.
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Drawdown Indicators
| MVEA.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.33% | -51.16% | +36.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.39% | -14.35% | +8.96% |
Max Drawdown (3Y)Largest decline over 3 years | -14.33% | -19.80% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -14.33% | -32.24% | +17.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.79% | — |
Current DrawdownCurrent decline from peak | -6.22% | -14.35% | +8.13% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -12.97% | +8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 4.20% | -2.03% |
Volatility
MVEA.L vs. IDFF.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) is 2.80%, while iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) has a volatility of 10.22%. This indicates that MVEA.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
| MVEA.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 10.22% | -7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 6.48% | 21.04% | -14.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.90% | 23.79% | -14.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.67% | 20.68% | -9.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.89% | 20.13% | -8.24% |
MVEA.L vs. IDFF.L - Expense Ratio Comparison
MVEA.L has a 0.20% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.
Dividends
MVEA.L vs. IDFF.L - Dividend Comparison
MVEA.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% |
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG 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
MVEA.L and IDFF.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.L is cheaper with a 0.20% expense ratio, compared with 0.74% for IDFF.L.
MVEA.L is categorized as Large Cap Blend Equities, while IDFF.L is Asia Pacific Equities. MVEA.L tracks Russell 1000 TR USD, while IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD). Their fees differ too: 0.20% for MVEA.L and 0.74% for IDFF.L.
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