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PAJS.L vs. IDFF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAJS.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PAJS.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, PAJS.L achieves a 10,891.43% return, which is significantly higher than IDFF.L's 28.62% return.


PAJS.L

1D
0.90%
1M
0.76%
6M
5.25%
YTD
10,891.43%
1Y
23.35%
3Y*
9.52%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
PAJS.L
Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc
10,891.43%-98.87%0.76%8.67%-13.67%-28.63%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
28.62%29.55%14.11%-3.61%-12.49%-0.64%

Correlation

The correlation between PAJS.L and IDFF.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2021

0.41

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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAJS.L
PAJS.L Risk / Return Rank: 4747
Overall Rank
PAJS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PAJS.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
PAJS.L Omega Ratio Rank: 100100
Omega Ratio Rank
PAJS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
PAJS.L Martin Ratio Rank: 1212
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.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.


PAJS.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

+280.29

Omega ratioGain probability vs. loss probability

89.67

1.38

+88.29

Calmar ratioReturn relative to maximum drawdown

0.23

4.40

-4.17

Martin ratioReturn relative to average drawdown

0.47

12.07

-11.59

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

The current PAJS.L Sharpe Ratio is 0.00, which is lower than the IDFF.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PAJS.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.


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Drawdowns

PAJS.L vs. IDFF.L - Drawdown Comparison

The maximum PAJS.L drawdown since its inception was -99.32%, which is greater than IDFF.L's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for PAJS.L and IDFF.L.


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Drawdown Indicators


PAJS.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.32%

-51.16%

-48.16%

Max Drawdown (1Y)

Largest decline over 1 year

-99.06%

-11.18%

-87.88%

Max Drawdown (3Y)

Largest decline over 3 years

-99.06%

-19.80%

-79.26%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.79%

Current Drawdown

Current decline from peak

-16.02%

-11.18%

-4.84%

Average Drawdown

Average peak-to-trough decline

-35.72%

-12.96%

-22.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.77%

4.09%

+44.68%

Volatility

PAJS.L vs. IDFF.L - Volatility Comparison

The current volatility for Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) is 7.24%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.40%. This indicates that PAJS.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


PAJS.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

10.40%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

1,130.17%

20.87%

+1,109.30%

Volatility (1Y)

Calculated over the trailing 1-year period

27,873.17%

23.62%

+27,849.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13,124.87%

20.66%

+13,104.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13,124.87%

20.11%

+13,104.76%

PAJS.L vs. IDFF.L - Expense Ratio Comparison

PAJS.L has a 0.19% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.


Dividends

PAJS.L vs. IDFF.L - Dividend Comparison

PAJS.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%
PAJS.L
Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF 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


PAJS.L and IDFF.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PAJS.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PAJS.L is cheaper with a 0.19% expense ratio, compared with 0.74% for IDFF.L.

PAJS.L tracks TOPIX TR JPY, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for PAJS.L and 0.74% for IDFF.L.

Portfolio Optimizer

Find the right allocation for PAJS.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.

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