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

RIUS.L vs. IDFF.L

Last updated Jul 22, 2026
Documentation

RIUS.L (L&G US ESG Paris Aligned UCITS ETF USD (Acc)) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)) are both exchange-traded funds - RIUS.L is a Large Cap Blend Equities fund tracking the Solactive L&G United States Paris-aligned ESG SDG USD Index NTR, 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, RIUS.L returned 12.29%/yr vs 7.63%/yr for IDFF.L. A 0.61 correlation means they provide meaningful diversification when combined. RIUS.L charges 0.12%/yr vs 0.74%/yr for IDFF.L.

Performance

RIUS.L vs. IDFF.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, RIUS.L achieves a 8.40% return, which is significantly lower than IDFF.L's 28.91% return.

RIUS.L

1D
0.41%
1M
-0.37%
6M
8.97%
YTD
8.40%
1Y
19.02%
3Y*
19.93%
5Y*
12.29%
10Y*
—
ALL TIME*
15.97%

IDFF.L

1D
2.75%
1M
-7.72%
6M
20.46%
YTD
28.91%
1Y
46.67%
3Y*
25.40%
5Y*
7.63%
10Y*
9.85%
ALL TIME*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
RIUS.L
L&G US ESG Paris Aligned UCITS ETF USD (Acc)		8.40%18.88%26.31%30.95%-23.30%27.45%25.19%2.72%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)		28.91%39.49%12.16%1.47%-21.79%-9.20%25.91%5.64%

Correlation

The correlation between RIUS.L and IDFF.L is 0.64, 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

0.64

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 Nov 26, 2019

0.61

The correlation between RIUS.L and IDFF.L has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

RIUS.L vs. IDFF.L - Sectors Allocation Comparison

Sectors
RIUS.L
IDFF.L

Technology

44.4%
57.3%

Financial Services

11.8%
14.1%

Healthcare

10.1%
2.0%

Communication Services

9.8%
6.0%

Consumer Cyclical

9.3%
7.2%

Industrials

7.9%
6.3%

Consumer Defensive

3.2%
1.4%

Basic Materials

2.1%
2.1%

Real Estate

1.3%
1.3%

Utilities

0.1%
1.1%

Energy

-

1.2%

Technology

RIUS.L
44.4%
IDFF.L
57.3%

Financial Services

RIUS.L
11.8%
IDFF.L
14.1%

Healthcare

RIUS.L
10.1%
IDFF.L
2.0%

Communication Services

RIUS.L
9.8%
IDFF.L
6.0%

Consumer Cyclical

RIUS.L
9.3%
IDFF.L
7.2%

Industrials

RIUS.L
7.9%
IDFF.L
6.3%

Consumer Defensive

RIUS.L
3.2%
IDFF.L
1.4%

Basic Materials

RIUS.L
2.1%
IDFF.L
2.1%

Real Estate

RIUS.L
1.3%
IDFF.L
1.3%

Utilities

RIUS.L
0.1%
IDFF.L
1.1%

Energy

RIUS.L

-

IDFF.L
1.2%

Compare stocks, funds, or ETFs

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

L&G US ESG Paris Aligned UCITS ETF USD (Acc)

iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)

Often compared with RIUS.L:
RIUS.L vs. ETRA.LRIUS.L vs. FLES.LRIUS.L vs. FLXK.LRIUS.L vs. G500.LRIUS.L vs. HTWG.LRIUS.L vs. AUCO.LRIUS.L vs. ISPY.L
Often compared with IDFF.L:
IDFF.L vs. JPSG.LIDFF.L vs. LGJP.LIDFF.L vs. HSXD.LIDFF.L vs. IDJP.LIDFF.L vs. LDAP.LIDFF.L vs. HMAD.LIDFF.L vs. IPXJ.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RIUS.L
RIUS.L Risk / Return Rank: 5151
Overall Rank
RIUS.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RIUS.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
RIUS.L Omega Ratio Rank: 5050
Omega Ratio Rank
RIUS.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
RIUS.L Martin Ratio Rank: 5555
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: 7070
Sortino Ratio Rank
IDFF.L Omega Ratio Rank: 7575
Omega Ratio Rank
IDFF.L Calmar Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Paris Aligned UCITS ETF USD (Acc) (RIUS.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.

RIUS.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility
1.35
1.85

-0.51

Sortino ratioReturn per unit of downside risk
2.05
2.44

-0.39

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.77

3.56

-1.78

Martin ratioReturn relative to average drawdown

7.06

10.34

-3.28

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

The current RIUS.L Sharpe Ratio is 1.35, which is comparable to the IDFF.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of RIUS.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

RIUS.L vs. IDFF.L - Drawdown Comparison

The maximum RIUS.L drawdown since its inception was -33.35%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for RIUS.L and IDFF.L.

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Drawdown Indicators

RIUS.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.35%

-64.08%

+30.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-13.06%

+2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-20.30%

-19.77%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.59%

-42.03%

+14.44%

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.09%

—

Current Drawdown

Current decline from peak

-1.85%

-9.52%

+7.67%

Average Drawdown

Average peak-to-trough decline

-6.29%

-18.18%

+11.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

4.50%

-1.81%

Volatility

RIUS.L vs. IDFF.L - Volatility Comparison

The current volatility for L&G US ESG Paris Aligned UCITS ETF USD (Acc) (RIUS.L) is 3.94%, while iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) has a volatility of 11.04%. This indicates that RIUS.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

RIUS.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

11.04%

-7.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

22.36%

-11.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

25.04%

-10.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

22.38%

-5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

20.86%

-1.71%

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

RIUS.L has a 0.12% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.

Dividends

RIUS.L vs. IDFF.L - Dividend Comparison

RIUS.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.09%.

PositionTTM20252024202320222021202020192018201720162015
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)		1.09%1.46%1.85%1.85%2.07%1.39%1.13%1.67%2.04%1.50%1.92%2.29%
RIUS.L
L&G US ESG Paris Aligned 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

RIUS.L and IDFF.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RIUS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RIUS.L is cheaper with a 0.12% expense ratio, compared with 0.74% for IDFF.L.

RIUS.L is categorized as Large Cap Blend Equities, while IDFF.L is Asia Pacific Equities. RIUS.L tracks Solactive L&G United States Paris-aligned ESG SDG USD Index NTR, while IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD). They also come from different issuers: L&G and iShares. Their fees differ too: 0.12% for RIUS.L and 0.74% for IDFF.L.

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