SAJP.L vs. IDFF.L
SAJP.L (iShares MSCI Japan Screened UCITS ETF USD (Acc)) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Japan Equities funds from iShares - SAJP.L tracks the iShares MSCI Japan Screened UCITS ETF USD (Acc) while IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF. Both are passively managed. Over the past 5 years, SAJP.L returned 9.04%/yr vs 7.12%/yr for IDFF.L. A 0.59 correlation means they provide meaningful diversification when combined. SAJP.L charges 0.15%/yr vs 0.74%/yr for IDFF.L.
Performance
SAJP.L vs. IDFF.L - Performance Comparison
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Returns By Period
In the year-to-date period, SAJP.L achieves a 16.26% return, which is significantly lower than IDFF.L's 26.95% return.
SAJP.L
- 1D
- -1.17%
- 1M
- -1.57%
- 6M
- 10.14%
- YTD
- 16.26%
- 1Y
- 35.58%
- 3Y*
- 17.39%
- 5Y*
- 9.04%
- 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%
SAJP.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SAJP.L iShares MSCI Japan Screened UCITS ETF USD (Acc) | 16.26% | 25.26% | 6.44% | 20.16% | -17.41% | 0.61% | 17.09% | 19.24% | -9.46% |
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 26.95% | 39.49% | 12.16% | 1.47% | -21.79% | -9.20% | 25.91% | 17.27% | 1.05% |
Correlation
The correlation between SAJP.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 | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.59 |
The correlation between SAJP.L and IDFF.L has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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Return for Risk
SAJP.L vs. IDFF.L — Risk / Return Rank
SAJP.L
IDFF.L
SAJP.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.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.
| SAJP.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.79 | -1.04 |
| Martin ratioReturn relative to average drawdown | 8.96 | 11.11 | -2.15 |
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Drawdowns
SAJP.L vs. IDFF.L - Drawdown Comparison
The maximum SAJP.L drawdown since its inception was -32.71%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for SAJP.L and IDFF.L.
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Drawdown Indicators
| SAJP.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -64.08% | +31.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -12.63% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -14.47% | -19.77% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.71% | -43.71% | +11.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.09% | — |
Current DrawdownCurrent decline from peak | -4.79% | -10.89% | +6.10% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -18.18% | +10.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 4.32% | -0.36% |
Volatility
SAJP.L vs. IDFF.L - Volatility Comparison
The current volatility for iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) is 7.13%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.68%. This indicates that SAJP.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
| SAJP.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 10.68% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 18.12% | 22.07% | -3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.79% | 24.77% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 22.32% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.92% | 20.81% | -1.89% |
SAJP.L vs. IDFF.L - Expense Ratio Comparison
SAJP.L has a 0.15% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.
Dividends
SAJP.L vs. IDFF.L - Dividend Comparison
SAJP.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAJP.L iShares MSCI Japan Screened 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
SAJP.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, SAJP.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SAJP.L is cheaper with a 0.15% expense ratio, compared with 0.74% for IDFF.L.
SAJP.L tracks iShares MSCI Japan Screened UCITS ETF USD (Acc), while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. Their fees differ too: 0.15% for SAJP.L and 0.74% for IDFF.L.
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