SASU.L vs. IDFF.L

Last updated Jul 18, 2026

SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)) are both exchange-traded funds - SASU.L is a Large Cap Blend Equities fund tracking the MSCI USA Screened Index, 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, SASU.L returned 12.84%/yr vs 6.60%/yr for IDFF.L. A 0.64 correlation means they provide meaningful diversification when combined. SASU.L charges 0.07%/yr vs 0.74%/yr for IDFF.L.

Performance

SASU.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.

Returns By Period

In the year-to-date period, SASU.L achieves a 8.44% return, which is significantly lower than IDFF.L's 23.86% return.

SASU.L

• 1D: -1.40%
• 1M: -0.64%
• 6M: 7.91%
• YTD: 8.44%
• 1Y: 19.98%
• 3Y*: 20.13%
• 5Y*: 12.84%
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc)	8.44%	17.83%	26.90%	30.69%	-21.34%	28.26%	22.00%	31.02%	-8.81%
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%	1.05%

Correlation

The correlation between SASU.L and IDFF.L is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018	0.64

The correlation between SASU.L and IDFF.L has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

Return for Risk

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

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

SASU.L

SASU.L Risk / Return Rank: 61
SASU.L Sharpe Ratio Rank: 61
SASU.L Sortino Ratio Rank: 65
SASU.L Omega Ratio Rank: 59
SASU.L Calmar Ratio Rank: 55
SASU.L Martin Ratio Rank: 63

IDFF.L

IDFF.L Risk / Return Rank: 73
IDFF.L Sharpe Ratio Rank: 72
IDFF.L Sortino Ratio Rank: 65
IDFF.L Omega Ratio Rank: 71
IDFF.L Calmar Ratio Rank: 82
IDFF.L Martin Ratio Rank: 72

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.

	SASU.L	IDFF.L	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.72	-0.20
Sortino ratio: Return per unit of downside risk	2.28	2.29	0.00
Omega ratio: Gain probability vs. loss probability	1.27	1.31	-0.04
Calmar ratio: Return relative to maximum drawdown	2.09	3.27	-1.19
Martin ratio: Return relative to average drawdown	8.30	9.75	-1.45

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

The current SASU.L Sharpe Ratio is 1.52, which is comparable to the IDFF.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SASU.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.

Drawdowns

SASU.L vs. IDFF.L - Drawdown Comparison

The maximum SASU.L drawdown since its inception was -34.07%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for SASU.L and IDFF.L.

Drawdown Indicators

	SASU.L	IDFF.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.07%	-64.08%	+30.01%
Max Drawdown (1Y) Largest decline over 1 year	-9.53%	-13.06%	+3.53%
Max Drawdown (3Y) Largest decline over 3 years	-19.83%	-19.77%	-0.06%
Max Drawdown (5Y) Largest decline over 5 years	-26.24%	-43.26%	+17.02%
Max Drawdown (10Y) Largest decline over 10 years	—	-50.09%	—
Current Drawdown Current decline from peak	-2.08%	-13.06%	+10.98%
Average Drawdown Average peak-to-trough decline	-5.40%	-18.18%	+12.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	4.40%	-2.00%

Volatility

SASU.L vs. IDFF.L - Volatility Comparison

The current volatility for iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) is 3.34%, while iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) has a volatility of 10.68%. This indicates that SASU.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.

Volatility by Period

	SASU.L	IDFF.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	10.68%	-7.34%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	22.20%	-12.02%
Volatility (1Y) Calculated over the trailing 1-year period	13.13%	24.91%	-11.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.03%	22.34%	-5.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.39%	20.83%	-2.44%

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

SASU.L has a 0.07% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.

Dividends

SASU.L vs. IDFF.L - Dividend Comparison

SASU.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%
SASU.L iShares MSCI USA 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

Can I hold both SASU.L and IDFF.L in my portfolio?

SASU.L and IDFF.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SASU.L or IDFF.L?

On fees, SASU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SASU.L or IDFF.L?

SASU.L is cheaper with a 0.07% expense ratio, compared with 0.74% for IDFF.L.

What is the main difference between SASU.L and IDFF.L?

SASU.L is categorized as Large Cap Blend Equities, while IDFF.L is Asia Pacific Equities. SASU.L tracks MSCI USA Screened Index, while IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD). Their fees differ too: 0.07% for SASU.L and 0.74% for IDFF.L.