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

SUAP.L vs. IDFF.L

Last updated Jul 21, 2026
Documentation

SUAP.L (iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)) are both exchange-traded funds - SUAP.L is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuel Net Index (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, SUAP.L returned 9.10%/yr vs 7.64%/yr for IDFF.L. At a 0.49 correlation, their price movements are largely independent. SUAP.L charges 0.23%/yr vs 0.74%/yr for IDFF.L.

Performance

SUAP.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.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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Different Trading Currencies

SUAP.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, SUAP.L achieves a 12.06% return, which is significantly lower than IDFF.L's 25.83% return.

SUAP.L

1D
-0.26%
1M
-2.30%
6M
10.61%
YTD
12.06%
1Y
18.49%
3Y*
13.49%
5Y*
9.10%
10Y*
—
ALL TIME*
9.70%

IDFF.L

1D
1.45%
1M
-11.52%
6M
16.34%
YTD
25.83%
1Y
43.50%
3Y*
22.46%
5Y*
7.64%
10Y*
9.29%
ALL TIME*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021
SUAP.L
iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)		12.06%10.67%13.28%22.38%-20.64%18.23%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)		25.83%29.55%14.11%-3.61%-12.49%-6.50%

Correlation

The correlation between SUAP.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

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since May 21, 2021

0.49

The correlation between SUAP.L and IDFF.L shifts across timeframes, from 0.49 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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

Sectors
SUAP.L
IDFF.L

Technology

40.7%
57.3%

Financial Services

12.0%
14.1%

Consumer Cyclical

10.7%
7.2%

Healthcare

9.2%
2.0%

Industrials

8.8%
6.3%

Communication Services

8.8%
6.0%

Consumer Defensive

5.0%
1.4%

Real Estate

1.8%
1.3%

Basic Materials

1.6%
2.1%

Utilities

1.5%
1.1%

Energy

-

1.2%

Technology

SUAP.L
40.7%
IDFF.L
57.3%

Financial Services

SUAP.L
12.0%
IDFF.L
14.1%

Consumer Cyclical

SUAP.L
10.7%
IDFF.L
7.2%

Healthcare

SUAP.L
9.2%
IDFF.L
2.0%

Industrials

SUAP.L
8.8%
IDFF.L
6.3%

Communication Services

SUAP.L
8.8%
IDFF.L
6.0%

Consumer Defensive

SUAP.L
5.0%
IDFF.L
1.4%

Real Estate

SUAP.L
1.8%
IDFF.L
1.3%

Basic Materials

SUAP.L
1.6%
IDFF.L
2.1%

Utilities

SUAP.L
1.5%
IDFF.L
1.1%

Energy

SUAP.L

-

IDFF.L
1.2%

Compare stocks, funds, or ETFs

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iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)

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

Often compared with SUAP.L:
SUAP.L vs. FLES.LSUAP.L vs. CNDX.LSUAP.L vs. CSP1.LSUAP.L vs. IWDA.LSUAP.L vs. EIMI.LSUAP.L vs. ISAC.LSUAP.L vs. IUIT.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUAP.L
SUAP.L Risk / Return Rank: 5656
Overall Rank
SUAP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SUAP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SUAP.L Omega Ratio Rank: 5151
Omega Ratio Rank
SUAP.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
SUAP.L Martin Ratio Rank: 6161
Martin Ratio Rank
IDFF.L
IDFF.L Risk / Return Rank: 7474
Overall Rank
IDFF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IDFF.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IDFF.L Omega Ratio Rank: 7272
Omega Ratio Rank
IDFF.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDFF.L Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.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.

SUAP.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility
1.36
1.82

-0.46

Sortino ratioReturn per unit of downside risk
2.06
2.39

-0.32

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

2.10

3.02

-0.92

Martin ratioReturn relative to average drawdown

7.83

10.14

-2.31

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

The current SUAP.L Sharpe Ratio is 1.36, which is comparable to the IDFF.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SUAP.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

SUAP.L vs. IDFF.L - Drawdown Comparison

The maximum SUAP.L drawdown since its inception was -27.13%, smaller than the maximum IDFF.L drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for SUAP.L and IDFF.L.

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Drawdown Indicators

SUAP.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-51.16%

+24.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-14.35%

+5.59%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

-19.80%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-32.24%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.79%

—

Current Drawdown

Current decline from peak

-3.66%

-13.11%

+9.45%

Average Drawdown

Average peak-to-trough decline

-7.07%

-12.97%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

4.28%

-1.92%

Volatility

SUAP.L vs. IDFF.L - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.L) is 4.55%, while iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) has a volatility of 10.43%. This indicates that SUAP.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

SUAP.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

10.43%

-5.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

21.08%

-10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

23.85%

-10.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

20.69%

-4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

20.14%

-3.71%

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

SUAP.L has a 0.23% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.

Dividends

SUAP.L vs. IDFF.L - Dividend Comparison

SUAP.L's dividend yield for the trailing twelve months is around 0.90%, less than IDFF.L's 1.12% yield.

PositionTTM20252024202320222021202020192018201720162015
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)		1.12%1.46%1.85%1.85%2.07%1.39%1.13%1.67%2.04%1.50%1.92%2.29%
SUAP.L
iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)		0.90%0.92%1.09%1.22%1.42%0.55%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SUAP.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.

On fees, SUAP.L is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUAP.L is cheaper with a 0.23% expense ratio, compared with 0.74% for IDFF.L.

SUAP.L is categorized as Large Cap Blend Equities, while IDFF.L is Asia Pacific Equities. SUAP.L tracks MSCI USA SRI Select Reduced Fossil Fuel Net Index (USD), while IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD). Their fees differ too: 0.23% for SUAP.L and 0.74% for IDFF.L.

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