SUJP.L vs. IDFF.L
SUJP.L (iShares MSCI Japan SRI UCITS ETF) and IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) are both Japan Equities funds from iShares - SUJP.L tracks the iShares MSCI Japan SRI UCITS ETF while IDFF.L tracks the iShares MSCI AC Far East ex-Japan UCITS ETF. Both are passively managed. Over the past 5 years, SUJP.L returned 4.40%/yr vs 7.12%/yr for IDFF.L. A 0.55 correlation means they provide meaningful diversification when combined. SUJP.L charges 0.20%/yr vs 0.74%/yr for IDFF.L.
Performance
SUJP.L vs. IDFF.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUJP.L achieves a 7.69% return, which is significantly lower than IDFF.L's 26.95% return.
SUJP.L
- 1D
- 0.56%
- 1M
- 3.94%
- 6M
- 3.58%
- YTD
- 7.69%
- 1Y
- 20.59%
- 3Y*
- 10.73%
- 5Y*
- 4.40%
- 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%
SUJP.L vs. IDFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUJP.L iShares MSCI Japan SRI UCITS ETF | 7.69% | 19.03% | 2.95% | 13.59% | -18.40% | 0.65% | 17.90% | 22.23% | -13.97% | 18.11% |
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% | -15.18% | 29.86% |
Correlation
The correlation between SUJP.L and IDFF.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2017 | 0.55 |
The correlation between SUJP.L and IDFF.L has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
SUJP.L vs. IDFF.L — Risk / Return Rank
SUJP.L
IDFF.L
SUJP.L vs. IDFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF (SUJP.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.
| SUJP.L | IDFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.79 | -2.20 |
| Martin ratioReturn relative to average drawdown | 4.56 | 11.11 | -6.55 |
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Drawdowns
SUJP.L vs. IDFF.L - Drawdown Comparison
The maximum SUJP.L drawdown since its inception was -34.36%, smaller than the maximum IDFF.L drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for SUJP.L and IDFF.L.
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Drawdown Indicators
| SUJP.L | IDFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -64.08% | +29.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -12.63% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -19.77% | +4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -43.71% | +9.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.09% | — |
Current DrawdownCurrent decline from peak | -1.32% | -10.89% | +9.57% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -18.18% | +8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 4.32% | +0.11% |
Volatility
SUJP.L vs. IDFF.L - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF (SUJP.L) is 5.25%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.68%. This indicates that SUJP.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
| SUJP.L | IDFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 10.68% | -5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 22.07% | -5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 24.77% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 22.32% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 20.81% | -3.27% |
SUJP.L vs. IDFF.L - Expense Ratio Comparison
SUJP.L has a 0.20% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.
Dividends
SUJP.L vs. IDFF.L - Dividend Comparison
SUJP.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% |
SUJP.L iShares MSCI Japan SRI UCITS ETF | 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
SUJP.L and IDFF.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUJP.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUJP.L is cheaper with a 0.20% expense ratio, compared with 0.74% for IDFF.L.
SUJP.L tracks iShares MSCI Japan SRI UCITS ETF, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. Their fees differ too: 0.20% for SUJP.L and 0.74% for IDFF.L.
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