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

Performance

VJPB.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) and iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VJPB.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, VJPB.L achieves a 15.64% return, which is significantly lower than IDFF.L's 28.62% return.


VJPB.L

1D
-1.83%
1M
-0.98%
6M
9.77%
YTD
15.64%
1Y
34.32%
3Y*
16.75%
5Y*
9.91%
10Y*

IDFF.L

1D
0.00%
1M
-7.57%
6M
20.19%
YTD
28.62%
1Y
49.10%
3Y*
23.30%
5Y*
7.86%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VJPB.L
Vanguard FTSE Japan UCITS ETF Accumulating
15.64%17.99%8.51%13.43%-6.28%1.76%12.11%-20.91%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
28.62%29.55%14.11%-3.61%-12.49%-8.34%22.21%3.53%

Correlation

The correlation between VJPB.L and IDFF.L is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

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

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.46

The correlation between VJPB.L and IDFF.L shifts across timeframes, from 0.41 (3 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

VJPB.L
VJPB.L Risk / Return Rank: 7171
Overall Rank
VJPB.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VJPB.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
VJPB.L Omega Ratio Rank: 7070
Omega Ratio Rank
VJPB.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VJPB.L Martin Ratio Rank: 6868
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: 6969
Sortino Ratio Rank
IDFF.L Omega Ratio Rank: 7474
Omega Ratio Rank
IDFF.L Calmar Ratio Rank: 8686
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.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.


VJPB.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.33

1.38

-0.05

Calmar ratioReturn relative to maximum drawdown

3.20

4.40

-1.20

Martin ratioReturn relative to average drawdown

9.97

12.07

-2.10

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

The current VJPB.L Sharpe Ratio is 1.82, which is comparable to the IDFF.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VJPB.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

VJPB.L vs. IDFF.L - Drawdown Comparison

The maximum VJPB.L drawdown since its inception was -38.31%, smaller than the maximum IDFF.L drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for VJPB.L and IDFF.L.


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Drawdown Indicators


VJPB.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-51.16%

+12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-11.18%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.86%

-19.80%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.86%

-32.77%

+12.91%

Max Drawdown (10Y)

Largest decline over 10 years

-39.79%

Current Drawdown

Current decline from peak

-5.08%

-11.18%

+6.10%

Average Drawdown

Average peak-to-trough decline

-11.98%

-12.96%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

4.09%

-0.66%

Volatility

VJPB.L vs. IDFF.L - Volatility Comparison

The current volatility for Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) is 6.59%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a volatility of 10.40%. This indicates that VJPB.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


VJPB.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

10.40%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

20.87%

-5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

23.62%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

20.66%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

20.11%

+1.63%

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

VJPB.L has a 0.15% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.


Dividends

VJPB.L vs. IDFF.L - Dividend Comparison

VJPB.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.10%.


PositionTTM20252024202320222021202020192018201720162015
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%
VJPB.L
Vanguard FTSE Japan UCITS ETF Accumulating
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


VJPB.L and IDFF.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VJPB.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VJPB.L is cheaper with a 0.15% expense ratio, compared with 0.74% for IDFF.L.

VJPB.L tracks TOPIX TR JPY, while IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VJPB.L and 0.74% for IDFF.L.

Portfolio Optimizer

Find the right allocation for VJPB.L and IDFF.L

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