iShares Public Limited Company - iShares MSCI AC Far East ex-Japan UCITS ETF

10-Year Study

IFFF.LSE · · GB · ETF

Executive Summary: iShares Public Limited Company - iShares MSCI AC Far East ex-Japan UCITS ETF has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 34.4% and an annualized volatility of 21.6%.

1Y CAGR
+57.9%
3Y CAGR
+21.1%
5Y CAGR
+6.2%
10Y CAGR
+10.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
34.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +30.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.28.4-10.111.3————————17.5%
20253.70.7-3.8-4.35.26.17.70.88.36.5-3.61.030.8%
2024-6.45.43.51.60.84.0-2.2-1.57.90.5-1.00.813.6%
20238.1-6.01.7-4.7-2.91.25.3-6.40.0-4.13.01.8-4.0%
2022-2.6-2.2-2.8-1.51.20.2-3.73.3-9.2-10.717.40.2-12.4%
20214.4-1.2-1.61.4-2.53.0-8.71.1-2.4-0.3-0.7-0.3-8.1%
2020-6.51.4-6.46.00.19.11.24.20.62.04.94.421.7%
20195.2-0.03.11.9-6.36.72.2-4.71.1-1.51.05.013.6%
20182.2-2.0-2.31.52.2-4.41.3-1.3-0.5-9.24.5-2.0-10.2%
20174.44.02.5-1.54.71.13.24.4-3.45.1-0.31.928.8%
2016———-3.5-0.912.65.43.74.33.9-4.7-0.820.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 21.6%. The dominant macroeconomic risk driver is VWO.US, accounting for 51.0% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019651.023146712761
2016-05-019565.06792524149
2016-06-0110772.36204075816
2016-07-0111348.959642258573
2016-08-0111768.460112951658
2016-09-0112277.514215208495
2016-10-0112761.004637923596
2016-11-0112160.568946034942
2016-12-0112061.87552413088
2017-01-0112588.20550229245
2017-02-0113093.552300033743
2017-03-0113417.735891626313
2017-04-0113221.52404719215
2017-05-0113838.1899022487
2017-06-0113993.290635299853
2017-07-0114439.586067419432
2017-08-0115068.616537547246
2017-09-0114560.98295692161
2017-10-0115298.000804432058
2017-11-0115246.498228609933
2017-12-0115537.32342075965
2018-01-0115880.345747542267
2018-02-0115562.205592507607
2018-03-0115199.041060212416
2018-04-0115432.133039457056
2018-05-0115768.426751289458
2018-06-0115076.414520202605
2018-07-0115269.42682625124
2018-08-0115078.201693842553
2018-09-0115003.584543386924
2018-10-0113626.810736843288
2018-11-0114244.732752285743
2018-12-0113956.475755574356
2019-01-0114676.92696838497
2019-02-0114669.686101017645
2019-03-0115127.07041129709
2019-04-0115409.78521207209
2019-05-0114442.029870352011
2019-06-0115405.096226371847
2019-07-0115751.23693052805
2019-08-0115013.410327808104
2019-09-0115183.916562890687
2019-10-0114950.204660338717
2019-11-0115104.7857997757
2019-12-0115856.791924617977
2020-01-0114820.809944483419
2020-02-0115027.268876481177
2020-03-0114067.49423165441
2020-04-0114905.636252984503
2020-05-0114920.405110093076
2020-06-0116277.559567492559
2020-07-0116472.023391337763
2020-08-0117168.389767970046
2020-09-0117272.394138103085
2020-10-0117617.767279322186
2020-11-0118474.666059141826
2020-12-0119292.008837822435
2021-01-0120140.2968013344
2021-02-0119889.921197143685
2021-03-0119574.15591935809
2021-04-0119843.67940470396
2021-05-0119345.809208324492
2021-06-0119933.919846037155
2021-07-0118207.06433604868
2021-08-0118400.396799858005
2021-09-0117963.655935712646
2021-10-0117914.523343008215
2021-11-0117784.132671418378
2021-12-0117727.482285079728
2022-01-0117267.495520442335
2022-02-0116888.90509390166
2022-03-0116411.82475975321
2022-04-0116163.505506427993
2022-05-0116351.166487663811
2022-06-0116376.053961387424
2022-07-0115767.137147672502
2022-08-0116294.230610328363
2022-09-0114793.110792285643
2022-10-0113203.385988477092
2022-11-0115500.297277696522
2022-12-0115531.691906925693
2023-01-0116787.36328753813
2023-02-0115775.09908372888
2023-03-0116040.353662984076
2023-04-0115293.660933436468
2023-05-0114856.477966090359
2023-06-0115035.625197957419
2023-07-0115835.971066221595
2023-08-0114825.825613452856
2023-09-0114827.746152172736
2023-10-0114216.96059596164
2023-11-0114639.20789788819
2023-12-0114904.53874402396
2024-01-0113952.096731527772
2024-02-0114707.753062686235
2024-03-0115222.723761929547
2024-04-0115467.10731794178
2024-05-0115587.327984537154
2024-06-0116216.568494469755
2024-07-0115859.986161027853
2024-08-0115626.226540694988
2024-09-0116864.611441451383
2024-10-0116954.667945013778
2024-11-0116786.562281369974
2024-12-0116926.206939698837
2025-01-0117544.11264137004
2025-02-0117668.496174542997
2025-03-0116999.297529010168
2025-04-0116261.770691836857
2025-05-0117103.797429944792
2025-06-0118154.977319371683
2025-07-0119547.937241900843
2025-08-0119703.60936478987
2025-09-0121337.289178153806
2025-10-0122733.71903982689
2025-11-0121923.545347920128
2025-12-0122133.709137367747
2026-01-0123956.773074055305
2026-02-0125971.523822877796
2026-03-0123361.320423593595
2026-04-0126000.072922557465
Annual Return Matrix
YearAnnual Return
20170.2881349496333152
2018-0.10174517337221034
20190.13616017412451842
20200.2166400952686538
2021-0.0810971302104847
2022-0.12386363403686007
2023-0.040378934031139346
20240.13564111110016563
20250.3076591356953813
20260.17468214483139866
Total Factor Risk
0.21567904596222154
VTI.US Exposure
-0.01575733252425867
VEA.US Exposure
0.08523701471578207
VWO.US Exposure
0.510444872892921
QQQ.US Exposure
-0.034495968377036605
VTV.US Exposure
-0.02343338294733845
IJR.US Exposure
0.0023256461199444864
QUAL.US Exposure
0.07317698295443077
SHV.US Exposure
0.2444469730589783
TLT.US Exposure
0.04602462500243007
LQD.US Exposure
0.00094783480060795
HYG.US Exposure
0.00548039524725904
GLD.US Exposure
0.007423673497661599
USO.US Exposure
-0.0011260370979945605
VNQ.US Exposure
-0.0018533058732138421
BTC-USD.CC Exposure
-0.0004423423076376662
CPER.US Exposure
-0.012388340921082475
VIX.INDX Exposure
-0.00898723755769947
UUP.US Exposure
0.06048036213991991
TIP.US Exposure
-0.00003143850148549774
Idiosyncratic Exposure
0.06252700567781216
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.63%
Market Cap$111.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.310.00%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+17.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Public Limited Company - iShares MSCI AC Far East ex-Japan UCITS ETF a high-risk investment?

iShares Public Limited Company - iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.LSE) has an annualized volatility of 21.6% and experienced a maximum drawdown of 34.4% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of IFFF.LSE?

Over the past 10 years, IFFF.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.6%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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