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AAXJ vs. UTEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAXJ vs. UTEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and US Treasury 10 Year Note ETF (UTEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAXJ achieves a 26.46% return, which is significantly higher than UTEN's -0.49% return.


AAXJ

1D
0.46%
1M
0.61%
YTD
26.46%
6M
29.76%
1Y
48.69%
3Y*
22.11%
5Y*
6.41%
10Y*
10.34%

UTEN

1D
-0.21%
1M
0.36%
YTD
-0.49%
6M
-0.13%
1Y
3.90%
3Y*
2.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAXJ vs. UTEN - Yearly Performance Comparison


2026 (YTD)2025202420232022
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
26.46%31.53%10.41%4.79%-3.49%
UTEN
US Treasury 10 Year Note ETF
-0.49%7.82%-1.67%3.18%-7.81%

Correlation

The correlation between AAXJ and UTEN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

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

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.15

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Return for Risk

AAXJ vs. UTEN — Risk / Return Rank

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

AAXJ
AAXJ Risk / Return Rank: 7575
Overall Rank
AAXJ Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AAXJ Sortino Ratio Rank: 7070
Sortino Ratio Rank
AAXJ Omega Ratio Rank: 7878
Omega Ratio Rank
AAXJ Calmar Ratio Rank: 7676
Calmar Ratio Rank
AAXJ Martin Ratio Rank: 7676
Martin Ratio Rank

UTEN
UTEN Risk / Return Rank: 2121
Overall Rank
UTEN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 2121
Sortino Ratio Rank
UTEN Omega Ratio Rank: 1919
Omega Ratio Rank
UTEN Calmar Ratio Rank: 2020
Calmar Ratio Rank
UTEN Martin Ratio Rank: 2121
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.

AAXJ vs. UTEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and US Treasury 10 Year Note ETF (UTEN). 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.


AAXJUTENDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.40

1.11

+0.28

Calmar ratioReturn relative to maximum drawdown

3.41

0.76

+2.65

Martin ratioReturn relative to average drawdown

12.55

2.16

+10.39

AAXJ vs. UTEN - Sharpe Ratio Comparison

The current AAXJ Sharpe Ratio is 2.11, which is higher than the UTEN Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AAXJ and UTEN, 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

AAXJ vs. UTEN - Drawdown Comparison

The maximum AAXJ drawdown since its inception was -49.37%, which is greater than UTEN's maximum drawdown of -13.36%. Use the drawdown chart below to compare losses from any high point for AAXJ and UTEN.


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Drawdown Indicators


AAXJUTENDifference

Max Drawdown

Largest peak-to-trough decline

-49.37%

-13.36%

-36.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.66%

-4.57%

-9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

-8.60%

-11.14%

Max Drawdown (5Y)

Largest decline over 5 years

-40.64%

Max Drawdown (10Y)

Largest decline over 10 years

-44.52%

Current Drawdown

Current decline from peak

-4.62%

-2.85%

-1.77%

Average Drawdown

Average peak-to-trough decline

-14.01%

-4.81%

-9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

1.60%

+2.11%

Volatility

AAXJ vs. UTEN - Volatility Comparison

iShares MSCI All Country Asia ex-Japan ETF (AAXJ) has a higher volatility of 11.46% compared to US Treasury 10 Year Note ETF (UTEN) at 1.79%. This indicates that AAXJ's price experiences larger fluctuations and is considered to be riskier than UTEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAXJUTENDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.46%

1.79%

+9.67%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

3.74%

+15.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.12%

5.18%

+16.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

8.04%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.42%

8.04%

+12.38%

AAXJ vs. UTEN - Expense Ratio Comparison

AAXJ has a 0.68% expense ratio, which is higher than UTEN's 0.15% expense ratio.


Dividends

AAXJ vs. UTEN - Dividend Comparison

AAXJ's dividend yield for the trailing twelve months is around 1.43%, less than UTEN's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.43%1.81%1.86%1.95%1.74%2.21%1.06%1.83%2.10%1.99%1.77%2.44%
UTEN
US Treasury 10 Year Note ETF
4.04%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AAXJ and UTEN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAXJ has higher volatility (11.46%) compared to UTEN (1.79%). In terms of maximum drawdown, AAXJ dropped -49.37% vs UTEN's -13.36%.

On 3-year performance, AAXJ leads with 22.11% vs 2.29% for UTEN. On fees, UTEN is cheaper at 0.15% per year. On volatility, UTEN has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AAXJ has performed better with a 22.11% return vs 2.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTEN is cheaper with a 0.15% expense ratio, compared with 0.68% for AAXJ.

UTEN has the higher dividend yield at 4.04%, compared with 1.43% for AAXJ.

AAXJ is categorized as Asia Pacific Equities, while UTEN is Government Bonds. AAXJ tracks MSCI All Country Asia ex Japan Index, while UTEN tracks ICE BofA Current 10 Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: iShares and US Benchmark Series. Their fees differ too: 0.68% for AAXJ and 0.15% for UTEN.

AAXJ currently has the higher Sharpe Ratio (2.11 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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