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IEF vs. JPYUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IEF vs. JPYUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and JPY/USD (JPYUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEF achieves a -0.82% return, which is significantly higher than JPYUSD=X's -3.56% return. Over the past 10 years, IEF has outperformed JPYUSD=X with an annualized return of 0.49%, while JPYUSD=X has yielded a comparatively lower -4.16% annualized return.


IEF

1D
-0.32%
1M
-0.54%
6M
-0.58%
YTD
-0.82%
1Y
2.96%
3Y*
2.64%
5Y*
-1.58%
10Y*
0.49%
ALL TIME*
3.37%

JPYUSD=X

1D
-0.08%
1M
-0.70%
6M
-2.66%
YTD
-3.56%
1Y
-8.63%
3Y*
-4.43%
5Y*
-7.45%
10Y*
-4.16%
ALL TIME*
-1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. JPYUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-0.82%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
JPYUSD=X
JPY/USD
-3.56%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%

Correlation

The correlation between IEF and JPYUSD=X is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.47

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

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2007

0.50

The correlation between IEF and JPYUSD=X has been stable across timeframes, ranging from 0.42 to 0.52 - a consistent structural relationship.

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Return for Risk

IEF vs. JPYUSD=X — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2222
Calmar Ratio Rank
IEF Martin Ratio Rank: 2222
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 1212
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 1111
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 1010
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 1212
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1515
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.

IEF vs. JPYUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and JPY/USD (JPYUSD=X). 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.


IEFJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.11

0.84

+0.27

Calmar ratioReturn relative to maximum drawdown

0.73

-0.71

+1.44

Martin ratioReturn relative to average drawdown

1.82

-1.11

+2.93

IEF vs. JPYUSD=X - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.63, which is higher than the JPYUSD=X Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of IEF and JPYUSD=X, 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

IEF vs. JPYUSD=X - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum JPYUSD=X drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for IEF and JPYUSD=X.


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Drawdown Indicators


IEFJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-53.20%

+29.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-9.90%

+5.83%

Max Drawdown (3Y)

Largest decline over 3 years

-7.05%

-14.17%

+7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-32.94%

+11.54%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-38.53%

+14.60%

Current Drawdown

Current decline from peak

-11.49%

-53.17%

+41.68%

Average Drawdown

Average peak-to-trough decline

-5.37%

-27.24%

+21.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

6.64%

-5.01%

Volatility

IEF vs. JPYUSD=X - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.40% compared to JPY/USD (JPYUSD=X) at 1.24%. This indicates that IEF's price experiences larger fluctuations and is considered to be riskier than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.24%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

4.40%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

7.27%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

9.53%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.61%

8.68%

-2.07%

Frequently Asked Questions


IEF and JPYUSD=X have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEF has higher volatility (1.40%) compared to JPYUSD=X (1.24%). In terms of maximum drawdown, IEF dropped -23.93% vs JPYUSD=X's -53.20%.

IEF currently has the higher Sharpe Ratio (0.63 vs -0.96), 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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