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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 -0.47% return, which is significantly higher than JPYUSD=X's -2.23% return. Over the past 10 years, IEF has outperformed JPYUSD=X with an annualized return of 0.59%, while JPYUSD=X has yielded a comparatively lower -4.05% annualized return.


IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%

JPYUSD=X

1D
-0.18%
1M
-1.52%
YTD
-2.23%
6M
-2.74%
1Y
-10.40%
3Y*
-4.35%
5Y*
-7.30%
10Y*
-4.05%
*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
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
JPYUSD=X
JPY/USD
-2.23%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 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.47

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

0.51

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

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

0.50

The correlation between IEF and JPYUSD=X has been stable across timeframes, ranging from 0.46 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: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
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

+1.85

Sortino ratioReturn per unit of downside risk

+2.77

Omega ratioGain probability vs. loss probability

1.12

0.82

+0.31

Calmar ratioReturn relative to maximum drawdown

0.84

-0.79

+1.63

Martin ratioReturn relative to average drawdown

2.35

-1.16

+3.51

IEF vs. JPYUSD=X - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the JPYUSD=X Sharpe Ratio of -1.13. 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 -52.96%. 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%

-52.96%

+29.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-10.68%

+6.61%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-14.63%

+6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-32.59%

+11.19%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-38.21%

+14.28%

Current Drawdown

Current decline from peak

-11.18%

-52.52%

+41.34%

Average Drawdown

Average peak-to-trough decline

-5.35%

-26.91%

+21.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

6.15%

-4.70%

Volatility

IEF vs. JPYUSD=X - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.62% compared to JPY/USD (JPYUSD=X) at 0.69%. 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

1.62%

0.69%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

5.49%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

7.51%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

9.56%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

8.89%

-2.26%

Frequently Asked Questions


IEF and JPYUSD=X have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEF has higher volatility (1.62%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, IEF dropped -23.93% vs JPYUSD=X's -52.96%.

IEF currently has the higher Sharpe Ratio (0.72 vs -1.13), 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.

Portfolio Optimizer

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