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IEF vs. MJMT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. MJMT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEF is traded in USD, while MJMT.DE is traded in EUR. To make them comparable, the MJMT.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEF achieves a -0.47% return, which is significantly lower than MJMT.DE's 7.60% return. Over the past 10 years, IEF has underperformed MJMT.DE with an annualized return of 0.59%, while MJMT.DE has yielded a comparatively higher 12.52% 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%

MJMT.DE

1D
1.71%
1M
1.54%
YTD
7.60%
6M
11.00%
1Y
20.95%
3Y*
23.26%
5Y*
10.59%
10Y*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. MJMT.DE - 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%
MJMT.DE
Amundi MSCI Europe Momentum Factor UCITS ETF EUR
7.60%43.64%13.07%16.61%-20.22%12.46%21.81%28.97%-14.75%27.04%

Correlation

The correlation between IEF and MJMT.DE is 0.25, 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

0.20

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

0.12

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 10, 2016

0.03

Over the past year, IEF and MJMT.DE have become more correlated (0.25) than their long-term average of 0.03, meaning their price movements have been converging.

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Return for Risk

IEF vs. MJMT.DE — 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

MJMT.DE
MJMT.DE Risk / Return Rank: 4141
Overall Rank
MJMT.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MJMT.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
MJMT.DE Omega Ratio Rank: 3939
Omega Ratio Rank
MJMT.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
MJMT.DE Martin Ratio Rank: 4747
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. MJMT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE). 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.


IEFMJMT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.12

1.21

-0.08

Calmar ratioReturn relative to maximum drawdown

0.84

1.56

-0.73

Martin ratioReturn relative to average drawdown

2.35

5.58

-3.23

IEF vs. MJMT.DE - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is lower than the MJMT.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IEF and MJMT.DE, 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. MJMT.DE - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum MJMT.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for IEF and MJMT.DE.


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Drawdown Indicators


IEFMJMT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-35.51%

+11.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-13.35%

+9.28%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-14.36%

+6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-35.51%

+14.11%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-35.51%

+11.58%

Current Drawdown

Current decline from peak

-11.18%

-1.47%

-9.71%

Average Drawdown

Average peak-to-trough decline

-5.35%

-7.14%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

3.75%

-2.30%

Volatility

IEF vs. MJMT.DE - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) has a volatility of 5.44%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than MJMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFMJMT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

5.44%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

16.28%

-12.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

18.79%

-14.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

19.09%

-11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

18.30%

-11.67%

IEF vs. MJMT.DE - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than MJMT.DE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IEF vs. MJMT.DE - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, while MJMT.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
MJMT.DE
Amundi MSCI Europe Momentum Factor UCITS ETF EUR
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


IEF and MJMT.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IEF is cheaper with a 0.15% expense ratio, compared with 0.23% for MJMT.DE.

IEF is categorized as Government Bonds, while MJMT.DE is Momentum. IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while MJMT.DE tracks MSCI Europe Momentum Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IEF and 0.23% for MJMT.DE.

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