IEF vs. MJMT.DE
IEF (iShares 7-10 Year Treasury Bond ETF) and MJMT.DE (Amundi MSCI Europe Momentum Factor UCITS ETF EUR) are both exchange-traded funds - IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while MJMT.DE is a Momentum fund tracking the MSCI Europe Momentum Index. Both are passively managed. Over the past 10 years, IEF returned 0.59%/yr vs 12.52%/yr for MJMT.DE. At a 0.03 correlation, their price movements are largely independent. IEF charges 0.15%/yr vs 0.23%/yr for MJMT.DE.
Performance
IEF vs. MJMT.DE - Performance Comparison
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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%
IEF vs. MJMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IEF
MJMT.DE
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.
| IEF | MJMT.DE | Difference | |
|---|---|---|---|
| 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 |
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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
| IEF | MJMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.18% | -1.47% | -9.71% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -7.14% | +1.79% |
Ulcer IndexDepth 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
| IEF | MJMT.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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