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

Performance

IEF vs. MXNUSD=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 MXN/USD (MXNUSD=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 lower than MXNUSD=X's 4.58% return. Over the past 10 years, IEF has underperformed MXNUSD=X with an annualized return of 0.59%, while MXNUSD=X has yielded a comparatively higher 0.93% 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%

MXNUSD=X

1D
0.10%
1M
-0.28%
YTD
4.58%
6M
4.56%
1Y
9.66%
3Y*
0.02%
5Y*
2.90%
10Y*
0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. MXNUSD=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%
MXNUSD=X
MXN/USD
4.58%15.65%-18.53%14.83%5.29%-3.10%-4.83%3.73%0.35%5.25%

Correlation

The correlation between IEF and MXNUSD=X is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.18

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

0.14

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

-0.08

The correlation between IEF and MXNUSD=X shifts across timeframes, from -0.08 (all time) to 0.18 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEF vs. MXNUSD=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

MXNUSD=X
MXNUSD=X Risk / Return Rank: 8686
Overall Rank
MXNUSD=X Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MXNUSD=X Sortino Ratio Rank: 8787
Sortino Ratio Rank
MXNUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
MXNUSD=X Calmar Ratio Rank: 8282
Calmar Ratio Rank
MXNUSD=X Martin Ratio Rank: 8989
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. MXNUSD=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 MXN/USD (MXNUSD=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.


IEFMXNUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratioReturn relative to maximum drawdown

0.84

1.40

-0.56

Martin ratioReturn relative to average drawdown

2.35

5.15

-2.80

IEF vs. MXNUSD=X - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is comparable to the MXNUSD=X Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of IEF and MXNUSD=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. MXNUSD=X - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum MXNUSD=X drawdown of -61.16%. Use the drawdown chart below to compare losses from any high point for IEF and MXNUSD=X.


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Drawdown Indicators


IEFMXNUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-61.16%

+37.23%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-5.52%

+1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-21.70%

+13.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-21.70%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-31.20%

+7.27%

Current Drawdown

Current decline from peak

-11.18%

-42.73%

+31.55%

Average Drawdown

Average peak-to-trough decline

-5.35%

-36.86%

+31.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.60%

-0.15%

Volatility

IEF vs. MXNUSD=X - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while MXN/USD (MXNUSD=X) has a volatility of 1.95%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than MXNUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFMXNUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.95%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

6.86%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

7.60%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

10.45%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

12.39%

-5.76%

Frequently Asked Questions


IEF and MXNUSD=X have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MXNUSD=X has higher volatility (1.95%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs MXNUSD=X's -61.16%.

MXNUSD=X currently has the higher Sharpe Ratio (1.01 vs 0.72), 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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