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

Performance

JPYUSD=X vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPYUSD=X achieves a -2.29% return, which is significantly lower than BNDW's 0.24% return.


JPYUSD=X

1D
-0.22%
1M
-2.53%
YTD
-2.29%
6M
-3.12%
1Y
-10.47%
3Y*
-4.50%
5Y*
-7.34%
10Y*
-3.93%

BNDW

1D
-0.29%
1M
-0.32%
YTD
0.24%
6M
0.29%
1Y
3.24%
3Y*
3.93%
5Y*
0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. BNDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JPYUSD=X
JPY/USD
-2.29%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%0.97%
BNDW
Vanguard Total World Bond ETF
0.24%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%

Correlation

The correlation between JPYUSD=X and BNDW is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.46

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

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.45

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Return for Risk

JPYUSD=X vs. BNDW — Risk / Return Rank

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

JPYUSD=X
JPYUSD=X Risk / Return Rank: 99
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 99
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 99
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 44
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1313
Martin Ratio Rank

BNDW
BNDW Risk / Return Rank: 2626
Overall Rank
BNDW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2626
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2525
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2626
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and Vanguard Total World Bond ETF (BNDW). 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.


JPYUSD=XBNDWDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

0.82

1.17

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.80

1.21

-2.01

Martin ratioReturn relative to average drawdown

-1.19

3.38

-4.57

JPYUSD=X vs. BNDW - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.13, which is lower than the BNDW Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of JPYUSD=X and BNDW, 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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Sharpe Ratios by Period


JPYUSD=XBNDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.13

0.97

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.71

0.04

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.37

-0.50

Drawdowns

JPYUSD=X vs. BNDW - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.96%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and BNDW.


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Drawdown Indicators


JPYUSD=XBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-52.96%

-17.22%

-35.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-2.70%

-7.93%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-4.27%

-10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-16.93%

-15.66%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

Current Drawdown

Current decline from peak

-52.55%

-1.71%

-50.84%

Average Drawdown

Average peak-to-trough decline

-26.85%

-4.97%

-21.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

0.96%

+5.05%

Volatility

JPYUSD=X vs. BNDW - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.68%, while Vanguard Total World Bond ETF (BNDW) has a volatility of 1.26%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPYUSD=XBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

1.26%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

2.64%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

7.56%

3.36%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.57%

5.21%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.90%

4.90%

+4.00%

Frequently Asked Questions


JPYUSD=X and BNDW have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNDW has higher volatility (1.26%) compared to JPYUSD=X (0.68%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs BNDW's -17.22%.

BNDW currently has the higher Sharpe Ratio (0.97 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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