JPYUSD=X vs. VDE
JPYUSD=X (JPY/USD) is a currency, while VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Over the past 10 years, JPYUSD=X returned -4.25%/yr vs 8.90%/yr for VDE. At a correlation of -0.18, they often move in opposite directions.
Performance
JPYUSD=X vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, JPYUSD=X achieves a -3.31% return, which is significantly lower than VDE's 28.19% return. Over the past 10 years, JPYUSD=X has underperformed VDE with an annualized return of -4.25%, while VDE has yielded a comparatively higher 8.90% annualized return.
JPYUSD=X
- 1D
- 0.11%
- 1M
- -1.04%
- 6M
- -2.20%
- YTD
- -3.31%
- 1Y
- -8.13%
- 3Y*
- -5.02%
- 5Y*
- -7.44%
- 10Y*
- -4.25%
VDE
- 1D
- -0.93%
- 1M
- 2.38%
- 6M
- 19.26%
- YTD
- 28.19%
- 1Y
- 34.58%
- 3Y*
- 15.48%
- 5Y*
- 22.66%
- 10Y*
- 8.90%
JPYUSD=X vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPYUSD=X JPY/USD | -3.31% | 0.33% | -10.26% | -7.04% | -12.23% | -10.24% | 5.18% | 0.86% | 2.82% | 3.91% |
VDE Vanguard Energy ETF | 28.19% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Correlation
The correlation between JPYUSD=X and VDE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2007 | -0.18 |
The correlation between JPYUSD=X and VDE shifts across timeframes, from -0.18 (all time) to -0.05 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPYUSD=X vs. VDE — Risk / Return Rank
JPYUSD=X
VDE
JPYUSD=X vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and Vanguard Energy ETF (VDE). 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.
| JPYUSD=X | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.56 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.27 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.31 | -2.98 |
| Martin ratioReturn relative to average drawdown | -1.06 | 6.31 | -7.37 |
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Drawdowns
JPYUSD=X vs. VDE - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -53.20%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and VDE.
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Drawdown Indicators
| JPYUSD=X | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.20% | -74.20% | +21.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -15.04% | +5.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -21.41% | +6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -32.94% | -26.58% | -6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -38.53% | -69.29% | +30.76% |
Current DrawdownCurrent decline from peak | -53.04% | -9.30% | -43.74% |
Average DrawdownAverage peak-to-trough decline | -27.20% | -19.92% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 5.50% | +1.04% |
Volatility
JPYUSD=X vs. VDE - Volatility Comparison
The current volatility for JPY/USD (JPYUSD=X) is 1.25%, while Vanguard Energy ETF (VDE) has a volatility of 7.00%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPYUSD=X | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 7.00% | -5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 4.43% | 16.61% | -12.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.34% | 20.89% | -13.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.54% | 26.28% | -16.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.70% | 29.91% | -21.21% |
Frequently Asked Questions
JPYUSD=X and VDE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDE has higher volatility (7.00%) compared to JPYUSD=X (1.25%). In terms of maximum drawdown, JPYUSD=X dropped -53.20% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (1.67 vs -0.90), 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.
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