JPYUSD=X vs. VDE

In the year-to-date period, JPYUSD=X achieves a 9.37% return, which is significantly higher than VDE's -4.82% return. Over the past 10 years, JPYUSD=X has underperformed VDE with an annualized return of -1.45%, while VDE has yielded a comparatively higher 3.92% annualized return.

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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.

The current JPYUSD=X Sharpe Ratio is 0.61, which is higher than the VDE Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of JPYUSD=X and VDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum JPYUSD=X drawdown since its inception was -53.03%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and VDE.

The current volatility for JPY/USD (JPYUSD=X) is 4.70%, while Vanguard Energy ETF (VDE) has a volatility of 5.82%. 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.