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 -4.27%/yr vs 9.60%/yr for VDE. Their -0.18 correlation means they have often moved in opposite directions in the past.
Performance
JPYUSD=X vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, JPYUSD=X achieves a -0.51% return, which is significantly lower than VDE's 32.88% return. Over the past 10 years, JPYUSD=X has underperformed VDE with an annualized return of -4.27%, while VDE has yielded a comparatively higher 9.60% annualized return.
JPYUSD=X
- 1D
- -0.17%
- 1M
- 2.72%
- 6M
- -1.07%
- YTD
- -0.51%
- 1Y
- -6.57%
- 3Y*
- -3.45%
- 5Y*
- -6.97%
- 10Y*
- -4.27%
- ALL TIME*
- -1.65%
VDE
- 1D
- -0.37%
- 1M
- 9.84%
- 6M
- 15.00%
- YTD
- 32.88%
- 1Y
- 41.79%
- 3Y*
- 14.18%
- 5Y*
- 23.47%
- 10Y*
- 9.60%
- ALL TIME*
- 8.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
JPYUSD=X JPY/USD | $763.15 | $670.97 | $589.12 |
| $78.09M | $74.66M | $108.47M |
JPYUSD=X vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPYUSD=X JPY/USD | -0.51% | 0.33% | -10.26% | -7.04% | -12.23% | -10.24% | 5.18% | 0.86% | 2.82% | 3.91% |
VDE Vanguard Energy ETF | 32.88% | 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 -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2007 | -0.18 |
The correlation between JPYUSD=X and VDE shifts across timeframes, from -0.18 (all time) to -0.03 (1 year), 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 | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.68 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.32 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.79 | -3.29 |
| Martin ratioReturn relative to average drawdown | -0.81 | 7.50 | -8.31 |
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Drawdowns
JPYUSD=X vs. VDE - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -53.57%, 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 | -53.57% | -74.20% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.61% | -15.04% | +4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -14.18% | -21.41% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -33.35% | -26.58% | -6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -39.01% | -69.29% | +30.28% |
Current DrawdownCurrent decline from peak | -51.69% | -5.98% | -45.71% |
Average DrawdownAverage peak-to-trough decline | -27.37% | -19.88% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 5.59% | -0.66% |
Volatility
JPYUSD=X vs. VDE - Volatility Comparison
The current volatility for JPY/USD (JPYUSD=X) is 2.97%, while Vanguard Energy ETF (VDE) has a volatility of 6.28%. 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 | 2.97% | 6.28% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 5.07% | 16.59% | -11.52% |
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 | 9.60% | 26.11% | -16.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.65% | 29.91% | -21.26% |
Frequently Asked Questions
JPYUSD=X and VDE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDE has higher volatility (6.28%) compared to JPYUSD=X (2.97%). In terms of maximum drawdown, JPYUSD=X dropped -53.57% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (2.01 vs -0.73), 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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