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 -4.48%/yr vs 8.63%/yr for VDE. At a correlation of -0.19, 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 -3.09% return, which is significantly lower than VDE's 20.51% return. Over the past 10 years, JPYUSD=X has underperformed VDE with an annualized return of -4.48%, while VDE has yielded a comparatively higher 8.63% annualized return.
JPYUSD=X
- 1D
- -0.08%
- 1M
- -1.70%
- YTD
- -3.09%
- 6M
- -3.57%
- 1Y
- -10.34%
- 3Y*
- -3.84%
- 5Y*
- -7.28%
- 10Y*
- -4.48%
VDE
- 1D
- -2.46%
- 1M
- -10.20%
- YTD
- 20.51%
- 6M
- 21.43%
- 1Y
- 29.21%
- 3Y*
- 15.17%
- 5Y*
- 18.05%
- 10Y*
- 8.63%
JPYUSD=X vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPYUSD=X JPY/USD | -3.09% | 0.33% | -10.26% | -7.04% | -12.23% | -10.24% | 5.18% | 0.86% | 2.82% | 3.91% |
VDE Vanguard Energy ETF | 20.51% | 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 -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
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 Jul 25, 2007 | -0.19 |
The correlation between JPYUSD=X and VDE shifts across timeframes, from -0.19 (all time) to -0.05 (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 | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.24 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 1.99 | -2.73 |
| Martin ratioReturn relative to average drawdown | -1.12 | 6.24 | -7.35 |
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Drawdowns
JPYUSD=X vs. VDE - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -52.96%, 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 | -52.96% | -74.20% | +21.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -14.73% | +3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -14.63% | -21.41% | +6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -32.59% | -26.58% | -6.01% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | -69.29% | +31.08% |
Current DrawdownCurrent decline from peak | -52.94% | -14.73% | -38.21% |
Average DrawdownAverage peak-to-trough decline | -27.01% | -19.94% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 4.70% | +1.71% |
Volatility
JPYUSD=X vs. VDE - Volatility Comparison
The current volatility for JPY/USD (JPYUSD=X) is 0.73%, while Vanguard Energy ETF (VDE) has a volatility of 7.31%. 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 | 0.73% | 7.31% | -6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 4.83% | 16.83% | -12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.47% | 20.78% | -13.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.55% | 26.39% | -16.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.76% | 29.94% | -21.18% |
Frequently Asked Questions
JPYUSD=X and VDE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDE has higher volatility (7.31%) compared to JPYUSD=X (0.73%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (1.41 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.
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