MJMT.DE vs. IEF
MJMT.DE (Amundi MSCI Europe Momentum Factor UCITS ETF EUR) and IEF (iShares 7-10 Year Treasury Bond ETF) are both exchange-traded funds - MJMT.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Both are passively managed. Over the past 10 years, MJMT.DE returned 12.16%/yr vs 0.27%/yr for IEF. At a correlation of -0.04, they often move in opposite directions. MJMT.DE charges 0.23%/yr vs 0.15%/yr for IEF.
Performance
MJMT.DE vs. IEF - Performance Comparison
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Different Trading Currencies
MJMT.DE is traded in EUR, while IEF is traded in USD. To make them comparable, the IEF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MJMT.DE achieves a 9.28% return, which is significantly higher than IEF's 1.07% return. Over the past 10 years, MJMT.DE has outperformed IEF with an annualized return of 12.16%, while IEF has yielded a comparatively lower 0.27% annualized return.
MJMT.DE
- 1D
- 1.82%
- 1M
- 2.83%
- YTD
- 9.28%
- 6M
- 12.67%
- 1Y
- 21.10%
- 3Y*
- 20.45%
- 5Y*
- 11.60%
- 10Y*
- 12.16%
IEF
- 1D
- -0.09%
- 1M
- 1.46%
- YTD
- 1.07%
- 6M
- 1.30%
- 1Y
- 3.57%
- 3Y*
- 0.49%
- 5Y*
- -0.34%
- 10Y*
- 0.27%
MJMT.DE vs. IEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 9.28% | 27.24% | 19.93% | 13.04% | -15.57% | 22.09% | 10.97% | 31.75% | -10.54% | 11.30% |
IEF iShares 7-10 Year Treasury Bond ETF | 1.07% | -4.79% | 5.92% | 0.53% | -9.90% | 3.90% | 0.94% | 10.47% | 5.73% | -10.05% |
Correlation
The correlation between MJMT.DE and IEF is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 10, 2016 | -0.04 |
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Return for Risk
MJMT.DE vs. IEF — Risk / Return Rank
MJMT.DE
IEF
MJMT.DE vs. IEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.
| MJMT.DE | IEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 0.71 | +1.11 |
| Martin ratioReturn relative to average drawdown | 6.92 | 2.01 | +4.91 |
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Drawdowns
MJMT.DE vs. IEF - Drawdown Comparison
The maximum MJMT.DE drawdown since its inception was -31.35%, which is greater than IEF's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for MJMT.DE and IEF.
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Drawdown Indicators
| MJMT.DE | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.35% | -21.59% | -9.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -5.08% | -6.48% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -11.07% | -4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | -15.81% | -8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -31.35% | -21.59% | -9.76% |
Current DrawdownCurrent decline from peak | -0.21% | -16.26% | +16.05% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -9.57% | +4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.78% | +1.26% |
Volatility
MJMT.DE vs. IEF - Volatility Comparison
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) has a higher volatility of 4.75% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.02%. This indicates that MJMT.DE's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MJMT.DE | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 1.02% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 4.62% | +10.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 6.12% | +10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 9.18% | +7.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 8.74% | +7.63% |
MJMT.DE vs. IEF - Expense Ratio Comparison
MJMT.DE has a 0.23% expense ratio, which is higher than IEF's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MJMT.DE vs. IEF - Dividend Comparison
MJMT.DE has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MJMT.DE and IEF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEF is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEF is cheaper with a 0.15% expense ratio, compared with 0.23% for MJMT.DE.
MJMT.DE is categorized as Momentum, while IEF is Government Bonds. MJMT.DE tracks MSCI Europe Momentum Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.23% for MJMT.DE and 0.15% for IEF.
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