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SDEU.L vs. JPYUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SDEU.L vs. JPYUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) and JPY/USD (JPYUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SDEU.L is traded in GBP, while JPYUSD=X is traded in USD. To make them comparable, the JPYUSD=X values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SDEU.L achieves a -1.16% return, which is significantly higher than JPYUSD=X's -1.73% return. Over the past 10 years, SDEU.L has outperformed JPYUSD=X with an annualized return of -0.57%, while JPYUSD=X has yielded a comparatively lower -3.55% annualized return.


SDEU.L

1D
0.09%
1M
0.46%
YTD
-1.16%
6M
-1.51%
1Y
-0.26%
3Y*
1.28%
5Y*
-2.98%
10Y*
-0.57%

JPYUSD=X

1D
-0.09%
1M
-0.65%
YTD
-1.73%
6M
-2.98%
1Y
-8.98%
3Y*
-6.28%
5Y*
-6.34%
10Y*
-3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDEU.L vs. JPYUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDEU.L
iShares Germany Government Bond UCITS ETF (Dist)
-1.16%3.53%-4.21%3.07%-13.18%-9.05%8.45%-2.18%3.12%1.86%
JPYUSD=X
JPY/USD
-1.73%-6.82%-8.69%-11.69%-1.79%-9.39%2.10%-2.98%8.91%-5.07%

Correlation

The correlation between SDEU.L and JPYUSD=X is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since May 8, 2012

0.49

The correlation between SDEU.L and JPYUSD=X shifts across timeframes, from 0.39 (1 year) to 0.51 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SDEU.L vs. JPYUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDEU.L
SDEU.L Risk / Return Rank: 88
Overall Rank
SDEU.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SDEU.L Sortino Ratio Rank: 88
Sortino Ratio Rank
SDEU.L Omega Ratio Rank: 88
Omega Ratio Rank
SDEU.L Calmar Ratio Rank: 99
Calmar Ratio Rank
SDEU.L Martin Ratio Rank: 99
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDEU.L vs. JPYUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) and JPY/USD (JPYUSD=X). 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.


SDEU.LJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.00

0.81

+0.18

Calmar ratioReturn relative to maximum drawdown

-0.06

-0.74

+0.67

Martin ratioReturn relative to average drawdown

-0.12

-1.16

+1.04

SDEU.L vs. JPYUSD=X - Sharpe Ratio Comparison

The current SDEU.L Sharpe Ratio is -0.05, which is higher than the JPYUSD=X Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of SDEU.L and JPYUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SDEU.L vs. JPYUSD=X - Drawdown Comparison

The maximum SDEU.L drawdown since its inception was -27.60%, smaller than the maximum JPYUSD=X drawdown of -45.67%. Use the drawdown chart below to compare losses from any high point for SDEU.L and JPYUSD=X.


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Drawdown Indicators


SDEU.LJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-27.60%

-45.67%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.23%

-9.92%

+5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-7.01%

-17.98%

+10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-31.00%

+10.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.60%

-42.14%

+14.54%

Current Drawdown

Current decline from peak

-23.49%

-45.31%

+21.82%

Average Drawdown

Average peak-to-trough decline

-14.48%

-21.67%

+7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

5.61%

-3.49%

Volatility

SDEU.L vs. JPYUSD=X - Volatility Comparison

iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) has a higher volatility of 1.57% compared to JPY/USD (JPYUSD=X) at 0.82%. This indicates that SDEU.L's price experiences larger fluctuations and is considered to be riskier than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDEU.LJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

0.82%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

4.44%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

5.09%

6.10%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

9.28%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

10.87%

-2.28%

Frequently Asked Questions


SDEU.L and JPYUSD=X have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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