- Issuer
- iShares
- Inception Date
- Aug 5, 2024
- Category
- Japan Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
EEJD.L Performance Chart
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc (EEJD.L) is up 16.3% since the beginning of the year. EEJD.L is currently trading at $9 per share. Investors who bought $1,000 worth of EEJD.L shares 5 years ago would now be looking at an investment worth $1,523.
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Returns By Period
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc (EEJD.L) has returned 16.29% so far this year and 36.05% over the past 12 months.
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc
- 1D
- -1.02%
- 1M
- -0.60%
- 6M
- 9.97%
- YTD
- 16.29%
- 1Y
- 36.05%
- 3Y*
- 17.05%
- 5Y*
- 8.78%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
EEJD.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 8, 2019, EEJD.L's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +11.5%, while the worst month was Mar 2026 at -11.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EEJD.L closed higher 48% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.27% | 8.36% | -11.69% | 8.61% | 4.62% | 1.33% | -0.69% | 16.29% | |||||
| 2025 | 3.73% | -0.94% | -0.47% | 3.65% | 3.21% | 3.01% | -1.89% | 6.07% | 2.37% | 3.81% | -0.79% | 1.98% | 26.10% |
| 2024 | 3.00% | 2.91% | 2.99% | -5.65% | 1.29% | 0.73% | 4.32% | 1.84% | -1.20% | -5.49% | 3.06% | -2.59% | 4.67% |
| 2023 | 6.88% | -4.04% | 4.41% | -0.00% | 1.28% | 4.98% | 2.61% | -3.40% | -2.11% | -2.51% | 6.63% | 4.47% | 19.98% |
| 2022 | -5.54% | 0.17% | -2.17% | -7.69% | 0.19% | -7.93% | 6.50% | -3.82% | -8.33% | 1.30% | 10.26% | -0.47% | -17.73% |
| 2021 | -1.09% | 1.74% | 0.47% | -1.85% | 2.05% | -1.49% | -0.16% | 2.06% | 2.95% | -3.16% | -3.42% | 2.62% | 0.41% |
Benchmark Metrics
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc has an annualized alpha of 4.49%, beta of 0.45, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since March 08, 2019.
- This ETF participated in 75.55% of S&P 500 Index downside but only 65.82% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.45 may look defensive, but with R2 of 0.22 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.22 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.49%
- Beta
- 0.45
- R²
- 0.22
- Upside Capture
- 65.82%
- Downside Capture
- 75.55%
Expense Ratio
EEJD.L has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
EEJD.L ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc (EEJD.L) and compare them to S&P 500 Index.
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.
| EEJD.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.35 | +0.43 |
| Martin ratioReturn relative to average drawdown | 9.14 | 10.19 | -1.05 |
Dividends
Dividend History
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc provided a 1.45% dividend yield over the last twelve months, with an annual payout of $0.13 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.13 | $0.12 | $0.11 | $0.10 | $0.11 | $0.11 | $0.10 | $0.10 |
Dividend yield | 1.45% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.07 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.12 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.11 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.11 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.11 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc was 32.93%, occurring on Oct 19, 2022. Recovery took 465 trading sessions.
The current iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD Inc drawdown is 3.82%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.93%Oct 2022 | 1y 1mo | 1y 10mo | 2y 11moSep 2021 - Aug 2024 | Bear market2022 |
-27.34%Mar 2020 | 3mo | 6mo 4d | 9mo 4dDec 2019 - Sep 2020 | COVID crash2020 |
-14.11%Apr 2025 | 12d | 22d | 1mo 4dMar 2025 - Apr 2025 | 2025 selloff2025 |
-12.98%Mar 2026 | 1mo 13d | 1mo 17d | 3moFeb 2026 - May 2026 | — |
-9.26%May 2021 | 2mo 26d | 3mo 26d | 6mo 22dFeb 2021 - Sep 2021 | — |
Drawdown Indicators
| EEJD.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -56.78% | +23.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -9.10% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -18.90% | +4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -25.43% | -7.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.82% | -0.49% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -10.70% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.09% | +1.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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