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iShares MSCI Japan ETF (EWJ)

ETF · Currency in USD
ISIN
US46434G8226
CUSIP
46434G822
Issuer
iShares
Inception Date
Mar 12, 1996
Region
Developed Asia Pacific (Japan)
Category
Japan Equities
Expense Ratio
0.49%
Index Tracked
MSCI Japan Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

EWJPrice Chart


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EWJPerformance

The chart shows the growth of $10,000 invested in iShares MSCI Japan ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,060 for a total return of roughly 100.60%. All prices are adjusted for splits and dividends.


EWJ (iShares MSCI Japan ETF)
Benchmark (S&P 500)

EWJReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.19%0.43%
6M-1.20%9.37%
YTD-0.16%22.33%
1Y3.72%26.59%
5Y7.96%15.74%
10Y7.99%14.46%

EWJMonthly Returns Heatmap


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EWJSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI Japan ETF Sharpe ratio is 0.25. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


EWJ (iShares MSCI Japan ETF)
Benchmark (S&P 500)

EWJDividends

iShares MSCI Japan ETF granted a 1.14% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.76 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.76$0.70$1.20$0.87$0.75$0.95$0.62$0.59$0.54$0.76$0.78$0.57

Dividend yield

1.14%1.04%2.03%1.71%1.25%1.95%1.27%1.32%1.11%1.94%2.13%1.30%

EWJDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


EWJ (iShares MSCI Japan ETF)
Benchmark (S&P 500)

EWJWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI Japan ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares MSCI Japan ETF is 30.69%, recorded on Mar 16, 2020. It took 166 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.69%Jan 29, 2018536Mar 16, 2020166Nov 9, 2020702
-23.94%Feb 18, 2011324Jun 1, 2012213Apr 10, 2013537
-21.56%Apr 29, 2015200Feb 11, 2016258Feb 21, 2017458
-14.21%Apr 16, 201036Jun 7, 2010126Dec 3, 2010162
-13.62%May 22, 201311Jun 6, 2013114Nov 15, 2013125
-11.1%Jul 2, 201475Oct 16, 201485Feb 19, 2015160
-11.04%Jan 2, 201470Apr 11, 201447Jun 19, 2014117
-9.66%Sep 16, 202151Nov 26, 2021
-8.95%Feb 17, 202160May 12, 202180Sep 3, 2021140
-7.05%Jan 15, 201016Feb 8, 201034Mar 29, 201050

EWJVolatility Chart

Current iShares MSCI Japan ETF volatility is 14.85%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EWJ (iShares MSCI Japan ETF)
Benchmark (S&P 500)

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