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iShares MSCI Japan ETF (EWJ)

ETF · Currency in USD · Last updated Dec 2, 2023

EWJ is a passive ETF by iShares tracking the investment results of the MSCI Japan Index. EWJ launched on Mar 12, 1996 and has a 0.49% expense ratio.

Summary

ETF Info

ISINUS46434G8226
CUSIP46434G822
IssueriShares
Inception DateMar 12, 1996
RegionDeveloped Asia Pacific (Japan)
CategoryJapan Equities
Index TrackedMSCI Japan Index
ETF Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Japan ETF has a high expense ratio of 0.49%, indicating higher-than-average management fees.


0.49%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Japan ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.65%
7.29%
EWJ (iShares MSCI Japan ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with EWJ

iShares MSCI Japan ETF

Popular comparisons: EWJ vs. DXJ, EWJ vs. EWJV, EWJ vs. IEUR, EWJ vs. EWY, EWJ vs. HEWJ, EWJ vs. EWA, EWJ vs. EWH, EWJ vs. EWS, EWJ vs. CNYA, EWJ vs. QQQ

Return

iShares MSCI Japan ETF had a return of 16.91% year-to-date (YTD) and 13.54% in the last 12 months. Over the past 10 years, iShares MSCI Japan ETF had an annualized return of 4.39%, while the S&P 500 had an annualized return of 9.87%, indicating that iShares MSCI Japan ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date16.91%19.67%
1 month5.40%8.42%
6 months2.65%7.29%
1 year13.54%12.71%
5 years (annualized)4.35%10.75%
10 years (annualized)4.39%9.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.85%5.03%2.46%-2.81%-2.19%-2.21%6.19%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ETF (EWJ) and S&P 500 (^GSPC). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EWJ
iShares MSCI Japan ETF
0.94
^GSPC
S&P 500
0.91

Sharpe Ratio

The current iShares MSCI Japan ETF Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.94
0.91
EWJ (iShares MSCI Japan ETF)
Benchmark (^GSPC)

Dividend History

iShares MSCI Japan ETF granted a 0.88% dividend yield in the last twelve months. The annual payout for that period amounted to $0.55 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.55$0.67$1.39$0.70$1.20$0.87$0.75$0.95$0.61$0.60$0.54$0.76

Dividend yield

0.88%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%1.11%1.94%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Japan ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.12
2021$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.89
2020$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$0.26
2019$0.00$0.00$0.00$0.00$0.00$0.49$0.00$0.00$0.00$0.00$0.00$0.72
2018$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$0.41
2017$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.40
2016$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.58
2015$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.35
2014$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.27
2013$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.35
2012$0.35$0.00$0.00$0.00$0.00$0.00$0.40

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-11.96%
-4.21%
EWJ (iShares MSCI Japan ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Japan ETF. 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 ETF was 58.89%, occurring on Apr 25, 2003. Recovery took 760 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.89%Apr 3, 2000768Apr 25, 2003760May 2, 20061528
-54.45%May 10, 2006712Mar 9, 20092071May 30, 20172783
-53.33%Apr 29, 1996614Oct 1, 1998315Dec 31, 1999929
-33.14%Sep 16, 2021277Oct 20, 2022
-30.69%Jan 29, 2018536Mar 16, 2020166Nov 9, 2020702

Volatility Chart

The current iShares MSCI Japan ETF volatility is 4.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.36%
2.79%
EWJ (iShares MSCI Japan ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
DXJJun 16, 20060.48%44.7%10.5%2.7%-49.6%2.2