iShares MSCI Japan ETF (EWJ)
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.
ETF Info
US46434G8226
46434G822
Mar 12, 1996
Developed Asia Pacific (Japan)
1x
MSCI Japan Index
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
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.
Returns By Period
iShares MSCI Japan ETF had a return of 6.00% year-to-date (YTD) and 10.57% in the last 12 months. Over the past 10 years, iShares MSCI Japan ETF had an annualized return of 5.55%, while the S&P 500 had an annualized return of 11.11%, indicating that iShares MSCI Japan ETF did not perform as well as the benchmark.
EWJ
6.00%
-3.76%
-1.08%
10.57%
4.25%
5.55%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Monthly Returns
The table below presents the monthly returns of EWJ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.23% | 4.40% | 3.23% | -5.72% | 2.53% | -0.33% | 4.00% | 1.41% | -0.60% | -4.85% | 6.00% | ||
| 2023 | 7.77% | -4.65% | 4.92% | 0.26% | 0.85% | 5.03% | 2.46% | -2.81% | -2.19% | -2.21% | 6.19% | 3.88% | 20.29% |
| 2022 | -4.30% | -1.78% | -2.11% | -8.10% | 1.73% | -7.39% | 6.28% | -4.56% | -8.84% | 2.33% | 11.62% | -2.22% | -17.72% |
| 2021 | -0.84% | 1.84% | 0.44% | -1.61% | 1.72% | -0.79% | -0.64% | 1.92% | 2.70% | -2.63% | -3.03% | 2.28% | 1.16% |
| 2020 | -2.52% | -8.29% | -6.74% | 4.80% | 7.05% | -0.10% | -1.07% | 6.79% | 1.81% | -1.41% | 10.56% | 5.34% | 15.40% |
| 2019 | 7.08% | 0.15% | 0.66% | 1.28% | -4.87% | 4.47% | -0.42% | -0.79% | 5.23% | 3.42% | 1.28% | 0.87% | 19.34% |
| 2018 | 5.02% | -2.97% | -0.64% | -0.07% | -1.48% | -2.31% | 1.07% | -0.53% | 3.45% | -8.95% | 0.91% | -7.69% | -14.10% |
| 2017 | 3.50% | 1.31% | 0.53% | 0.70% | 2.76% | 1.32% | 2.07% | -0.09% | 1.83% | 5.28% | 2.15% | 0.70% | 24.27% |
| 2016 | -5.12% | -5.30% | 4.78% | 0.09% | 3.24% | -1.69% | 4.87% | 1.82% | 2.12% | 0.72% | -1.25% | -0.92% | 2.76% |
| 2015 | 2.22% | 7.48% | 1.46% | 2.63% | 1.48% | -1.34% | 0.94% | -6.26% | -5.69% | 7.79% | 0.49% | -1.38% | 9.17% |
| 2014 | -6.66% | 2.47% | -2.41% | -2.21% | 4.51% | 4.69% | -0.33% | -1.67% | -0.25% | 2.46% | -3.65% | -2.69% | -6.21% |
| 2013 | 2.26% | 2.41% | 5.78% | 8.33% | -7.35% | 3.96% | 0.04% | -3.16% | 9.66% | -0.13% | 1.30% | 1.41% | 25.99% |
Expense Ratio
EWJ features an expense ratio of 0.49%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EWJ is 26, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI Japan ETF (EWJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares MSCI Japan ETF provided a 2.05% dividend yield over the last twelve months, with an annual payout of $1.38 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.38 | $1.31 | $0.67 | $1.39 | $0.70 | $1.20 | $0.87 | $0.75 | $0.95 | $0.61 | $0.60 | $0.54 |
Dividend yield | 2.05% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $1.31 |
| 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 | $0.67 |
| 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 | $1.39 |
| 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 | $0.70 |
| 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 | $1.20 |
| 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 | $0.87 |
| 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 | $0.75 |
| 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 | $0.95 |
| 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 | $0.61 |
| 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 | $0.60 |
| 2013 | $0.19 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.54 |
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.
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.
The current iShares MSCI Japan ETF drawdown is 7.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.89% | Apr 3, 2000 | 768 | Apr 25, 2003 | 760 | May 2, 2006 | 1528 |
| -54.45% | May 10, 2006 | 712 | Mar 9, 2009 | 2071 | May 30, 2017 | 2783 |
| -53.33% | Apr 29, 1996 | 614 | Oct 1, 1998 | 315 | Dec 31, 1999 | 929 |
| -33.14% | Sep 16, 2021 | 277 | Oct 20, 2022 | 344 | Mar 6, 2024 | 621 |
| -30.69% | Jan 29, 2018 | 536 | Mar 16, 2020 | 166 | Nov 9, 2020 | 702 |
Volatility
Volatility Chart
The current iShares MSCI Japan ETF volatility is 4.45%, 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.