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
| ISIN | US46434G8226 |
|---|---|
| CUSIP | 46434G822 |
| Issuer | iShares |
| Inception Date | Mar 12, 1996 |
| Region | Developed Asia Pacific (Japan) |
| Category | Japan Equities |
| Index Tracked | MSCI Japan Index |
| ETF Home Page | www.ishares.com |
| Asset Class | Equity |
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.
Share Price Chart
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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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.91% | 19.67% |
| 1 month | 5.40% | 8.42% |
| 6 months | 2.65% | 7.29% |
| 1 year | 13.54% | 12.71% |
| 5 years (annualized) | 4.35% | 10.75% |
| 10 years (annualized) | 4.39% | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.85% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
EWJ iShares MSCI Japan ETF | 0.94 | ||||
^GSPC S&P 500 | 0.91 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 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 | — | — | — |
| -30.69% | Jan 29, 2018 | 536 | Mar 16, 2020 | 166 | Nov 9, 2020 | 702 |
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.
Alternatives
| Symbol | Inception | Expense Ratio | YTD Ret. | 10Y Ann. Ret. | Div. Yield | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DXJ | Jun 16, 2006 | 0.48% | 44.7% | 10.5% | 2.7% | -49.6% | 2.2 |