- ISIN
- US46435U3749
- CUSIP
- 46435U374
- Issuer
- iShares
- Inception Date
- Mar 5, 2019
- Region
- Developed Asia Pacific (Japan)
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Japan Value Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $721M
Highlights
- Avg. Volume (1M)
- 225K
- Avg. Volume Value (1M)
- $10.31M
Share Price Chart
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Performance
EWJV Performance Chart
iShares MSCI Japan Value ETF (EWJV) is up 18.6% since the beginning of the year. EWJV is currently trading at $47 per share. Investors who bought $1,000 worth of EWJV shares 5 years ago would now be looking at an investment worth $2,025.
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Compare this symbol against anything
Returns By Period
iShares MSCI Japan Value ETF (EWJV) has returned 18.63% so far this year and 38.59% over the past 12 months.
iShares MSCI Japan Value ETF
- 1D
- -0.93%
- 1M
- 3.26%
- 6M
- 10.80%
- YTD
- 18.63%
- 1Y
- 38.59%
- 3Y*
- 23.29%
- 5Y*
- 15.16%
- 10Y*
- —
- ALL TIME*
- 12.77%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
EWJV Monthly Returns History
Based on dividend-adjusted daily data since Mar 7, 2019, EWJV's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +11.4%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EWJV closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Mar 12, 2020 at -9.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.07% | 8.58% | -7.60% | 1.85% | 4.74% | -2.38% | 6.05% | 18.63% | |||||
| 2025 | 2.01% | 3.10% | 1.12% | 3.16% | 3.03% | -0.65% | 0.78% | 9.02% | 2.29% | 0.66% | 2.54% | 2.82% | 33.96% |
| 2024 | 4.80% | 3.53% | 4.96% | -3.70% | 2.53% | -1.50% | 4.90% | -0.33% | -0.84% | -4.48% | 2.98% | -1.20% | 11.59% |
| 2023 | 6.73% | -3.99% | 2.62% | 1.22% | -0.08% | 6.80% | 4.02% | -0.88% | 1.21% | -2.56% | 4.28% | 2.63% | 23.60% |
| 2022 | 2.47% | -0.47% | -1.94% | -5.88% | 0.76% | -5.33% | 4.36% | -3.78% | -8.61% | 2.22% | 11.38% | 0.18% | -6.02% |
| 2021 | 0.12% | 6.18% | 1.58% | -1.82% | 3.09% | -1.24% | -0.61% | 0.87% | 3.35% | -3.33% | -4.55% | 2.22% | 5.48% |
Benchmark Metrics
iShares MSCI Japan Value ETF has an annualized alpha of 5.09%, beta of 0.57, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since March 07, 2019.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.73%) than losses (50.30%) - typical of diversified or defensive assets.
- Beta of 0.57 may look defensive, but with R2 of 0.37 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 0.37 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.09%
- Beta
- 0.57
- R²
- 0.37
- Upside Capture
- 58.73%
- Downside Capture
- 50.30%
Expense Ratio
EWJV has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
EWJV ranks 80 for risk / return — above 80% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) 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.
| EWJV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.25 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.00 | +0.75 |
| Martin ratioReturn relative to average drawdown | 8.02 | 8.49 | -0.47 |
Dividends
Dividend History
iShares MSCI Japan Value ETF provided a 4.79% dividend yield over the last twelve months, with an annual payout of $2.23 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $2.23 | $2.13 | $1.28 | $0.97 | $0.66 | $0.66 | $0.51 | $1.11 |
Dividend yield | 4.79% | 5.35% | 4.10% | 3.32% | 2.71% | 2.46% | 1.96% | 4.29% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Japan Value 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.00 | $0.48 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.75 | $2.13 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $1.28 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.97 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.66 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.66 |
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 Value 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 Value ETF was 30.05%, occurring on Mar 16, 2020. Recovery took 191 trading sessions.
The current iShares MSCI Japan Value ETF drawdown is 0.94%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-30.05%Mar 2020 | 3mo | 9mo 4d | 12mo 4dDec 2019 - Dec 2020 | COVID crash2020 |
-25.39%Oct 2022 | 1y 1mo | 9mo 3d | 1y 10moSep 2021 - Jul 2023 | Bear market2022 |
-14.74%Mar 2026 | 1mo 1d | — | 5mo 16dFeb 2026 - now | — |
-14.61%Apr 2025 | 12d | 1mo 16d | 1mo 28dMar 2025 - May 2025 | 2025 selloff2025 |
-12.03%Aug 2024 | 5d | 1mo 21d | 1mo 26dAug 2024 - Sep 2024 | — |
Drawdown Indicators
| EWJV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.05% | -56.78% | +26.73% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -9.10% | -5.64% |
Max Drawdown (3Y)Largest decline over 3 years | -14.74% | -18.90% | +4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -25.39% | -25.43% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.94% | -1.58% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -10.70% | +4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 2.14% | +2.91% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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