EWJ vs. ^N225
Compare and contrast key facts about iShares MSCI Japan ETF (EWJ) and Nikkei 225 (^N225).
EWJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Index. It was launched on Mar 12, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWJ or ^N225.
Correlation
The correlation between EWJ and ^N225 is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EWJ vs. ^N225 - Performance Comparison
Key characteristics
EWJ:
0.33
^N225:
-0.25
EWJ:
0.60
^N225:
-0.15
EWJ:
1.08
^N225:
0.98
EWJ:
0.48
^N225:
-0.28
EWJ:
1.44
^N225:
-0.78
EWJ:
4.89%
^N225:
9.59%
EWJ:
21.46%
^N225:
29.95%
EWJ:
-58.89%
^N225:
-81.87%
EWJ:
-2.21%
^N225:
-15.70%
Returns By Period
In the year-to-date period, EWJ achieves a 4.74% return, which is significantly higher than ^N225's -10.78% return. Over the past 10 years, EWJ has underperformed ^N225 with an annualized return of 4.60%, while ^N225 has yielded a comparatively higher 6.04% annualized return.
EWJ
4.74%
-1.95%
6.19%
6.35%
8.59%
4.60%
^N225
-10.78%
-5.79%
-6.68%
-7.45%
13.39%
6.04%
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Risk-Adjusted Performance
EWJ vs. ^N225 — Risk-Adjusted Performance Rank
EWJ
^N225
EWJ vs. ^N225 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ETF (EWJ) and Nikkei 225 (^N225). 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.
Drawdowns
EWJ vs. ^N225 - Drawdown Comparison
The maximum EWJ drawdown since its inception was -58.89%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for EWJ and ^N225. For additional features, visit the drawdowns tool.
Volatility
EWJ vs. ^N225 - Volatility Comparison
The current volatility for iShares MSCI Japan ETF (EWJ) is 12.33%, while Nikkei 225 (^N225) has a volatility of 16.67%. This indicates that EWJ experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.