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EWJ vs. FLJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWJ and FLJP is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

EWJ vs. FLJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan ETF (EWJ) and Franklin FTSE Japan ETF (FLJP). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
27.46%
29.14%
EWJ
FLJP

Key characteristics

Sharpe Ratio

EWJ:

0.23

FLJP:

0.25

Sortino Ratio

EWJ:

0.42

FLJP:

0.45

Omega Ratio

EWJ:

1.05

FLJP:

1.06

Calmar Ratio

EWJ:

0.33

FLJP:

0.37

Martin Ratio

EWJ:

0.85

FLJP:

0.92

Ulcer Index

EWJ:

4.69%

FLJP:

4.66%

Daily Std Dev

EWJ:

17.60%

FLJP:

17.07%

Max Drawdown

EWJ:

-58.89%

FLJP:

-32.49%

Current Drawdown

EWJ:

-7.91%

FLJP:

-8.11%

Returns By Period

The year-to-date returns for both stocks are quite close, with EWJ having a -1.37% return and FLJP slightly lower at -1.40%.


EWJ

YTD

-1.37%

1M

-0.32%

6M

-3.92%

1Y

2.75%

5Y*

3.89%

10Y*

5.53%

FLJP

YTD

-1.40%

1M

-0.40%

6M

-3.47%

1Y

3.18%

5Y*

4.15%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWJ vs. FLJP - Expense Ratio Comparison

EWJ has a 0.49% expense ratio, which is higher than FLJP's 0.09% expense ratio.


EWJ
iShares MSCI Japan ETF
Expense ratio chart for EWJ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLJP: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

EWJ vs. FLJP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWJ
The Risk-Adjusted Performance Rank of EWJ is 1212
Overall Rank
The Sharpe Ratio Rank of EWJ is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of EWJ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of EWJ is 1111
Omega Ratio Rank
The Calmar Ratio Rank of EWJ is 1818
Calmar Ratio Rank
The Martin Ratio Rank of EWJ is 1212
Martin Ratio Rank

FLJP
The Risk-Adjusted Performance Rank of FLJP is 1313
Overall Rank
The Sharpe Ratio Rank of FLJP is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWJ vs. FLJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ETF (EWJ) and Franklin FTSE Japan ETF (FLJP). 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
The chart of Sharpe ratio for EWJ, currently valued at 0.23, compared to the broader market0.002.004.000.230.25
The chart of Sortino ratio for EWJ, currently valued at 0.42, compared to the broader market0.005.0010.000.420.45
The chart of Omega ratio for EWJ, currently valued at 1.05, compared to the broader market1.002.003.001.051.06
The chart of Calmar ratio for EWJ, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.000.330.37
The chart of Martin ratio for EWJ, currently valued at 0.85, compared to the broader market0.0020.0040.0060.0080.00100.000.850.92
EWJ
FLJP

The current EWJ Sharpe Ratio is 0.23, which is comparable to the FLJP Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of EWJ and FLJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.23
0.25
EWJ
FLJP

Dividends

EWJ vs. FLJP - Dividend Comparison

EWJ's dividend yield for the trailing twelve months is around 2.38%, less than FLJP's 4.62% yield.


TTM20242023202220212020201920182017201620152014
EWJ
iShares MSCI Japan ETF
2.38%2.34%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%
FLJP
Franklin FTSE Japan ETF
4.62%4.56%3.00%1.91%2.40%1.51%2.26%1.50%0.10%0.00%0.00%0.00%

Drawdowns

EWJ vs. FLJP - Drawdown Comparison

The maximum EWJ drawdown since its inception was -58.89%, which is greater than FLJP's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for EWJ and FLJP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.91%
-8.11%
EWJ
FLJP

Volatility

EWJ vs. FLJP - Volatility Comparison

iShares MSCI Japan ETF (EWJ) and Franklin FTSE Japan ETF (FLJP) have volatilities of 4.63% and 4.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.63%
4.44%
EWJ
FLJP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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