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EWJ vs. FXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWJ vs. FXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan ETF (EWJ) and Invesco CurrencyShares® Japanese Yen Trust (FXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWJ achieves a 16.58% return, which is significantly higher than FXY's -2.25% return. Over the past 10 years, EWJ has outperformed FXY with an annualized return of 9.28%, while FXY has yielded a comparatively lower -4.40% annualized return.


EWJ

1D
0.20%
1M
5.46%
YTD
16.58%
6M
16.78%
1Y
32.89%
3Y*
18.51%
5Y*
8.84%
10Y*
9.28%

FXY

1D
0.03%
1M
-1.44%
YTD
-2.25%
6M
-3.29%
1Y
-11.02%
3Y*
-4.90%
5Y*
-7.78%
10Y*
-4.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWJ vs. FXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWJ
iShares MSCI Japan ETF
16.58%25.84%7.03%20.29%-17.72%1.16%15.40%19.34%-14.10%24.27%
FXY
Invesco CurrencyShares® Japanese Yen Trust
-2.25%0.09%-10.93%-7.44%-12.75%-10.90%4.61%0.37%2.31%3.17%

Correlation

The correlation between EWJ and FXY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2007

-0.08

The correlation between EWJ and FXY shifts across timeframes, from -0.08 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EWJ vs. FXY — Risk / Return Rank

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

EWJ
EWJ Risk / Return Rank: 5151
Overall Rank
EWJ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EWJ Sortino Ratio Rank: 5151
Sortino Ratio Rank
EWJ Omega Ratio Rank: 5252
Omega Ratio Rank
EWJ Calmar Ratio Rank: 5050
Calmar Ratio Rank
EWJ Martin Ratio Rank: 5050
Martin Ratio Rank

FXY
FXY Risk / Return Rank: 11
Overall Rank
FXY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FXY Sortino Ratio Rank: 11
Sortino Ratio Rank
FXY Omega Ratio Rank: 11
Omega Ratio Rank
FXY Calmar Ratio Rank: 00
Calmar Ratio Rank
FXY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWJ vs. FXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ETF (EWJ) and Invesco CurrencyShares® Japanese Yen Trust (FXY). 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.


EWJFXYDifference
Sharpe ratioReturn per unit of total volatility

+3.03

Sortino ratioReturn per unit of downside risk

+4.42

Omega ratioGain probability vs. loss probability

1.32

0.79

+0.53

Calmar ratioReturn relative to maximum drawdown

2.43

-1.03

+3.46

Martin ratioReturn relative to average drawdown

8.23

-1.54

+9.77

EWJ vs. FXY - Sharpe Ratio Comparison

The current EWJ Sharpe Ratio is 1.70, which is higher than the FXY Sharpe Ratio of -1.33. The chart below compares the historical Sharpe Ratios of EWJ and FXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EWJFXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

-1.33

+3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.76

+1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

-0.47

+1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.18

+0.30

Drawdowns

EWJ vs. FXY - Drawdown Comparison

The maximum EWJ drawdown since its inception was -60.93%, which is greater than FXY's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for EWJ and FXY.


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Drawdown Indicators


EWJFXYDifference

Max Drawdown

Largest peak-to-trough decline

-60.93%

-56.03%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-10.74%

-2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-15.12%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-33.14%

-33.72%

+0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.14%

-40.84%

+7.70%

Current Drawdown

Current decline from peak

0.00%

-55.92%

+55.92%

Average Drawdown

Average peak-to-trough decline

-21.74%

-27.74%

+6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

7.53%

-3.52%

Volatility

EWJ vs. FXY - Volatility Comparison

iShares MSCI Japan ETF (EWJ) has a higher volatility of 4.21% compared to Invesco CurrencyShares® Japanese Yen Trust (FXY) at 1.14%. This indicates that EWJ's price experiences larger fluctuations and is considered to be riskier than FXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWJFXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

1.14%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.02%

5.75%

+9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.49%

8.34%

+11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

10.24%

+7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

9.33%

+7.94%

EWJ vs. FXY - Expense Ratio Comparison

EWJ has a 0.49% expense ratio, which is higher than FXY's 0.40% expense ratio.


Dividends

EWJ vs. FXY - Dividend Comparison

EWJ's dividend yield for the trailing twelve months is around 3.88%, while FXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EWJ
iShares MSCI Japan ETF
3.88%4.52%2.34%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%
FXY
Invesco CurrencyShares® Japanese Yen Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EWJ and FXY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWJ has higher volatility (4.21%) compared to FXY (1.14%). In terms of maximum drawdown, EWJ dropped -60.93% vs FXY's -56.03%.

On 10-year performance, EWJ leads with 9.28% vs -4.40% for FXY. On fees, FXY is cheaper at 0.40% per year. On volatility, FXY has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EWJ has performed better with a 9.28% return vs -4.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXY is cheaper with a 0.40% expense ratio, compared with 0.49% for EWJ.

EWJ has the higher dividend yield at 3.88%, compared with 0.00% for FXY.

EWJ is categorized as Japan Equities, while FXY is Currency. EWJ tracks MSCI Japan Index, while FXY tracks Japanese Yen. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.49% for EWJ and 0.40% for FXY.

EWJ currently has the higher Sharpe Ratio (1.70 vs -1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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