EWJ vs. VICI
EWJ (iShares MSCI Japan ETF) is Japan Equities fund tracking the MSCI Japan Index, while VICI (VICI Properties Inc.) is a stock. Over the past 5 years, EWJ returned 8.56%/yr vs 2.53%/yr for VICI. At a 0.31 correlation, their price movements are largely independent.
Performance
EWJ vs. VICI - Performance Comparison
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Returns By Period
In the year-to-date period, EWJ achieves a 14.83% return, which is significantly higher than VICI's 3.07% return.
EWJ
- 1D
- 0.57%
- 1M
- 0.71%
- YTD
- 14.83%
- 6M
- 14.50%
- 1Y
- 31.74%
- 3Y*
- 16.57%
- 5Y*
- 8.56%
- 10Y*
- 9.55%
VICI
- 1D
- 1.53%
- 1M
- 2.22%
- YTD
- 3.07%
- 6M
- 2.76%
- 1Y
- -5.76%
- 3Y*
- 1.53%
- 5Y*
- 2.53%
- 10Y*
- —
EWJ vs. VICI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWJ iShares MSCI Japan ETF | 14.83% | 25.84% | 7.03% | 20.29% | -17.72% | 1.16% | 15.40% | 19.34% | -14.10% | 4.66% |
VICI VICI Properties Inc. | 3.07% | 1.90% | -3.07% | 3.58% | 13.01% | 23.77% | 6.00% | 43.23% | -3.62% | 10.51% |
Correlation
The correlation between EWJ and VICI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017 | 0.31 |
Over the past year, the correlation between EWJ and VICI has dropped to 0.11 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
EWJ vs. VICI — Risk / Return Rank
EWJ
VICI
EWJ vs. VICI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ETF (EWJ) and VICI Properties Inc. (VICI). 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.
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.
| EWJ | VICI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.94 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | -0.40 | +2.67 |
| Martin ratioReturn relative to average drawdown | 7.62 | -0.67 | +8.29 |
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Drawdowns
EWJ vs. VICI - Drawdown Comparison
The maximum EWJ drawdown since its inception was -60.93%, roughly equal to the maximum VICI drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for EWJ and VICI.
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Drawdown Indicators
| EWJ | VICI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.93% | -60.21% | -0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -17.88% | +4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -17.88% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -33.14% | -18.61% | -14.53% |
Max Drawdown (10Y)Largest decline over 10 years | -33.14% | — | — |
Current DrawdownCurrent decline from peak | -1.51% | -11.98% | +10.47% |
Average DrawdownAverage peak-to-trough decline | -21.72% | -8.18% | -13.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 10.61% | -6.57% |
Volatility
EWJ vs. VICI - Volatility Comparison
iShares MSCI Japan ETF (EWJ) has a higher volatility of 6.31% compared to VICI Properties Inc. (VICI) at 5.69%. This indicates that EWJ's price experiences larger fluctuations and is considered to be riskier than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWJ | VICI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 5.69% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 12.90% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.23% | 16.83% | +3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.38% | 21.00% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 29.27% | -11.94% |
Dividends
EWJ vs. VICI - Dividend Comparison
EWJ's dividend yield for the trailing twelve months is around 3.94%, less than VICI's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWJ iShares MSCI Japan ETF | 3.94% | 4.52% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% |
VICI VICI Properties Inc. | 6.25% | 6.28% | 5.80% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EWJ and VICI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWJ has higher volatility (6.31%) compared to VICI (5.69%). In terms of maximum drawdown, EWJ dropped -60.93% vs VICI's -60.21%.
EWJ currently has the higher Sharpe Ratio (1.52 vs -0.42), 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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