EWJ vs. ^N225

In the year-to-date period, EWJ achieves a 6.48% return, which is significantly higher than ^N225's -5.35% return. Over the past 10 years, EWJ has underperformed ^N225 with an annualized return of 4.89%, while ^N225 has yielded a comparatively higher 6.86% annualized return.

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

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.

The current EWJ Sharpe Ratio is 0.34, which is higher than the ^N225 Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of EWJ and ^N225, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

iShares MSCI Japan ETF (EWJ) and Nikkei 225 (^N225) have volatilities of 4.20% and 4.25%, 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.