EWJV vs. CHILX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Japan Value ETF (EWJV) and BlackRock China A Opportunities Fund (CHILX).

EWJV is a passively managed fund by iShares that tracks the performance of the MSCI Japan Value Index. It was launched on Mar 5, 2019. CHILX is managed by BlackRock. It was launched on Dec 26, 2018.

Performance

EWJV vs. CHILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan Value ETF (EWJV) and BlackRock China A Opportunities Fund (CHILX). The values are adjusted to include any dividend payments, if applicable.

EWJV vs. CHILX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EWJV iShares MSCI Japan Value ETF	9.81%	33.96%	11.59%	23.60%	-6.02%	5.48%	2.41%	10.48%
CHILX BlackRock China A Opportunities Fund	0.13%	26.30%	15.44%	-12.29%	-28.54%	3.54%	48.69%	13.82%

Returns By Period

In the year-to-date period, EWJV achieves a 9.81% return, which is significantly higher than CHILX's 0.13% return.

EWJV

• 1D: 2.23%
• 1M: -3.26%
• YTD: 9.81%
• 6M: 17.40%
• 1Y: 39.02%
• 3Y*: 24.49%
• 5Y*: 13.19%
• 10Y*: —

CHILX

• 1D: 1.14%
• 1M: -5.75%
• YTD: 0.13%
• 6M: 1.86%
• 1Y: 23.88%
• 3Y*: 6.30%
• 5Y*: -0.62%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EWJV vs. CHILX - Expense Ratio Comparison

EWJV has a 0.15% expense ratio, which is lower than CHILX's 0.99% expense ratio.

CHILX

BlackRock China A Opportunities Fund

EWJV

iShares MSCI Japan Value ETF

Return for Risk

EWJV vs. CHILX — Risk / Return Rank

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

EWJV

EWJV Risk / Return Rank: 85
EWJV Sharpe Ratio Rank: 86
EWJV Sortino Ratio Rank: 88
EWJV Omega Ratio Rank: 85
EWJV Calmar Ratio Rank: 84
EWJV Martin Ratio Rank: 82

CHILX

CHILX Risk / Return Rank: 69
CHILX Sharpe Ratio Rank: 71
CHILX Sortino Ratio Rank: 67
CHILX Omega Ratio Rank: 63
CHILX Calmar Ratio Rank: 73
CHILX Martin Ratio Rank: 71

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.

EWJV vs. CHILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and BlackRock China A Opportunities Fund (CHILX). 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.

	EWJV	CHILX	Difference
Sharpe ratio Return per unit of total volatility	1.81	1.33	+0.48
Sortino ratio Return per unit of downside risk	2.49	1.77	+0.71
Omega ratio Gain probability vs. loss probability	1.35	1.25	+0.10
Calmar ratio Return relative to maximum drawdown	2.60	1.81	+0.79
Martin ratio Return relative to average drawdown	9.55	7.17	+2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EWJV vs. CHILX - Sharpe Ratio Comparison

The current EWJV Sharpe Ratio is 1.81, which is higher than the CHILX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EWJV and CHILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EWJV	CHILX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	1.33	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	-0.03	+0.77
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.49	+0.18

Correlation

The correlation between EWJV and CHILX is 0.26, 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.

Dividends

EWJV vs. CHILX - Dividend Comparison

EWJV's dividend yield for the trailing twelve months is around 4.88%, more than CHILX's 2.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
EWJV iShares MSCI Japan Value ETF	4.88%	5.35%	4.10%	3.32%	2.71%	2.46%	1.96%	4.29%
CHILX BlackRock China A Opportunities Fund	2.93%	2.94%	2.11%	2.02%	0.92%	1.19%	3.64%	12.77%

Drawdowns

EWJV vs. CHILX - Drawdown Comparison

The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum CHILX drawdown of -47.73%. Use the drawdown chart below to compare losses from any high point for EWJV and CHILX.

Drawdown Indicators

	EWJV	CHILX	Difference
Max Drawdown Largest peak-to-trough decline	-30.05%	-47.73%	+17.68%
Max Drawdown (1Y) Largest decline over 1 year	-14.74%	-11.51%	-3.23%
Max Drawdown (5Y) Largest decline over 5 years	-25.39%	-43.95%	+18.56%
Current Drawdown Current decline from peak	-8.30%	-16.23%	+7.93%
Average Drawdown Average peak-to-trough decline	-6.17%	-20.75%	+14.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.01%	3.14%	+0.87%

Volatility

EWJV vs. CHILX - Volatility Comparison

iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 8.04% compared to BlackRock China A Opportunities Fund (CHILX) at 5.77%. This indicates that EWJV's price experiences larger fluctuations and is considered to be riskier than CHILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EWJV	CHILX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	5.77%	+2.27%
Volatility (6M) Calculated over the trailing 6-month period	14.38%	11.32%	+3.06%
Volatility (1Y) Calculated over the trailing 1-year period	21.67%	17.24%	+4.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.92%	20.15%	-2.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.51%	21.87%	-3.36%