EWJV vs. EFAS
Compare and contrast key facts about iShares MSCI Japan Value ETF (EWJV) and Global X MSCI SuperDividend® EAFE ETF (EFAS).
EWJV and EFAS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EFAS is a passively managed fund by Global X that tracks the performance of the MSCI EAFE Top 50 Dividend Index. It was launched on Nov 14, 2016. Both EWJV and EFAS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWJV or EFAS.
Key characteristics
| EWJV | EFAS | |
|---|---|---|
| YTD Return | 12.47% | 2.44% |
| 1Y Return | 31.27% | 11.56% |
| 3Y Return (Ann) | 9.11% | 3.26% |
| 5Y Return (Ann) | 9.07% | 3.94% |
| Sharpe Ratio | 2.06 | 0.84 |
| Daily Std Dev | 15.23% | 12.96% |
| Max Drawdown | -30.05% | -44.38% |
| Current Drawdown | -1.85% | -0.80% |
Correlation
The correlation between EWJV and EFAS is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EWJV vs. EFAS - Performance Comparison
In the year-to-date period, EWJV achieves a 12.47% return, which is significantly higher than EFAS's 2.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EWJV vs. EFAS - Expense Ratio Comparison
EWJV has a 0.15% expense ratio, which is lower than EFAS's 0.56% expense ratio.
Risk-Adjusted Performance
EWJV vs. EFAS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.
Dividends
EWJV vs. EFAS - Dividend Comparison
EWJV's dividend yield for the trailing twelve months is around 2.95%, less than EFAS's 6.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 2.95% | 3.32% | 2.71% | 2.46% | 1.96% | 4.29% | 0.00% | 0.00% | 0.00% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 6.15% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 0.21% |
Drawdowns
EWJV vs. EFAS - Drawdown Comparison
The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for EWJV and EFAS. For additional features, visit the drawdowns tool.
Volatility
EWJV vs. EFAS - Volatility Comparison
iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 4.60% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 3.76%. This indicates that EWJV's price experiences larger fluctuations and is considered to be riskier than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.