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EWJV vs. EFAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.6

Performance

EWJV vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan Value ETF (EWJV) and Global X MSCI SuperDividend® EAFE ETF (EFAS). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
63.45%
43.00%
EWJV
EFAS

Key characteristics

Sharpe Ratio

EWJV:

0.30

EFAS:

1.18

Sortino Ratio

EWJV:

0.53

EFAS:

1.71

Omega Ratio

EWJV:

1.06

EFAS:

1.20

Calmar Ratio

EWJV:

0.45

EFAS:

1.61

Martin Ratio

EWJV:

1.40

EFAS:

3.86

Ulcer Index

EWJV:

3.85%

EFAS:

4.21%

Daily Std Dev

EWJV:

18.06%

EFAS:

13.77%

Max Drawdown

EWJV:

-30.05%

EFAS:

-44.38%

Current Drawdown

EWJV:

-4.95%

EFAS:

-2.16%

Returns By Period

In the year-to-date period, EWJV achieves a 5.66% return, which is significantly lower than EFAS's 15.09% return.


EWJV

YTD

5.66%

1M

-0.66%

6M

2.71%

1Y

5.76%

5Y*

14.59%

10Y*

N/A

EFAS

YTD

15.09%

1M

5.05%

6M

7.45%

1Y

16.21%

5Y*

16.19%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


EWJV vs. EFAS - Expense Ratio Comparison

EWJV has a 0.15% expense ratio, which is lower than EFAS's 0.56% expense ratio.


EFAS
Global X MSCI SuperDividend® EAFE ETF
Expense ratio chart for EFAS: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFAS: 0.56%
Expense ratio chart for EWJV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWJV: 0.15%

Risk-Adjusted Performance

EWJV vs. EFAS — Risk-Adjusted Performance Rank

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

EWJV
The Risk-Adjusted Performance Rank of EWJV is 3737
Overall Rank
The Sharpe Ratio Rank of EWJV is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of EWJV is 3434
Sortino Ratio Rank
The Omega Ratio Rank of EWJV is 3333
Omega Ratio Rank
The Calmar Ratio Rank of EWJV is 4646
Calmar Ratio Rank
The Martin Ratio Rank of EWJV is 4040
Martin Ratio Rank

EFAS
The Risk-Adjusted Performance Rank of EFAS is 8080
Overall Rank
The Sharpe Ratio Rank of EFAS is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAS is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EFAS is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EFAS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of EFAS is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for EWJV, currently valued at 0.30, compared to the broader market0.002.004.00
EWJV: 0.30
EFAS: 1.18
The chart of Sortino ratio for EWJV, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.0012.00
EWJV: 0.53
EFAS: 1.71
The chart of Omega ratio for EWJV, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
EWJV: 1.06
EFAS: 1.20
The chart of Calmar ratio for EWJV, currently valued at 0.45, compared to the broader market0.005.0010.0015.00
EWJV: 0.45
EFAS: 1.61
The chart of Martin ratio for EWJV, currently valued at 1.40, compared to the broader market0.0020.0040.0060.0080.00100.00
EWJV: 1.40
EFAS: 3.86

The current EWJV Sharpe Ratio is 0.30, which is lower than the EFAS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of EWJV and EFAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.30
1.18
EWJV
EFAS

Dividends

EWJV vs. EFAS - Dividend Comparison

EWJV's dividend yield for the trailing twelve months is around 3.88%, less than EFAS's 5.98% yield.


TTM202420232022202120202019201820172016
EWJV
iShares MSCI Japan Value ETF
3.88%4.10%3.32%2.71%2.47%1.97%4.29%0.00%0.00%0.00%
EFAS
Global X MSCI SuperDividend® EAFE ETF
5.98%6.76%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.95%
-2.16%
EWJV
EFAS

Volatility

EWJV vs. EFAS - Volatility Comparison

iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 5.19% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 4.76%. 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.


3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.19%
4.76%
EWJV
EFAS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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