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

Correlation

The correlation between EWJV and EWJ is 0.51, 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: 0.5

Performance

EWJV vs. EWJ - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
66.72%
46.62%
EWJV
EWJ

Key characteristics

Sharpe Ratio

EWJV:

0.45

EWJ:

0.33

Sortino Ratio

EWJV:

0.76

EWJ:

0.60

Omega Ratio

EWJV:

1.10

EWJ:

1.08

Calmar Ratio

EWJV:

0.66

EWJ:

0.48

Martin Ratio

EWJV:

2.26

EWJ:

1.44

Ulcer Index

EWJV:

4.30%

EWJ:

4.89%

Daily Std Dev

EWJV:

21.36%

EWJ:

21.46%

Max Drawdown

EWJV:

-30.05%

EWJ:

-58.89%

Current Drawdown

EWJV:

-3.05%

EWJ:

-2.21%

Returns By Period

In the year-to-date period, EWJV achieves a 7.77% return, which is significantly higher than EWJ's 4.74% return.


EWJV

YTD

7.77%

1M

-3.05%

6M

11.34%

1Y

9.66%

5Y*

13.60%

10Y*

N/A

EWJ

YTD

4.74%

1M

-1.95%

6M

6.19%

1Y

6.35%

5Y*

8.59%

10Y*

4.60%

*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. EWJ - Expense Ratio Comparison

EWJV has a 0.15% expense ratio, which is lower than EWJ's 0.49% expense ratio.


Expense ratio chart for EWJ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWJ: 0.49%
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. EWJ — 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 6161
Overall Rank
The Sharpe Ratio Rank of EWJV is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of EWJV is 5656
Sortino Ratio Rank
The Omega Ratio Rank of EWJV is 5454
Omega Ratio Rank
The Calmar Ratio Rank of EWJV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of EWJV is 6565
Martin Ratio Rank

EWJ
The Risk-Adjusted Performance Rank of EWJ is 5151
Overall Rank
The Sharpe Ratio Rank of EWJ is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of EWJ is 4848
Sortino Ratio Rank
The Omega Ratio Rank of EWJ is 4747
Omega Ratio Rank
The Calmar Ratio Rank of EWJ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of EWJ is 5252
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. EWJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and iShares MSCI Japan ETF (EWJ). 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 chart of Sharpe ratio for EWJV, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.00
EWJV: 0.45
EWJ: 0.33
The chart of Sortino ratio for EWJV, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
EWJV: 0.76
EWJ: 0.60
The chart of Omega ratio for EWJV, currently valued at 1.10, compared to the broader market0.501.001.502.00
EWJV: 1.10
EWJ: 1.08
The chart of Calmar ratio for EWJV, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
EWJV: 0.66
EWJ: 0.48
The chart of Martin ratio for EWJV, currently valued at 2.26, compared to the broader market0.0020.0040.0060.00
EWJV: 2.26
EWJ: 1.44

The current EWJV Sharpe Ratio is 0.45, which is higher than the EWJ Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of EWJV and EWJ, 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 Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.45
0.33
EWJV
EWJ

Dividends

EWJV vs. EWJ - Dividend Comparison

EWJV's dividend yield for the trailing twelve months is around 3.80%, more than EWJ's 2.24% yield.


TTM20242023202220212020201920182017201620152014
EWJV
iShares MSCI Japan Value ETF
3.80%4.10%3.32%2.71%2.47%1.97%4.29%0.00%0.00%0.00%0.00%0.00%
EWJ
iShares MSCI Japan ETF
2.24%2.34%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%

Drawdowns

EWJV vs. EWJ - Drawdown Comparison

The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum EWJ drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for EWJV and EWJ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.05%
-2.21%
EWJV
EWJ

Volatility

EWJV vs. EWJ - Volatility Comparison

iShares MSCI Japan Value ETF (EWJV) and iShares MSCI Japan ETF (EWJ) have volatilities of 12.40% and 12.40%, 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.40%
12.40%
EWJV
EWJ