EWJV vs. FXI
Compare and contrast key facts about iShares MSCI Japan Value ETF (EWJV) and iShares China Large-Cap ETF (FXI).
EWJV and FXI 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. FXI is a passively managed fund by iShares that tracks the performance of the FTSE China 25 Index. It was launched on Oct 5, 2004. Both EWJV and FXI 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 FXI.
Key characteristics
| EWJV | FXI | |
|---|---|---|
| YTD Return | 10.62% | 26.54% |
| 1Y Return | 16.33% | 19.87% |
| 3Y Return (Ann) | 7.34% | -7.78% |
| 5Y Return (Ann) | 6.89% | -3.70% |
| Sharpe Ratio | 0.96 | 0.66 |
| Sortino Ratio | 1.34 | 1.17 |
| Omega Ratio | 1.17 | 1.14 |
| Calmar Ratio | 1.39 | 0.37 |
| Martin Ratio | 5.01 | 2.00 |
| Ulcer Index | 3.34% | 10.73% |
| Daily Std Dev | 17.52% | 32.70% |
| Max Drawdown | -30.05% | -72.68% |
| Current Drawdown | -5.36% | -40.10% |
Correlation
The correlation between EWJV and FXI is 0.35, 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.
Performance
EWJV vs. FXI - Performance Comparison
In the year-to-date period, EWJV achieves a 10.62% return, which is significantly lower than FXI's 26.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. FXI - Expense Ratio Comparison
EWJV has a 0.15% expense ratio, which is lower than FXI's 0.74% expense ratio.
Risk-Adjusted Performance
EWJV vs. FXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and iShares China Large-Cap ETF (FXI). 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. FXI - Dividend Comparison
EWJV's dividend yield for the trailing twelve months is around 3.29%, more than FXI's 2.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 3.29% | 3.32% | 2.71% | 2.47% | 1.97% | 4.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXI iShares China Large-Cap ETF | 2.28% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% | 2.64% |
Drawdowns
EWJV vs. FXI - Drawdown Comparison
The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for EWJV and FXI. For additional features, visit the drawdowns tool.
Volatility
EWJV vs. FXI - Volatility Comparison
The current volatility for iShares MSCI Japan Value ETF (EWJV) is 4.91%, while iShares China Large-Cap ETF (FXI) has a volatility of 12.66%. This indicates that EWJV experiences smaller price fluctuations and is considered to be less risky than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.