EWJV vs. GSJY
Compare and contrast key facts about iShares MSCI Japan Value ETF (EWJV) and Goldman Sachs ActiveBeta Japan Equity ETF (GSJY).
EWJV and GSJY 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. GSJY is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Japan Equity Index. It was launched on Mar 2, 2016. Both EWJV and GSJY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EWJV vs. GSJY - Performance Comparison
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EWJV vs. GSJY - 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% |
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 7.13% | 26.22% | 8.89% | 19.18% | -16.15% | 0.41% | 13.81% | 12.82% |
Returns By Period
In the year-to-date period, EWJV achieves a 9.81% return, which is significantly higher than GSJY's 7.13% return.
EWJV
- 1D
- 2.23%
- 1M
- -3.26%
- YTD
- 9.81%
- 6M
- 17.40%
- 1Y
- 39.02%
- 3Y*
- 24.49%
- 5Y*
- 13.19%
- 10Y*
- —
GSJY
- 1D
- 2.57%
- 1M
- -3.83%
- YTD
- 7.13%
- 6M
- 12.44%
- 1Y
- 33.14%
- 3Y*
- 17.98%
- 5Y*
- 7.56%
- 10Y*
- 9.18%
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EWJV vs. GSJY - Expense Ratio Comparison
EWJV has a 0.15% expense ratio, which is lower than GSJY's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
EWJV vs. GSJY — Risk / Return Rank
EWJV
GSJY
EWJV vs. GSJY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and Goldman Sachs ActiveBeta Japan Equity ETF (GSJY). 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 | GSJY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.50 | +0.31 |
Sortino ratioReturn per unit of downside risk | 2.49 | 2.11 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.30 | +0.30 |
Martin ratioReturn relative to average drawdown | 9.55 | 8.67 | +0.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWJV | GSJY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.50 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.42 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.52 | +0.15 |
Correlation
The correlation between EWJV and GSJY is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EWJV vs. GSJY - Dividend Comparison
EWJV's dividend yield for the trailing twelve months is around 4.88%, more than GSJY's 1.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 4.88% | 5.35% | 4.10% | 3.32% | 2.71% | 2.46% | 1.96% | 4.29% | 0.00% | 0.00% | 0.00% |
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 1.85% | 1.99% | 1.64% | 2.11% | 2.13% | 1.73% | 1.22% | 2.79% | 3.28% | 1.70% | 2.09% |
Drawdowns
EWJV vs. GSJY - Drawdown Comparison
The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum GSJY drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for EWJV and GSJY.
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Drawdown Indicators
| EWJV | GSJY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.05% | -32.53% | +2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -14.08% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -25.39% | -32.53% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.53% | — |
Current DrawdownCurrent decline from peak | -8.30% | -7.92% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -7.62% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 3.73% | +0.28% |
Volatility
EWJV vs. GSJY - Volatility Comparison
The current volatility for iShares MSCI Japan Value ETF (EWJV) is 8.04%, while Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) has a volatility of 9.24%. This indicates that EWJV experiences smaller price fluctuations and is considered to be less risky than GSJY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWJV | GSJY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 9.24% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 15.11% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 22.17% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 17.96% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 16.97% | +1.54% |