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EWJV vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWJV vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan Value ETF (EWJV) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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EWJV vs. IWM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EWJV
iShares MSCI Japan Value ETF
7.42%33.96%11.59%23.60%-6.02%5.48%2.41%10.48%
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%14.54%20.03%10.69%

Returns By Period

In the year-to-date period, EWJV achieves a 7.42% return, which is significantly higher than IWM's 0.93% return.


EWJV

1D
3.49%
1M
-7.60%
YTD
7.42%
6M
14.01%
1Y
35.29%
3Y*
23.58%
5Y*
12.70%
10Y*

IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWJV vs. IWM - Expense Ratio Comparison

EWJV has a 0.15% expense ratio, which is lower than IWM's 0.19% 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. IWM — Risk / Return Rank

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

EWJV
EWJV Risk / Return Rank: 8484
Overall Rank
EWJV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EWJV Sortino Ratio Rank: 8787
Sortino Ratio Rank
EWJV Omega Ratio Rank: 8484
Omega Ratio Rank
EWJV Calmar Ratio Rank: 8484
Calmar Ratio Rank
EWJV Martin Ratio Rank: 8181
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWJV vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and iShares Russell 2000 ETF (IWM). 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.


EWJVIWMDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.11

+0.53

Sortino ratio

Return per unit of downside risk

2.29

1.66

+0.63

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

2.30

1.82

+0.48

Martin ratio

Return relative to average drawdown

8.46

6.76

+1.70

EWJV vs. IWM - Sharpe Ratio Comparison

The current EWJV Sharpe Ratio is 1.64, which is higher than the IWM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of EWJV and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EWJVIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.11

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.15

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.34

+0.31

Correlation

The correlation between EWJV and IWM is 0.52, 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.


Dividends

EWJV vs. IWM - Dividend Comparison

EWJV's dividend yield for the trailing twelve months is around 4.98%, more than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
EWJV
iShares MSCI Japan Value ETF
4.98%5.35%4.10%3.32%2.71%2.46%1.96%4.29%0.00%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

EWJV vs. IWM - Drawdown Comparison

The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for EWJV and IWM.


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Drawdown Indicators


EWJVIWMDifference

Max Drawdown

Largest peak-to-trough decline

-30.05%

-59.05%

+29.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.74%

-13.74%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-31.91%

+6.52%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

-10.30%

-7.91%

-2.39%

Average Drawdown

Average peak-to-trough decline

-6.17%

-10.83%

+4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

3.70%

+0.31%

Volatility

EWJV vs. IWM - Volatility Comparison

iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 8.55% compared to iShares Russell 2000 ETF (IWM) at 7.47%. This indicates that EWJV's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWJVIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

7.47%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

14.47%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

23.18%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

22.55%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

22.99%

-4.49%