EWJV vs. NTTYY
EWJV (iShares MSCI Japan Value ETF) is Japan Equities fund tracking the MSCI Japan Value Index, while NTTYY (Nippon Telegraph and Telephone Corp ADR) is a stock. Over the past 5 years, EWJV returned 13.34%/yr vs -2.46%/yr for NTTYY. At a 0.46 correlation, their price movements are largely independent.
Performance
EWJV vs. NTTYY - Performance Comparison
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Returns By Period
In the year-to-date period, EWJV achieves a 11.99% return, which is significantly higher than NTTYY's -11.11% return.
EWJV
- 1D
- -0.34%
- 1M
- -1.56%
- YTD
- 11.99%
- 6M
- 11.95%
- 1Y
- 36.12%
- 3Y*
- 22.78%
- 5Y*
- 13.34%
- 10Y*
- —
NTTYY
- 1D
- 0.58%
- 1M
- -6.94%
- YTD
- -11.11%
- 6M
- -11.29%
- 1Y
- -14.24%
- 3Y*
- -6.75%
- 5Y*
- -2.46%
- 10Y*
- 1.69%
EWJV vs. NTTYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 11.99% | 33.96% | 11.59% | 23.60% | -6.02% | 5.48% | 2.41% | 9.40% |
NTTYY Nippon Telegraph and Telephone Corp ADR | -11.11% | 2.79% | -16.66% | 7.84% | 3.06% | 8.63% | 1.78% | 21.92% |
Correlation
The correlation between EWJV and NTTYY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2019 | 0.46 |
The correlation between EWJV and NTTYY has been stable across timeframes, ranging from 0.43 to 0.50 - a consistent structural relationship.
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Return for Risk
EWJV vs. NTTYY — Risk / Return Rank
EWJV
NTTYY
EWJV vs. NTTYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and Nippon Telegraph and Telephone Corp ADR (NTTYY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EWJV | NTTYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.68 | ||
| Sortino ratioReturn per unit of downside risk | +3.79 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.88 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | -0.69 | +3.16 |
| Martin ratioReturn relative to average drawdown | 7.28 | -1.29 | +8.58 |
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Drawdowns
EWJV vs. NTTYY - Drawdown Comparison
The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum NTTYY drawdown of -63.81%. Use the drawdown chart below to compare losses from any high point for EWJV and NTTYY.
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Drawdown Indicators
| EWJV | NTTYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.05% | -63.81% | +33.76% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -20.61% | +5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -14.74% | -29.20% | +14.46% |
Max Drawdown (5Y)Largest decline over 5 years | -25.39% | -29.20% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.57% | — |
Current DrawdownCurrent decline from peak | -6.49% | -28.47% | +21.98% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -23.03% | +16.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 11.03% | -6.06% |
Volatility
EWJV vs. NTTYY - Volatility Comparison
iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 5.81% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 4.57%. This indicates that EWJV's price experiences larger fluctuations and is considered to be riskier than NTTYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWJV | NTTYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 4.57% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 12.41% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 17.07% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 18.15% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 20.31% | -1.75% |
Dividends
EWJV vs. NTTYY - Dividend Comparison
EWJV's dividend yield for the trailing twelve months is around 5.07%, while NTTYY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 5.07% | 5.35% | 4.10% | 3.32% | 2.71% | 2.46% | 1.96% | 4.29% | 0.00% | 0.00% | 0.00% | 0.00% |
NTTYY Nippon Telegraph and Telephone Corp ADR | 0.00% | 1.77% | 1.73% | 0.00% | 0.00% | 1.83% | 0.00% | 1.71% | 3.52% | 2.53% | 2.63% | 1.94% |
Frequently Asked Questions
EWJV and NTTYY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWJV has higher volatility (5.81%) compared to NTTYY (4.57%). In terms of maximum drawdown, EWJV dropped -30.05% vs NTTYY's -63.81%.
EWJV currently has the higher Sharpe Ratio (1.84 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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