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 13.51%/yr vs -2.15%/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 14.97% return, which is significantly higher than NTTYY's -8.45% return.
EWJV
- 1D
- 0.27%
- 1M
- 6.48%
- YTD
- 14.97%
- 6M
- 18.88%
- 1Y
- 36.33%
- 3Y*
- 24.24%
- 5Y*
- 13.51%
- 10Y*
- —
NTTYY
- 1D
- -0.57%
- 1M
- -4.55%
- YTD
- -8.45%
- 6M
- -7.41%
- 1Y
- -16.62%
- 3Y*
- -6.35%
- 5Y*
- -2.15%
- 10Y*
- 1.94%
EWJV vs. NTTYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 14.97% | 33.96% | 11.59% | 23.60% | -6.02% | 5.48% | 2.41% | 10.48% |
NTTYY Nippon Telegraph and Telephone Corp ADR | -8.45% | 2.79% | -16.66% | 7.84% | 3.06% | 8.63% | 1.78% | 22.12% |
Correlation
The correlation between EWJV and NTTYY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.46 |
The correlation between EWJV and NTTYY has been stable across timeframes, ranging from 0.46 to 0.51 - 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.
| EWJV | NTTYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +4.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.85 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | -0.94 | +3.42 |
| Martin ratioReturn relative to average drawdown | 7.52 | -1.62 | +9.13 |
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 | NTTYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | -0.99 | +2.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | -0.12 | +0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.11 | +0.58 |
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% | -17.75% | +3.01% |
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 | -3.99% | -26.33% | +22.34% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -23.02% | +16.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.85% | 10.30% | -5.45% |
Volatility
EWJV vs. NTTYY - Volatility Comparison
The current volatility for iShares MSCI Japan Value ETF (EWJV) is 3.96%, while Nippon Telegraph and Telephone Corp ADR (NTTYY) has a volatility of 4.84%. This indicates that EWJV experiences smaller price fluctuations and is considered to be less risky 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 | 3.96% | 4.84% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 12.21% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.22% | 16.94% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 18.15% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 20.31% | -1.78% |
Dividends
EWJV vs. NTTYY - Dividend Comparison
EWJV's dividend yield for the trailing twelve months is around 4.66%, 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 | 4.66% | 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 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTTYY has higher volatility (4.84%) compared to EWJV (3.96%). In terms of maximum drawdown, EWJV dropped -30.05% vs NTTYY's -63.81%.
EWJV currently has the higher Sharpe Ratio (1.90 vs -0.99), 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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