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 14.51%/yr vs -1.61%/yr for NTTYY. At a 0.45 correlation, their price movements are largely independent.
Performance
EWJV vs. NTTYY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EWJV achieves a 16.09% return, which is significantly higher than NTTYY's -7.86% return.
EWJV
- 1D
- -1.21%
- 1M
- 0.55%
- 6M
- 9.21%
- YTD
- 16.09%
- 1Y
- 42.10%
- 3Y*
- 23.24%
- 5Y*
- 14.51%
- 10Y*
- —
NTTYY
- 1D
- 0.65%
- 1M
- 2.02%
- 6M
- -7.34%
- YTD
- -7.86%
- 1Y
- -8.38%
- 3Y*
- -6.38%
- 5Y*
- -1.61%
- 10Y*
- 1.46%
EWJV vs. NTTYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 16.09% | 33.96% | 11.59% | 23.60% | -6.02% | 5.48% | 2.41% | 9.40% |
NTTYY Nippon Telegraph and Telephone Corp ADR | -7.86% | 2.79% | -16.66% | 7.84% | 3.06% | 8.63% | 1.78% | 21.92% |
Correlation
The correlation between EWJV and NTTYY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
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 | 0.45 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +2.65 | ||
| Sortino ratioReturn per unit of downside risk | +3.65 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.93 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | -0.40 | +3.27 |
| Martin ratioReturn relative to average drawdown | 8.37 | -0.71 | +9.07 |
Loading charts...
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.
Loading charts...
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% | -21.14% | +6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -14.74% | -29.36% | +14.62% |
Max Drawdown (5Y)Largest decline over 5 years | -25.39% | -29.36% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.57% | — |
Current DrawdownCurrent decline from peak | -3.06% | -25.85% | +22.79% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -23.04% | +16.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 11.90% | -6.85% |
Volatility
EWJV vs. NTTYY - Volatility Comparison
iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 5.33% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 4.60%. 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.
Loading charts...
Volatility by Period
| EWJV | NTTYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.60% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 15.48% | 12.44% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.65% | 17.03% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 18.17% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 20.21% | -1.66% |
Dividends
EWJV vs. NTTYY - Dividend Comparison
EWJV's dividend yield for the trailing twelve months is around 4.89%, 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 | 4.89% | 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 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWJV has higher volatility (5.33%) compared to NTTYY (4.60%). In terms of maximum drawdown, EWJV dropped -30.05% vs NTTYY's -63.81%.
EWJV currently has the higher Sharpe Ratio (2.15 vs -0.49), 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.
Find the right allocation for EWJV and NTTYY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer