EWJV vs. SSUMY

Last updated Jun 4, 2026

EWJV (iShares MSCI Japan Value ETF) is Japan Equities fund tracking the MSCI Japan Value Index, while SSUMY (Sumitomo Corp ADR) is a stock. Over the past 5 years, EWJV returned 13.51%/yr vs 25.19%/yr for SSUMY. A 0.68 correlation means they provide meaningful diversification when combined.

Performance

EWJV vs. SSUMY - Performance Comparison

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

Returns By Period

In the year-to-date period, EWJV achieves a 14.97% return, which is significantly lower than SSUMY's 23.03% return.

EWJV

• 1D: 0.27%
• 1M: 6.48%
• YTD: 14.97%
• 6M: 18.88%
• 1Y: 36.33%
• 3Y*: 24.24%
• 5Y*: 13.51%
• 10Y*: —

SSUMY

• 1D: -1.15%
• 1M: -1.20%
• YTD: 23.03%
• 6M: 35.01%
• 1Y: 67.14%
• 3Y*: 30.88%
• 5Y*: 25.19%
• 10Y*: 16.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EWJV vs. SSUMY - 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%
SSUMY Sumitomo Corp ADR	23.03%	62.35%	1.75%	30.25%	13.31%	10.42%	-9.80%	5.57%

Correlation

The correlation between EWJV and SSUMY is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019	0.68

The correlation between EWJV and SSUMY has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

Return for Risk

EWJV vs. SSUMY — Risk / Return Rank

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

EWJV

EWJV Risk / Return Rank: 52
EWJV Sharpe Ratio Rank: 55
EWJV Sortino Ratio Rank: 56
EWJV Omega Ratio Rank: 56
EWJV Calmar Ratio Rank: 49
EWJV Martin Ratio Rank: 45

SSUMY

SSUMY Risk / Return Rank: 87
SSUMY Sharpe Ratio Rank: 89
SSUMY Sortino Ratio Rank: 90
SSUMY Omega Ratio Rank: 86
SSUMY Calmar Ratio Rank: 83
SSUMY Martin Ratio Rank: 86

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. SSUMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and Sumitomo Corp ADR (SSUMY). 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	SSUMY	Difference
Sharpe ratio Return per unit of total volatility	1.90	2.10	-0.20
Sortino ratio Return per unit of downside risk	2.72	3.26	-0.54
Omega ratio Gain probability vs. loss probability	1.35	1.38	-0.03
Calmar ratio Return relative to maximum drawdown	2.48	3.21	-0.73
Martin ratio Return relative to average drawdown	7.52	9.57	-2.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EWJV vs. SSUMY - Sharpe Ratio Comparison

The current EWJV Sharpe Ratio is 1.90, which is comparable to the SSUMY Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of EWJV and SSUMY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EWJV	SSUMY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	2.10	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.94	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.22	+0.47

Drawdowns

EWJV vs. SSUMY - Drawdown Comparison

The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum SSUMY drawdown of -68.39%. Use the drawdown chart below to compare losses from any high point for EWJV and SSUMY.

Drawdown Indicators

	EWJV	SSUMY	Difference
Max Drawdown Largest peak-to-trough decline	-30.05%	-68.39%	+38.34%
Max Drawdown (1Y) Largest decline over 1 year	-14.74%	-21.05%	+6.31%
Max Drawdown (3Y) Largest decline over 3 years	-14.74%	-28.69%	+13.95%
Max Drawdown (5Y) Largest decline over 5 years	-25.39%	-32.33%	+6.94%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.45%	—
Current Drawdown Current decline from peak	-3.99%	-12.69%	+8.70%
Average Drawdown Average peak-to-trough decline	-6.19%	-22.18%	+15.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.85%	7.04%	-2.19%

Volatility

EWJV vs. SSUMY - Volatility Comparison

The current volatility for iShares MSCI Japan Value ETF (EWJV) is 3.96%, while Sumitomo Corp ADR (SSUMY) has a volatility of 9.45%. This indicates that EWJV experiences smaller price fluctuations and is considered to be less risky than SSUMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EWJV	SSUMY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	9.45%	-5.49%
Volatility (6M) Calculated over the trailing 6-month period	14.55%	27.67%	-13.12%
Volatility (1Y) Calculated over the trailing 1-year period	19.22%	32.16%	-12.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.01%	27.03%	-9.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.53%	25.17%	-6.64%

Dividends

EWJV vs. SSUMY - Dividend Comparison

EWJV's dividend yield for the trailing twelve months is around 4.66%, while SSUMY 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%
SSUMY Sumitomo Corp ADR	0.00%	1.27%	2.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.31%	3.94%	3.97%

Frequently Asked Questions

Can I hold both EWJV and SSUMY in my portfolio?

EWJV and SSUMY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EWJV or SSUMY?

SSUMY has higher volatility (9.45%) compared to EWJV (3.96%). In terms of maximum drawdown, EWJV dropped -30.05% vs SSUMY's -68.39%.

Which has better risk-adjusted returns?

SSUMY currently has the higher Sharpe Ratio (2.10 vs 1.90), 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.