EWS vs. EWJ
Compare and contrast key facts about iShares MSCI Singapore ETF (EWS) and iShares MSCI Japan ETF (EWJ).
EWS and EWJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWS is a passively managed fund by iShares that tracks the performance of the MSCI Singapore Index. It was launched on Mar 12, 1996. EWJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Index. It was launched on Mar 12, 1996. Both EWS and EWJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWS or EWJ.
Correlation
The correlation between EWS and EWJ is 0.53, 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.
Performance
EWS vs. EWJ - Performance Comparison
Key characteristics
EWS:
2.05
EWJ:
0.52
EWS:
2.83
EWJ:
0.81
EWS:
1.38
EWJ:
1.10
EWS:
1.55
EWJ:
0.75
EWS:
11.10
EWJ:
2.14
EWS:
2.69%
EWJ:
4.29%
EWS:
14.53%
EWJ:
17.62%
EWS:
-75.20%
EWJ:
-58.89%
EWS:
-3.83%
EWJ:
-7.87%
Returns By Period
In the year-to-date period, EWS achieves a 21.71% return, which is significantly higher than EWJ's 5.62% return. Over the past 10 years, EWS has underperformed EWJ with an annualized return of 2.46%, while EWJ has yielded a comparatively higher 5.49% annualized return.
EWS
21.71%
-2.06%
17.50%
27.15%
2.52%
2.46%
EWJ
5.62%
-0.05%
1.87%
7.30%
3.86%
5.49%
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EWS vs. EWJ - Expense Ratio Comparison
EWS has a 0.50% expense ratio, which is higher than EWJ's 0.49% expense ratio.
Risk-Adjusted Performance
EWS vs. EWJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Singapore ETF (EWS) and iShares MSCI Japan ETF (EWJ). 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.
Dividends
EWS vs. EWJ - Dividend Comparison
EWS's dividend yield for the trailing twelve months is around 4.29%, more than EWJ's 2.38% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares MSCI Singapore ETF | 4.29% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% | 3.77% |
iShares MSCI Japan ETF | 2.38% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
Drawdowns
EWS vs. EWJ - Drawdown Comparison
The maximum EWS drawdown since its inception was -75.20%, which is greater than EWJ's maximum drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for EWS and EWJ. For additional features, visit the drawdowns tool.
Volatility
EWS vs. EWJ - Volatility Comparison
The current volatility for iShares MSCI Singapore ETF (EWS) is 3.89%, while iShares MSCI Japan ETF (EWJ) has a volatility of 5.08%. This indicates that EWS experiences smaller price fluctuations and is considered to be less risky than EWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.