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EWV vs. JPXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWV vs. JPXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Japan (EWV) and iShares JPX-Nikkei 400 ETF (JPXN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWV achieves a -31.51% return, which is significantly lower than JPXN's 18.10% return. Over the past 10 years, EWV has underperformed JPXN with an annualized return of -19.87%, while JPXN has yielded a comparatively higher 9.04% annualized return.


EWV

1D
-3.83%
1M
-4.44%
6M
-21.69%
YTD
-31.51%
1Y
-44.00%
3Y*
-29.54%
5Y*
-18.78%
10Y*
-19.87%
ALL TIME*
-18.99%

JPXN

1D
1.72%
1M
1.78%
6M
9.98%
YTD
18.10%
1Y
29.79%
3Y*
18.64%
5Y*
9.64%
10Y*
9.04%
ALL TIME*
5.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$133.08K$106.56K$313.57K
$766.97K$881.82K$1.31M

EWV vs. JPXN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWV
ProShares UltraShort MSCI Japan
-31.51%-37.70%-11.06%-28.34%34.35%-10.19%-38.57%-30.38%29.90%-36.24%
JPXN
iShares JPX-Nikkei 400 ETF
18.10%26.03%6.48%19.69%-16.29%0.16%15.12%19.40%-14.87%24.41%

Correlation

The correlation between EWV and JPXN is -0.97, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.97

Correlation (3Y)
Balances recent behavior with more history.

-0.97

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.96

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2007

-0.94

The correlation between EWV and JPXN has been stable across timeframes, ranging from -0.98 to -0.94 - a consistent structural relationship.

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Return for Risk

EWV vs. JPXN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EWV
EWV Risk / Return Rank: 11
Overall Rank
EWV Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EWV Sortino Ratio Rank: 22
Sortino Ratio Rank
EWV Omega Ratio Rank: 22
Omega Ratio Rank
EWV Calmar Ratio Rank: 11
Calmar Ratio Rank
EWV Martin Ratio Rank: 11
Martin Ratio Rank

JPXN
JPXN Risk / Return Rank: 5656
Overall Rank
JPXN Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
JPXN Sortino Ratio Rank: 5555
Sortino Ratio Rank
JPXN Omega Ratio Rank: 5656
Omega Ratio Rank
JPXN Calmar Ratio Rank: 5757
Calmar Ratio Rank
JPXN Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EWV vs. JPXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Japan (EWV) and iShares JPX-Nikkei 400 ETF (JPXN). 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.


EWVJPXNDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

0.82

1.28

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.96

2.28

-3.24

Martin ratioReturn relative to average drawdown

-1.53

7.72

-9.26

EWV vs. JPXN - Sharpe Ratio Comparison

The current EWV Sharpe Ratio is -1.03, which is lower than the JPXN Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of EWV and JPXN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EWV vs. JPXN - Drawdown Comparison

The maximum EWV drawdown since its inception was -99.20%, which is greater than JPXN's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for EWV and JPXN.


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Drawdown Indicators


EWVJPXNDifference

Max Drawdown

Largest peak-to-trough decline

-99.20%

-55.54%

-43.66%

Max Drawdown (1Y)

Largest decline over 1 year

-46.21%

-13.11%

-33.10%

Max Drawdown (3Y)

Largest decline over 3 years

-71.19%

-13.95%

-57.24%

Max Drawdown (5Y)

Largest decline over 5 years

-79.51%

-33.21%

-46.30%

Max Drawdown (10Y)

Largest decline over 10 years

-89.45%

-33.21%

-56.24%

Current Drawdown

Current decline from peak

-99.18%

-0.67%

-98.51%

Average Drawdown

Average peak-to-trough decline

-84.39%

-14.97%

-69.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.72%

3.87%

+24.85%

Volatility

EWV vs. JPXN - Volatility Comparison

ProShares UltraShort MSCI Japan (EWV) has a higher volatility of 15.68% compared to iShares JPX-Nikkei 400 ETF (JPXN) at 6.75%. This indicates that EWV's price experiences larger fluctuations and is considered to be riskier than JPXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWVJPXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.68%

6.75%

+8.93%

Volatility (6M)

Calculated over the trailing 6-month period

36.78%

16.72%

+20.06%

Volatility (1Y)

Calculated over the trailing 1-year period

42.84%

19.84%

+23.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.56%

18.01%

+19.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.34%

17.12%

+18.22%

EWV vs. JPXN - Expense Ratio Comparison

EWV has a 0.95% expense ratio, which is higher than JPXN's 0.48% expense ratio.


Dividends

EWV vs. JPXN - Dividend Comparison

EWV's dividend yield for the trailing twelve months is around 5.28%, more than JPXN's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
EWV
ProShares UltraShort MSCI Japan
5.28%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%0.00%0.00%0.00%
JPXN
iShares JPX-Nikkei 400 ETF
2.71%3.14%2.29%2.57%1.47%2.63%1.27%1.92%1.60%1.50%2.07%1.32%

Frequently Asked Questions


EWV and JPXN have a correlation of -0.97, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWV has higher volatility (15.68%) compared to JPXN (6.75%). In terms of maximum drawdown, EWV dropped -99.20% vs JPXN's -55.54%.

On 10-year performance, JPXN leads with 9.04% vs -19.87% for EWV. On fees, JPXN is cheaper at 0.48% per year. On volatility, JPXN has been the lower-risk option at 6.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, JPXN has performed better with a 9.04% return vs -19.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPXN is cheaper with a 0.48% expense ratio, compared with 0.95% for EWV.

EWV has the higher dividend yield at 5.28%, compared with 2.71% for JPXN.

EWV tracks MSCI Japan Index (-200%), while JPXN tracks JPX-Nikkei Index 400. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for EWV and 0.48% for JPXN.

JPXN currently has the higher Sharpe Ratio (1.51 vs -1.03), 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.

Portfolio Optimizer

Find the right allocation for EWV and JPXN

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