FXY vs. EWJ

In the year-to-date period, FXY achieves a 6.60% return, which is significantly lower than EWJ's 7.68% return. Over the past 10 years, FXY has underperformed EWJ with an annualized return of -2.62%, while EWJ has yielded a comparatively higher 5.01% annualized return.

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FXY has a 0.40% expense ratio, which is lower than EWJ's 0.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Japanese Yen Trust (FXY) 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.

The current FXY Sharpe Ratio is 0.47, which is comparable to the EWJ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FXY and EWJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FXY has not paid dividends to shareholders, while EWJ's dividend yield for the trailing twelve months is around 2.18%.

The maximum FXY drawdown since its inception was -56.03%, roughly equal to the maximum EWJ drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for FXY and EWJ. For additional features, visit the drawdowns tool.

Invesco CurrencyShares® Japanese Yen Trust (FXY) has a higher volatility of 4.64% compared to iShares MSCI Japan ETF (EWJ) at 4.12%. This indicates that FXY's price experiences larger fluctuations and is considered to be riskier than EWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.