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MJSC vs. EWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MJSC vs. EWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MUFG Japan Small Cap Active ETF (MJSC) and ProShares UltraShort MSCI Japan (EWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MJSC achieves a 22.23% return, which is significantly higher than EWV's -26.88% return.


MJSC

1D
-1.17%
1M
-1.21%
6M
16.49%
YTD
22.23%
1Y
3Y*
5Y*
10Y*

EWV

1D
3.28%
1M
4.00%
6M
-18.42%
YTD
-26.88%
1Y
-45.59%
3Y*
-27.47%
5Y*
-18.13%
10Y*
-19.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MJSC vs. EWV - Yearly Performance Comparison


2026 (YTD)2025
MJSC
MUFG Japan Small Cap Active ETF
22.23%-0.05%
EWV
ProShares UltraShort MSCI Japan
-26.88%-4.82%

Correlation

The correlation between MJSC and EWV is -0.81, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

-0.81

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Return for Risk

MJSC vs. EWV — Risk / Return Rank

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

MJSC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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

MJSC vs. EWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MUFG Japan Small Cap Active ETF (MJSC) and ProShares UltraShort MSCI Japan (EWV). 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.


MJSCEWVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.81

Calmar ratioReturn relative to maximum drawdown

-0.90

Martin ratioReturn relative to average drawdown

-1.39

MJSC vs. EWV - Sharpe Ratio Comparison


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Drawdowns

MJSC vs. EWV - Drawdown Comparison

The maximum MJSC drawdown since its inception was -12.63%, smaller than the maximum EWV drawdown of -99.20%. Use the drawdown chart below to compare losses from any high point for MJSC and EWV.


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Drawdown Indicators


MJSCEWVDifference

Max Drawdown

Largest peak-to-trough decline

-12.63%

-99.20%

+86.57%

Max Drawdown (1Y)

Largest decline over 1 year

-50.96%

Max Drawdown (3Y)

Largest decline over 3 years

-71.19%

Max Drawdown (5Y)

Largest decline over 5 years

-79.51%

Max Drawdown (10Y)

Largest decline over 10 years

-89.92%

Current Drawdown

Current decline from peak

-3.71%

-99.12%

+95.41%

Average Drawdown

Average peak-to-trough decline

-2.89%

-84.35%

+81.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.89%

Volatility

MJSC vs. EWV - Volatility Comparison


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Volatility by Period


MJSCEWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.22%

Volatility (6M)

Calculated over the trailing 6-month period

34.94%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

42.49%

-21.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

37.26%

-16.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.78%

35.16%

-14.38%

MJSC vs. EWV - Expense Ratio Comparison

MJSC has a 0.85% expense ratio, which is lower than EWV's 0.95% expense ratio.


Dividends

MJSC vs. EWV - Dividend Comparison

MJSC's dividend yield for the trailing twelve months is around 0.54%, less than EWV's 4.95% yield.


PositionTTM20252024202320222021202020192018
EWV
ProShares UltraShort MSCI Japan
4.95%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%
MJSC
MUFG Japan Small Cap Active ETF
0.54%0.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MJSC and EWV have a correlation of -0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MJSC is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MJSC is cheaper with a 0.85% expense ratio, compared with 0.95% for EWV.

EWV has the higher dividend yield at 4.95%, compared with 0.54% for MJSC.

They also come from different issuers: MUFG and ProShares. Their fees differ too: 0.85% for MJSC and 0.95% for EWV.

Portfolio Optimizer

Find the right allocation for MJSC and EWV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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