PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
WF vs. EWJV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WF vs. EWJV

Last updated Jun 5, 2026

WF (Woori Financial Group Inc.) is a stock, while EWJV (iShares MSCI Japan Value ETF) is Japan Equities fund tracking the MSCI Japan Value Index. Over the past 5 years, WF returned 21.49%/yr vs 13.59%/yr for EWJV. At a 0.40 correlation, their price movements are largely independent.

Performance

WF vs. EWJV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woori Financial Group Inc. (WF) and iShares MSCI Japan Value ETF (EWJV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WF achieves a 4.54% return, which is significantly lower than EWJV's 15.35% return.

WF

1D
1.55%
1M
-12.24%
YTD
4.54%
6M
6.44%
1Y
40.22%
3Y*
40.26%
5Y*
21.49%
10Y*
12.68%

EWJV

1D
0.33%
1M
5.56%
YTD
15.35%
6M
17.73%
1Y
37.16%
3Y*
24.61%
5Y*
13.59%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

WF vs. EWJV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
WF
Woori Financial Group Inc.		4.54%99.65%16.76%13.14%-7.19%18.91%-9.52%-21.40%
EWJV
iShares MSCI Japan Value ETF		15.35%33.96%11.59%23.60%-6.02%5.48%2.41%10.48%

Correlation

The correlation between WF and EWJV is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.40

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Woori Financial Group Inc.

iShares MSCI Japan Value ETF

Often compared with WF:
WF vs. SPYWF vs. VOOWF vs. MAWF vs. VONGWF vs. TRMDWF vs. VUGWF vs. SHG
Often compared with EWJV:
EWJV vs. EWJEWJV vs. DXJEWJV vs. FLJPEWJV vs. BBJPEWJV vs. HEWJEWJV vs. FLJHEWJV vs. DFJ

Return for Risk

WF vs. EWJV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WF
WF Risk / Return Rank: 7070
Overall Rank
WF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WF Sortino Ratio Rank: 7171
Sortino Ratio Rank
WF Omega Ratio Rank: 6969
Omega Ratio Rank
WF Calmar Ratio Rank: 6767
Calmar Ratio Rank
WF Martin Ratio Rank: 6969
Martin Ratio Rank
EWJV
EWJV Risk / Return Rank: 5555
Overall Rank
EWJV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EWJV Sortino Ratio Rank: 6060
Sortino Ratio Rank
EWJV Omega Ratio Rank: 6060
Omega Ratio Rank
EWJV Calmar Ratio Rank: 5252
Calmar Ratio Rank
EWJV Martin Ratio Rank: 4747
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.

WF vs. EWJV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) and iShares MSCI Japan Value ETF (EWJV). 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.

WFEWJVDifference
Sharpe ratioReturn per unit of total volatility
1.20
1.95

-0.75

Sortino ratioReturn per unit of downside risk
1.79
2.77

-0.98

Omega ratioGain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratioReturn relative to maximum drawdown

1.36

2.53

-1.17

Martin ratioReturn relative to average drawdown

3.47

7.69

-4.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WF vs. EWJV - Sharpe Ratio Comparison

The current WF Sharpe Ratio is 1.20, which is lower than the EWJV Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of WF and EWJV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

WFEWJVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.95

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.76

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.69

-0.49

Drawdowns

WF vs. EWJV - Drawdown Comparison

The maximum WF drawdown since its inception was -89.46%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for WF and EWJV.

Loading charts...

Drawdown Indicators

WFEWJVDifference

Max Drawdown

Largest peak-to-trough decline

-89.46%

-30.05%

-59.41%

Max Drawdown (1Y)

Largest decline over 1 year

-29.61%

-14.74%

-14.87%

Max Drawdown (3Y)

Largest decline over 3 years

-29.61%

-14.74%

-14.87%

Max Drawdown (5Y)

Largest decline over 5 years

-43.52%

-25.39%

-18.13%

Max Drawdown (10Y)

Largest decline over 10 years

-70.84%

—

—

Current Drawdown

Current decline from peak

-27.24%

-3.68%

-23.56%

Average Drawdown

Average peak-to-trough decline

-42.91%

-6.19%

-36.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.62%

4.85%

+6.77%

Volatility

WF vs. EWJV - Volatility Comparison

Woori Financial Group Inc. (WF) has a higher volatility of 9.59% compared to iShares MSCI Japan Value ETF (EWJV) at 3.85%. This indicates that WF's price experiences larger fluctuations and is considered to be riskier than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

WFEWJVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

3.85%

+5.74%

Volatility (6M)

Calculated over the trailing 6-month period

25.53%

14.55%

+10.98%

Volatility (1Y)

Calculated over the trailing 1-year period

34.43%

19.18%

+15.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.99%

18.01%

+12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.43%

18.52%

+14.91%

Dividends

WF vs. EWJV - Dividend Comparison

WF's dividend yield for the trailing twelve months is around 0.70%, less than EWJV's 4.64% yield.

PositionTTM20252024202320222021202020192018201720162015
EWJV
iShares MSCI Japan Value ETF		4.64%5.35%4.10%3.32%2.71%2.46%1.96%4.29%0.00%0.00%0.00%0.00%
WF
Woori Financial Group Inc.		0.70%3.84%12.93%2.71%8.20%1.19%0.00%0.00%0.00%0.58%3.29%7.86%

Frequently Asked Questions

WF and EWJV have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WF has higher volatility (9.59%) compared to EWJV (3.85%). In terms of maximum drawdown, WF dropped -89.46% vs EWJV's -30.05%.

EWJV currently has the higher Sharpe Ratio (1.95 vs 1.20), 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 WF and EWJV

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

Open Portfolio Optimizer