iShares MSCI Japan ETF (EWJ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Japan ETF (EWJ): 1Y return 29.5%, Sharpe ratio 1.32, volatility 20.5%, max drawdown -13.6%. A ETF in the Equity asset class. Compare EWJ with other assets and invest through your own broker with pfolio.
iShares MSCI Japan ETF (EWJ) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: JP (Developed)
- Currency: USD
EWJ Performance
- MTD
- Return: -0.1%, Sharpe: -0.27, Volatility: 13.8%, Max Drawdown: -2.0%
- YTD
- Return: 21.2%, Sharpe: 1.19, Volatility: 22.0%, Max Drawdown: -13.6%
- 1Y
- Return: 29.5%, Sharpe: 1.32, Volatility: 20.5%, Max Drawdown: -13.6%
- 5Y
- Return: 61.8%, Sharpe: 0.60, Volatility: 18.4%, Max Drawdown: -29.6%
- 10Y
- Return: 140.2%, Sharpe: 0.58, Volatility: 17.2%, Max Drawdown: -33.1%
Frequently Asked Questions
- What is iShares MSCI Japan ETF (EWJ)?
- iShares MSCI Japan ETF (EWJ) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does EWJ compare to other assets?
- You can compare EWJ with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWJ through pfolio?
- pfolio helps you build diversified portfolios that may include EWJ. You invest through your own broker — pfolio provides the analytics.