iShares MSCI Japan ETF (EWJ): analysis and statistics
Return, volatility, Sharpe ratio and risk for iShares MSCI Japan ETF, in the Macro. Data as of 2026-10-29.
| Last close price | $94.99 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +21.59% |
| Total return over period | +79.22% |
| Annualized volatility | 19.48% |
| Period volatility | 33.65% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.99 |
| Sortino ratio | 2.92 |
| Max drawdown | -14.68% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.77% |
| Correlation with the S&P 500 | 0.69 |
| Period range | $53.40 – $99.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, iShares MSCI Japan ETF (EWJ) has posted an annualized return of +21.59% with annual volatility of 19.48%, a Sharpe ratio of 1.99. Its worst stretch (max drawdown from a peak) was -14.68%. Its correlation with the S&P 500 is 0.69, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how EWJ would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Information for educational purposes only. Not financial advice or a recommendation to buy or sell. Past performance does not guarantee future results.