iShares MSCI Japan ETF (EWJ): analysis and statistics
Return, volatility, Sharpe ratio and risk for iShares MSCI Japan ETF, in the Macro sector. Data as of 2026-09-13.
| Last close price | $98.56 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +20.11% |
| Total return over period | +72.64% |
| Annualized volatility | 19.53% |
| Period volatility | 33.71% |
| Sharpe ratio | 0.83 |
| Sortino ratio | 1.22 |
| Max drawdown | -14.68% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.77% |
| Correlation with the S&P 500 | 0.69 |
| Period range | $52.56 – $98.56 |
| Trading days analyzed | 751 |
Over the last 3.0 years, iShares MSCI Japan ETF (EWJ) has posted an annualized return of +20.11% with annual volatility of 19.53%, a Sharpe ratio of 0.83. 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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