Data Source: from January 1997 to September 2021

Last Update: 30 Sep 2021

Category: Stocks
ETF: iShares MSCI Japan ETF (EWJ)

In the last 10 years, the iShares MSCI Japan ETF (EWJ) ETF obtained a 8.06% compound annual return, with a 13.28% standard deviation.

In 2020, the portfolio granted a 1.19% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Japan ETF (EWJ) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Asia Pacific
  • Country: Japan

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Japan ETF (EWJ) ETF: Dividend Yield page.

Time Range:
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.70%
0.00%
1 - 0
3M
+4.01%
-0.64%
Jul 2021 - Jul 2021
2 - 1
6M
+3.28%
-1.61%
Apr 2021 - Apr 2021
3 - 3
YTD
+4.75%
-1.61%
Apr 2021 - Apr 2021
5 - 4
1Y
+20.27%
11.53%
-1.61%
Apr 2021 - Apr 2021
7 - 5
3Y
+6.95%
annualized
14.95%
-16.63%
Jan 2020 - Mar 2020
21 - 15
5Y
+8.70%
annualized
12.44%
-18.62%
Feb 2018 - Mar 2020
36 - 24
10Y
+8.06%
annualized
13.28%
-18.62%
Feb 2018 - Mar 2020
72 - 48
20Y
+4.97%
annualized
15.83%
-48.87%
Mar 2007 - Feb 2009
136 - 104
MAX
01 Jan 1997
+2.55%
annualized
18.00%
-57.84%
Apr 2000 - Apr 2003
161 - 136
* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

iShares MSCI Japan ETF (EWJ) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+4.78% +75.03%
Oct 1998 - Sep 1999
-40.40%
Mar 2008 - Feb 2009
40.21%
2 Years
+3.81% +35.98%
Sep 1998 - Aug 2000
-29.01%
Feb 2000 - Jan 2002
32.85%
3 Years
+3.10% +32.55%
May 2003 - Apr 2006
-24.82%
Apr 2000 - Mar 2003
28.24%
5 Years
+2.67% +16.28%
May 2003 - Apr 2008
-9.10%
Aug 1997 - Jul 2002
36.97%
7 Years
+2.99% +8.74%
Nov 2012 - Oct 2019
-3.54%
Aug 1997 - Jul 2004
21.96%
10 Years
+2.52% +8.06%
Oct 2011 - Sep 2021
-3.73%
Jan 2000 - Dec 2009
17.42%
15 Years
+2.56% +7.16%
May 2003 - Apr 2018
-1.62%
Aug 1997 - Jul 2012
11.02%
20 Years
+2.44% +4.97%
Oct 2001 - Sep 2021
+0.03%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Japan ETF (EWJ) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the iShares MSCI Japan ETF (EWJ) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
-0.62
52%
0.01
64%
1.03
56%
1.48
60%
-0.20
48%
1.21
56%
-0.65
44%
-0.74
40%
0.51
56%
0.26
50%
0.47
67%
1.45
58%
Best
Year
12.0
1998
7.5
2015
13.6
1999
9.6
2001
10.1
2009
10.5
1999
7.5
1999
9.2
2003
9.7
2013
21.1
1998
10.6
2020
11.6
2008
Worst
Year
-12.0
2009
-12.6
2009
-11.2
1998
-7.6
2000
-8.7
2012
-7.5
2008
-11.1
2000
-16.5
1998
-8.1
2001
-15.6
2008
-7.4
2000
-8.0
2001
Statistics calculated for the period Jan 1997 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of iShares MSCI Japan ETF (EWJ) ETF:

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+4.75% -0.8 1.8 0.4 -1.6 1.7 -0.8 -0.6 1.9 2.7
2020
+15.41% -2.5 -8.3 -6.7 4.8 7.1 -0.1 -1.1 6.8 1.8 -1.4 10.6 5.3
2019
+19.33% 7.1 0.2 0.7 1.3 -4.9 4.5 -0.4 -0.8 5.2 3.4 1.3 0.9
2018
-14.10% 5.0 -3.0 -0.6 -0.1 -1.5 -2.3 1.1 -0.5 3.5 -9.0 0.9 -7.7
2017
+24.27% 3.5 1.3 0.5 0.7 2.8 1.3 2.1 -0.1 1.8 5.3 2.2 0.7
2016
+2.78% -5.1 -5.3 4.8 0.1 3.2 -1.7 4.9 1.8 2.1 0.7 -1.3 -0.9
2015
+9.17% 2.2 7.5 1.5 2.6 1.5 -1.3 0.9 -6.3 -5.8 7.9 0.5 -1.4
2014
-6.24% -6.7 2.5 -2.4 -2.2 4.5 4.7 -0.3 -1.7 -0.3 2.5 -3.7 -2.7
2013
+25.97% 2.3 2.4 5.8 8.3 -7.4 3.9 0.0 -3.1 9.7 -0.1 1.3 1.4
2012
+9.22% 4.8 4.6 1.9 -4.3 -8.7 6.9 -4.5 0.8 1.2 -1.2 3.0 5.6
2011
-14.78% 0.2 5.5 -10.5 2.0 -2.5 2.4 2.7 -8.0 -4.0 -0.6 0.3 -2.3
2010
+13.59% 1.0 1.0 5.0 -0.5 -8.5 -2.6 4.7 -2.6 5.4 1.3 2.5 7.0
2009
+3.13% -12.0 -12.6 7.2 7.7 10.1 1.2 4.7 3.6 -2.7 -3.9 0.1 2.8
2008
-26.96% -4.3 -1.5 -1.3 7.4 2.0 -7.5 -3.8 -4.9 -6.6 -15.6 -3.8 11.6
2007
-5.50% 0.7 3.1 -1.3 -2.0 2.2 -0.6 -0.6 -2.5 1.9 0.1 -2.0 -4.6
2006
+5.85% 3.7 -1.6 4.4 2.8 -5.4 -2.6 -0.5 1.0 -1.2 2.0 0.0 3.6
2005
+24.34% -3.0 2.1 -3.0 -2.3 -1.3 0.2 1.1 8.6 9.5 -0.7 2.9 9.0
2004
+13.74% 0.2 0.5 12.0 -6.7 -1.5 6.3 -7.3 1.4 -2.8 2.4 3.8 6.4
2003
+38.73% -2.6 1.0 -5.6 -0.8 5.9 7.1 4.5 9.2 5.5 5.5 -3.0 7.6
2002
-9.86% -7.4 4.6 9.0 3.7 6.2 -5.9 -6.8 -0.6 -6.2 -5.7 3.6 -2.9
2001
-30.31% -0.6 -4.3 -2.8 9.6 -2.9 -6.1 -8.1 -2.8 -8.1 -0.1 -0.1 -8.0
2000
-26.39% -5.8 -1.2 8.6 -7.6 -5.7 5.7 -11.1 6.6 -4.9 -4.3 -7.4 -1.0
1999
+60.88% 2.4 -3.6 13.6 4.4 -5.7 10.5 7.5 -0.1 4.2 6.3 3.0 7.7
1998
+4.03% 12.0 1.1 -11.2 3.8 -6.1 1.3 -3.8 -16.5 1.6 21.1 3.2 2.6
1997
-24.36% -10.1 2.1 -4.2 6.0 9.7 5.6 -1.3 -9.8 -1.0 -9.6 -6.7 -5.9
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