Data Source: from January 1997 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
ETF: iShares MSCI Japan ETF (EWJ)
ETF • LIVE PERFORMANCE (USD currency)
0.40%
1 Day
Aug 15 2022
1.98%
Current Month
August 2022
In the last 25 Years, the iShares MSCI Japan ETF (EWJ) ETF obtained a 1.44% compound annual return, with a 17.84% standard deviation.
In 2021, the ETF granted a 2.07% 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
Historical Returns as of Jul 31, 2022
Historical returns and stats of iShares MSCI Japan ETF (EWJ) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
ISHARES MSCI JAPAN ETF (EWJ) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1997 to July 2022
Swipe left to see all data
| Period | Return (%) as of Jul 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Jul 2022
|
6.28
|
6.30
|
0.00
|
1 - 0
|
|
|
3M
|
0.14
|
-2.28
|
-7.38
Jun 2022 - Jun 2022
|
2 - 1
|
|
|
6M
|
-11.52
|
-16.04
|
-16.75
Feb 2022 - Jun 2022
|
2 - 4
|
|
|
YTD
|
-15.32
|
-20.32
|
-20.33
Jan 2022 - Jun 2022
|
2 - 5
|
|
|
1Y
|
-14.39
|
-21.12
|
14.28
|
-23.05
Oct 2021 - Jun 2022
|
5 - 7
42% pos
|
|
3Y(*)
|
2.93
|
-1.89
|
14.79
|
-23.05
Oct 2021 - Jun 2022
|
18 - 18
50% pos
|
|
5Y(*)
|
2.23
|
-1.60
|
14.02
|
-23.05
Oct 2021 - Jun 2022
|
31 - 29
52% pos
|
|
10Y(*)
|
6.22
|
3.53
|
13.34
|
-23.05
Oct 2021 - Jun 2022
|
70 - 50
58% pos
|
|
15Y(*)
|
1.43
|
-0.93
|
15.74
|
-47.71
Aug 2007 - Feb 2009
|
101 - 79
56% pos
|
|
20Y(*)
|
4.27
|
1.70
|
15.63
|
-48.88
Mar 2007 - Feb 2009
|
135 - 105
56% pos
|
|
25Y(*)
|
1.44
|
-1.01
|
17.84
|
-57.84
Apr 2000 - Apr 2003
|
160 - 140
53% pos
|
|
MAX(*)
01 Jan 1997
|
1.67
|
-0.79
|
17.94
|
-57.84
Apr 2000 - Apr 2003
|
164 - 143
53% pos
|
(*) Returns over 1 year are annualized
US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%
Correlations as of Jul 31, 2022
Monthly correlations of iShares MSCI Japan ETF (EWJ) ETF vs the main Asset Classes, over different timeframes.
Columns are sortable (click on table header to sort).
ISHARES MSCI JAPAN ETF (EWJ) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
| Correlation vs EWJ | |||||
|---|---|---|---|---|---|
|
|
|||||
| Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 1997 |
|
|
US Total Stock Market VTI |
0.71
|
0.80
|
0.70
|
0.65
|
|
|
US Large Cap SPY |
0.70
|
0.78
|
0.69
|
0.64
|
|
|
US Small Cap IJR |
0.84
|
0.77
|
0.63
|
0.57
|
|
|
US REITs VNQ |
0.51
|
0.52
|
0.44
|
0.40
|
|
|
US Technology QQQ |
0.67
|
0.72
|
0.65
|
0.55
|
|
|
Preferred Stocks PFF |
0.86
|
0.63
|
0.50
|
0.36
|
|
|
EAFE Stocks EFA |
0.79
|
0.87
|
0.82
|
0.78
|
|
|
World All Countries VT |
0.74
|
0.83
|
0.77
|
0.72
|
|
|
Emerging Markets EEM |
0.59
|
0.71
|
0.65
|
0.64
|
|
|
Europe VGK |
0.68
|
0.80
|
0.71
|
0.63
|
|
|
Pacific VPL |
0.92
|
0.95
|
0.93
|
0.95
|
|
|
Latin America FLLA |
0.47
|
0.51
|
0.46
|
0.53
|
|
|
US Total Bond Market BND |
0.77
|
0.22
|
0.14
|
0.07
|
|
|
Long Term Treasuries TLT |
0.45
|
-0.18
|
-0.15
|
-0.13
|
|
|
US Cash BIL |
0.00
|
-0.18
|
-0.15
|
-0.07
|
|
|
TIPS TIP |
0.69
|
0.31
|
0.23
|
0.15
|
|
|
Investment Grade Bonds LQD |
0.83
|
0.46
|
0.32
|
0.22
|
|
|
High Yield Bonds HYG |
0.92
|
0.69
|
0.61
|
0.48
|
|
|
International Bond Market BNDX |
0.67
|
0.25
|
0.17
|
0.14
|
|
|
Emerging Market Bonds EMB |
0.83
|
0.58
|
0.51
|
0.48
|
|
|
Gold GLD |
-0.05
|
-0.01
|
-0.13
|
0.12
|
|
|
Commodities DBC |
0.05
|
0.47
|
0.30
|
0.34
|
|
Capital Growth as of Jul 31, 2022
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.
An investment of 1000$, since August 1997,
now would be worth 1430.93$, with a total return of 43.09% (1.44% annualized).
The Inflation Adjusted Capital now would be 775.17$, with a net total return of -22.48% (-1.01% annualized).
The Inflation Adjusted Capital now would be 775.17$, with a net total return of -22.48% (-1.01% annualized).
An investment of 1000$, since January 1997,
now would be worth 1526.78$, with a total return of 52.68% (1.67% annualized).
The Inflation Adjusted Capital now would be 817.30$, with a net total return of -18.27% (-0.79% annualized).
The Inflation Adjusted Capital now would be 817.30$, with a net total return of -18.27% (-0.79% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since August 1997.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -57.84% | Apr 2000 | Apr 2003 | 37 | Apr 2017 | 168 | 205 |
| -43.40% | Aug 1997 | Aug 1998 | 13 | Sep 1999 | 13 | 26 |
| -23.05% | Oct 2021 | Jun 2022 | 9 | in progress | 1 | 10 |
| -18.62% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -6.90% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 |
| -1.61% | Apr 2021 | Apr 2021 | 1 | May 2021 | 1 | 2 |
| -1.42% | Jun 2021 | Jul 2021 | 2 | Aug 2021 | 1 | 3 |
| -0.84% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
| -0.09% | Aug 2017 | Aug 2017 | 1 | Sep 2017 | 1 | 2 |
Worst drawdowns since January 1997.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -57.84% | Apr 2000 | Apr 2003 | 37 | Apr 2017 | 168 | 205 |
| -44.15% | Jul 1997 | Aug 1998 | 14 | Oct 1999 | 14 | 28 |
| -23.05% | Oct 2021 | Jun 2022 | 9 | in progress | 1 | 10 |
| -18.62% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -11.96% | Jan 1997 | Mar 1997 | 3 | May 1997 | 2 | 5 |
| -6.90% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 |
| -1.61% | Apr 2021 | Apr 2021 | 1 | May 2021 | 1 | 2 |
| -1.42% | Jun 2021 | Jul 2021 | 2 | Aug 2021 | 1 | 3 |
| -0.84% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
| -0.09% | Aug 2017 | Aug 2017 | 1 | Sep 2017 | 1 | 2 |
Rolling Returns ( more details)
iShares MSCI Japan ETF (EWJ) ETF: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
4.43 |
75.03 Oct 1998 - Sep 1999 |
-40.40 Mar 2008 - Feb 2009 |
41.22% |
| 2 Years |
3.92 |
35.98 Sep 1998 - Aug 2000 |
-29.00 Feb 2000 - Jan 2002 |
32.04% |
| 3 Years |
3.20 |
32.55 May 2003 - Apr 2006 |
-24.82 Apr 2000 - Mar 2003 |
27.21% |
| 5 Years |
2.78 |
16.28 May 2003 - Apr 2008 |
-9.10 Aug 1997 - Jul 2002 |
35.48% |
| 7 Years |
3.07 |
8.74 Nov 2012 - Oct 2019 |
-3.54 Aug 1997 - Jul 2004 |
20.98% |
| 10 Years |
2.74 |
8.06 Oct 2011 - Sep 2021 |
-3.73 Jan 2000 - Dec 2009 |
16.49% |
| 15 Years |
2.51 |
7.16 May 2003 - Apr 2018 |
-1.62 Aug 1997 - Jul 2012 |
10.94% |
| 20 Years |
2.75 |
5.41 Feb 2002 - Jan 2022 |
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
iShares MSCI Japan ETF (EWJ) ETF: in which months is it better to invest?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
-0.77 50% |
-0.06 62% |
0.91 54% |
1.11 58% |
-0.13 50% |
0.88 54% |
-0.38 46% |
-0.74 40% |
0.51 56% |
0.15 48% |
0.33 64% |
1.48 60% |
| 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 |
-8.1 2022 |
-8.7 2012 |
-7.5 2008 |
-11.1 2000 |
-16.4 1998 |
-8.1 2001 |
-15.6 2008 |
-7.4 2000 |
-8.0 2001 |
Statistics calculated for the period Jan 1997 - Jul 2022
Monthly/Yearly Returns
iShares MSCI Japan ETF (EWJ) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
MONTHLY RETURNS HISTOGRAM
164 Positive Months (53%) - 143 Negative Months (47%)
Jan 1997 - Jul 2022
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2022 |
-15.32 | -20.32 | -4.3 | -1.8 | -2.1 | -8.1 | 1.7 | -7.4 | 6.3 | |||||
| 2021 |
+1.17 | -5.49 | -0.8 | 1.8 | 0.4 | -1.6 | 1.7 | -0.8 | -0.6 | 1.9 | 2.7 | -2.6 | -3.0 | 2.3 |
| 2020 |
+15.41 | +13.86 | -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 | +16.66 | 7.1 | 0.1 | 0.7 | 1.3 | -4.9 | 4.5 | -0.4 | -0.8 | 5.2 | 3.4 | 1.3 | 0.9 |
| 2018 |
-14.10 | -15.71 | 5.0 | -3.0 | -0.6 | -0.1 | -1.5 | -2.3 | 1.1 | -0.5 | 3.5 | -8.9 | 0.9 | -7.7 |
| 2017 |
+24.27 | +21.71 | 3.5 | 1.3 | 0.5 | 0.7 | 2.8 | 1.3 | 2.1 | -0.1 | 1.8 | 5.3 | 2.1 | 0.7 |
| 2016 |
+2.78 | +0.69 | -5.1 | -5.3 | 4.8 | 0.1 | 3.2 | -1.7 | 4.9 | 1.8 | 2.1 | 0.7 | -1.2 | -0.9 |
| 2015 |
+9.17 | +8.38 | 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 | -6.94 | -6.7 | 2.5 | -2.4 | -2.2 | 4.5 | 4.7 | -0.3 | -1.7 | -0.3 | 2.5 | -3.6 | -2.7 |
| 2013 |
+25.97 | +24.10 | 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 | +7.35 | 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 | -17.23 | 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 | +11.92 | 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 | +0.40 | -12.0 | -12.6 | 7.2 | 7.7 | 10.1 | 1.2 | 4.7 | 3.5 | -2.7 | -3.9 | 0.1 | 2.8 |
| 2008 |
-26.96 | -27.03 | -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 | -9.21 | 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 | +3.22 | 3.7 | -1.6 | 4.3 | 2.8 | -5.4 | -2.6 | -0.5 | 1.0 | -1.2 | 2.0 | 0.0 | 3.6 |
| 2005 |
+24.34 | +20.23 | -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 | +10.15 | 0.2 | 0.5 | 11.9 | -6.7 | -1.5 | 6.3 | -7.3 | 1.4 | -2.8 | 2.4 | 3.8 | 6.3 |
| 2003 |
+38.73 | +36.18 | -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 | -11.95 | -7.4 | 4.6 | 9.0 | 3.7 | 6.2 | -5.9 | -6.8 | -0.6 | -6.1 | -5.7 | 3.6 | -2.9 |
| 2001 |
-30.31 | -31.37 | -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 | -28.81 | -5.7 | -1.2 | 8.6 | -7.6 | -5.7 | 5.7 | -11.1 | 6.6 | -4.9 | -4.2 | -7.4 | -1.0 |
| 1999 |
+60.88 | +56.67 | 2.4 | -3.6 | 13.6 | 4.3 | -5.7 | 10.5 | 7.5 | -0.1 | 4.2 | 6.3 | 3.0 | 7.7 |
| 1998 |
+4.03 | +2.38 | 12.0 | 1.1 | -11.2 | 3.8 | -6.1 | 1.3 | -3.8 | -16.4 | 1.6 | 21.1 | 3.2 | 2.6 |
| 1997 |
-24.36 | -25.63 | -10.0 | 2.1 | -4.2 | 6.0 | 9.7 | 5.6 | -1.3 | -9.8 | -1.0 | -9.5 | -6.7 | -5.9 |