Analyze EWJ

Viewing EWJ.

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Total return, from adjusted closes. Data through Oct 9, 2026

MTD and QTD share the same starting close (September 30, 2026) for these rows.

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Exposure	ETF
EWJ	EWJ	+0.6%	-1.1%	+0.4%	+0.4%	+21.9%	+24.8%	+21.6%	+10.2%	+9.1%

NegativePositive0 = neutral · blank = unavailable

Method

Each period uses separate positive and negative scales across selected securities. Relative cells show the return difference versus the workspace benchmark as a percentage. Data through is the latest usable market observation.

Cumulative Return

1 investments · Benchmark: No benchmark (workspace)

Time range

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Data through Oct 9, 2026

Time range: 1YCumulative total return (%)Viewing: 2025-10-10 – 2026-10-09

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EWJ

Method & units

Cumulative total return equals compounded wealth minus one; starts at 0% for the selected Time range. Zoom does not rebase.

Risk and return

1 investments · Benchmark: No benchmark (workspace)

Time range

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Data through Oct 9, 2026

Time range: 1YAbsolute

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Risk and return over 1y
Security	Cumulative	Annualized	Volatility	Sharpe	Max drawdown
EWJiShares MSCI Japan ETF	+30.26%	+30.38%	+19.22%	1.37	-13.48%

What these measures mean

Cumulative return: Total change in value over the selected window, start to end.
Not annualized — the whole window, however long it is
Annualized return: The constant yearly rate that would produce the cumulative return.
Shown only for windows of about a year or more
Volatility: How much the return moved around its own average, scaled to a yearly figure.
Annualized from the observation frequency of the data
Sharpe ratio: Return above the risk-free rate, per unit of volatility.
Blank wherever the annualized return is blank
Maximum drawdown: The largest peak-to-trough decline within the window.
Always negative, or zero if the series never fell
Excess return: Cumulative return minus the comparison's, over the shared dates.
In percentage points, not a ratio
Beta: How much the security moved for a given move in the comparison.
1.20 means it moved 20% more, on average, in both directions
Correlation: How closely two securities' returns moved together, from −1 to +1.
+1 moved together · 0 no relationship · −1 moved oppositely
Up capture: Share of the comparison's gain the security delivered in the periods the comparison rose.
120% means it gained more than the comparison in those periods
Down capture: Share of the comparison's loss the security took in the periods the comparison fell.
60% means it fell less; above 100% means it fell more
Tracking error: How much the difference between the two returns varied, scaled to a yearly figure.
0% would mean the two moved identically, every period
Information ratio: Annualized excess return per unit of tracking error.
Blank under about a year, like the annualized return

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Cumulative Return

Risk and return