Summary
EWJ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 33.11% Volatility 22.01% Sharpe 1.24
Official loaded data — not a live quote.

ISHARES MSCI JAPAN ETF

Symbol: EWJ

Exchange: NYSE

Sector: Technology

Category: Japan Stock

Inception date: 12/03/1996

Latest date: 16/07/2026

Current price: $91.91

Expense ratio: 0.49%

Assets under management
$22.3B
-0.14% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.35%

Ann. -45.84% (Sharpe / Sortino numerator)

Volatility

32.56%

Sharpe ratio

-1.519

VaR 95%

-3.45%

CVaR 95%: -3.65%
Max drawdown: -8.34%
Sortino ratio: -2.658
Calmar ratio: -5.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.35%

Ann. 21.32% (Sharpe / Sortino numerator)

Volatility

25.35%

Sharpe ratio

0.698

VaR 95%

-2.43%

CVaR 95%: -3.21%
Max drawdown: -13.59%
Sortino ratio: 1.038
Calmar ratio: 1.57

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.11%

Ann. 22.06% (Sharpe / Sortino numerator)

Volatility

21.46%

Sharpe ratio

0.859

VaR 95%

-2.12%

CVaR 95%: -3.05%
Max drawdown: -13.59%
Sortino ratio: 1.161
Calmar ratio: 1.62

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

33.11%

Ann. 30.89% (Sharpe / Sortino numerator)

Volatility

22.01%

Sharpe ratio

1.239

VaR 95%

-1.98%

CVaR 95%: -3.19%
Max drawdown: -13.59%
Sortino ratio: 1.682
Calmar ratio: 2.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.51%

Ann. 14.31% (Sharpe / Sortino numerator)

Volatility

20.21%

Sharpe ratio

0.528

VaR 95%

-1.90%

CVaR 95%: -2.95%
Max drawdown: -14.68%
Sortino ratio: 0.735
Calmar ratio: 0.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

60.55%

Ann. 16.73% (Sharpe / Sortino numerator)

Volatility

18.50%

Sharpe ratio

0.708

VaR 95%

-1.66%

CVaR 95%: -2.64%
Max drawdown: -14.68%
Sortino ratio: 1.003
Calmar ratio: 1.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.123%

Best day

4.81%

23/07/2025
Worst day

-4.352%

23/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $92.04 $92.47 $91.62 $91.91 3,334,700
15/07/2026 $93.90 $94.04 $92.78 $93.50 4,838,200
14/07/2026 $94.17 $94.78 $93.75 $93.89 4,475,700
13/07/2026 $93.07 $93.37 $92.51 $92.72 3,741,200
10/07/2026 $94.11 $94.75 $93.57 $94.55 3,208,500
09/07/2026 $92.91 $93.69 $92.89 $93.52 5,664,800
08/07/2026 $91.52 $92.58 $91.19 $92.54 5,290,600
07/07/2026 $93.93 $94.11 $92.80 $93.07 6,034,200
06/07/2026 $94.68 $95.36 $94.56 $95.27 4,369,000
02/07/2026 $93.95 $94.52 $92.38 $93.14 7,934,600