iShares MSCI Japan Value

10-Year Study

EWJV.US · · US · ETF

Executive Summary: iShares MSCI Japan Value has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 22.3% and an annualized volatility of 23.1%.

1Y CAGR
+34.9%
3Y CAGR
+25.2%
5Y CAGR
+13.5%
10Y CAGR
+12.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.18.6-7.63.4————————11.0%
20252.03.11.13.23.0-0.60.89.02.30.72.52.834.0%
20244.83.55.0-3.72.5-1.54.9-0.3-0.8-4.53.0-1.211.6%
20236.7-4.02.61.2-0.16.84.0-0.91.2-2.64.32.623.6%
20222.5-0.5-1.9-5.90.8-5.34.4-3.8-8.62.211.40.2-6.0%
20210.16.21.6-1.83.1-1.2-0.60.93.3-3.3-4.62.25.5%
2020-2.9-8.6-11.15.25.8-1.9-3.49.3-0.6-1.58.46.02.4%
2019———-1.1-2.73.1-0.5-2.05.93.31.40.98.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 23.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.5% of variance. Idiosyncratic stock-specific factors contribute 5.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-03-0110000
2019-04-019891.902937420178
2019-05-019623.703703703704
2019-06-019923.575989782887
2019-07-019870.549169859514
2019-08-019670.600255427842
2019-09-0110237.803320561943
2019-10-0110575.632183908046
2019-11-0110719.693486590038
2019-12-0110817.726692209451
2020-01-0110508.199233716476
2020-02-019607.356321839081
2020-03-018536.245210727971
2020-04-018979.56577266922
2020-05-019498.186462324395
2020-06-019317.752234993615
2020-07-019001.890166028099
2020-08-019840.255427841636
2020-09-019780.996168582375
2020-10-019639.131545338443
2020-11-0110448.275862068966
2020-12-0111078.314176245212
2021-01-0111091.136653895275
2021-02-0111776.858237547895
2021-03-0111962.707535121328
2021-04-0111744.827586206899
2021-05-0112107.994891443168
2021-06-0111958.31417624521
2021-07-0111885.006385696042
2021-08-0111988.505747126439
2021-09-0112389.527458492978
2021-10-0111977.26692209451
2021-11-0111432.183908045976
2021-12-0111685.8748403576
2022-01-0111974.610472541506
2022-02-0111917.752234993615
2022-03-0111686.743295019158
2022-04-0110998.978288633461
2022-05-0111082.094508301405
2022-06-0110491.698595146872
2022-07-0110949.578544061305
2022-08-0110536.143039591318
2022-09-019629.220945083014
2022-10-019842.605363984674
2022-11-0110962.911877394636
2022-12-0110982.171136653895
2023-01-0111721.021711366539
2023-02-0111253.588761174968
2023-03-0111548.403575989785
2023-04-0111689.55300127714
2023-05-0111680.561941251597
2023-06-0112474.533844189018
2023-07-0112976.09195402299
2023-08-0112862.068965517241
2023-09-0113017.113665389528
2023-10-0112684.291187739465
2023-11-0113226.81992337165
2023-12-0113574.508301404852
2024-01-0114225.79821200511
2024-02-0114728.22477650064
2024-03-0115458.59514687101
2024-04-0114886.385696040868
2024-05-0115263.192848020435
2024-06-0115034.63601532567
2024-07-0115770.983397190295
2024-08-0115719.080459770115
2024-09-0115586.922094508302
2024-10-0114888.275862068966
2024-11-0115332.005108556832
2024-12-0115147.892720306516
2025-01-0115452.975734355043
2025-02-0115932.413793103447
2025-03-0116111.62196679438
2025-04-0116620.07662835249
2025-05-0117123.72924648787
2025-06-0117013.333333333336
2025-07-0117145.542784163474
2025-08-0118692.618135376757
2025-09-0119120.051085568328
2025-10-0119245.8748403576
2025-11-0119735.478927203065
2025-12-0120292.20945083014
2026-01-0121726.69220945083
2026-02-0123591.31545338442
2026-03-0121798.21200510856
2026-04-0122528.73563218391
Annual Return Matrix
YearAnnual Return
20200.02408893212503016
20210.05484233922659065
2022-0.06021831598550398
20230.23604960553736243
20240.11590728621373558
20250.33960609739646563
20260.11021600120839836
Total Factor Risk
0.23078176631320255
VTI.US Exposure
0.1866609336516699
VEA.US Exposure
0.44382125300824377
VWO.US Exposure
0.0185413022864353
QQQ.US Exposure
-0.03508470128582744
VTV.US Exposure
-0.01691152444266278
IJR.US Exposure
-0.02709720916386834
QUAL.US Exposure
-0.08038816492032605
SHV.US Exposure
0.4951517361048806
TLT.US Exposure
-0.014129409120553193
LQD.US Exposure
0.04005653472242766
HYG.US Exposure
-0.023648306209503964
GLD.US Exposure
-0.0029120554196359607
USO.US Exposure
0.0021395531134704377
VNQ.US Exposure
-0.011183388066319308
BTC-USD.CC Exposure
-0.002561453806876014
CPER.US Exposure
-0.020718440885254565
VIX.INDX Exposure
0.002264647524878527
UUP.US Exposure
-0.017796723468223745
TIP.US Exposure
0.007366077248109029
Idiosyncratic Exposure
0.05642933912893613
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.60%
Market Cap$48.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Japan Value a high-risk investment?

iShares MSCI Japan Value (EWJV.US) has an annualized volatility of 23.1% and experienced a maximum drawdown of 22.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EWJV.US?

Over the past 10 years, EWJV.US has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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