EWC vs SJNK

Comparison between iShares MSCI Canada ETF (EWC, ETF) and SPDR BLOOMBERG SHORT TERM HIGH YIELD BOND ETF (SJNK, ETF).

5-Year PerformanceEWC has outperformed SJNK, delivering a return of +11.8% compared to +4.9%

EWC vs SJNK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EWC(ETF)	SJNK(ETF)
Net Assets	$4.70B	$4.70B
Expense Ratio	0.50%	0.40%
Max Drawdown	62.71%	30.59%
Sharpe Ratio	2.12	1.24
5Y Beta	0.70	0.22
5Y Dividends CAGR	5.11%	7.08%

Net Assets

EWC

$4.70B

SJNK

$4.70B

Expense Ratio

EWC

0.50%

Winner

SJNK

0.40%

Max Drawdown

EWC

62.71%

Winner

SJNK

30.59%

Sharpe Ratio

Winner

EWC

2.12

SJNK

1.24

5Y Beta

EWC

0.70

Winner

SJNK

0.22

5Y Dividends CAGR

EWC

5.11%

Winner

SJNK

7.08%

EWC vs SJNK - Historical Returns

Returns include dividend reinvestment.

Period	EWC	SJNK
1 month	+2.56%	+0.53%
3 months	+3.23%	+0.80%
6 months	+16.99%	+2.72%
1 year	+37.82%	+8.08%
5 years(CAGR)	+11.83%	+4.93%
10 years(CAGR)	+11.67%	+5.70%
Max(CAGR)	+8.35%	+4.68%

Winner

EWC

+2.56%

SJNK

+0.53%

Winner

EWC

+3.23%

SJNK

+0.80%

Winner

EWC

+16.99%

SJNK

+2.72%

Winner

EWC

+37.82%

SJNK

+8.08%

5Y(CAGR)

Winner

EWC

+11.83%

SJNK

+4.93%

10Y(CAGR)

Winner

EWC

+11.67%

SJNK

+5.70%

Max(CAGR)

Winner

EWC

+8.35%

SJNK

+4.68%

EWC vs SJNK - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	EWC	SJNK
2026	+7.20%	+1.40%
2025	+35.76%	+7.46%
2024	+13.57%	+8.41%
2023	+15.42%	+11.44%
2022	-13.26%	-5.43%
2021	+26.59%	+5.29%
2020	+5.20%	+5.55%
2019	+26.40%	+9.62%
2018	-17.90%	-0.41%
2017	+15.08%	+4.89%
2016	+25.63%	+14.71%
2015	-23.46%	-6.64%
2014	+1.78%	-1.25%
2013	+3.58%	+6.17%
2012	+5.93%	+6.47%
2011	-13.13%	N/A
2010	+17.16%	N/A
2009	+49.27%	N/A
2008	-44.93%	N/A
2007	+31.35%	N/A
2006	+14.05%	N/A
2005	+28.83%	N/A
2004	+20.40%	N/A
2003	+49.22%	N/A
2002	-11.68%	N/A
2001	-18.05%	N/A
2000	+7.41%	N/A
1999	+14.77%	N/A

EWC vs SJNK Drawdown Comparison

The maximum drawdown for EWC was -60.77%, occurring on Mar 9, 2009. Recovery took 859 trading sessions.

The maximum drawdown for SJNK was -19.74%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current EWC drawdown is -1.16%.

Rank	EWC	SJNK
#1	-60.77% Nov 6, 2007 - Apr 5, 2011	-19.74% Feb 20, 2020 - Oct 9, 2020
#2	-51.69% Sep 5, 2000 - Nov 3, 2004	-15.03% Jul 7, 2014 - Aug 29, 2016
#3	-42.66% Feb 19, 2020 - Nov 27, 2020	-10.18% Dec 27, 2021 - Jul 13, 2023
#4	-41.39% Sep 3, 2014 - Nov 15, 2019	-5.36% Oct 1, 2018 - Feb 5, 2019
#5	-28.48% Apr 8, 2011 - Jun 23, 2014	-4.92% May 21, 2013 - Sep 19, 2013
#6	-24.80% Mar 30, 2022 - Jul 12, 2024	-4.77% Feb 28, 2025 - May 12, 2025
#7	-14.51% Jul 19, 2007 - Sep 25, 2007	-3.04% May 3, 2012 - Jun 29, 2012
#8	-13.07% May 10, 2006 - Nov 22, 2006	-2.79% Oct 24, 2016 - Dec 6, 2016
#9	-12.96% Dec 5, 2024 - May 2, 2025	-2.47% Sep 14, 2023 - Nov 3, 2023
#10	-11.44% Mar 24, 2000 - Jun 2, 2000	-1.90% Jan 23, 2018 - Apr 12, 2018
#11	-9.99% Mar 8, 2005 - Jun 28, 2005	-1.73% Jan 22, 2026 - Apr 8, 2026
#12	-9.95% Oct 3, 2005 - Dec 6, 2005	-1.68% Mar 20, 2024 - May 3, 2024
#13	-8.51% Mar 2, 2026 - Apr 17, 2026	-1.60% Oct 12, 2020 - Nov 4, 2020
#14	-8.15% Nov 12, 2021 - Mar 17, 2022	-1.59% Nov 5, 2021 - Dec 27, 2021
#15	-6.98% Jul 25, 2000 - Aug 16, 2000	-1.57% Mar 1, 2017 - Apr 20, 2017

Correlation

Correlation between EWC and SJNK is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (1999 - 2026)

EWC vs SJNK dividend yield comparison.

Year	EWC	SJNK
2026	0.00%	2.30%
2025	1.45%	7.12%
2024	2.23%	7.47%
2023	2.27%	7.20%
2022	2.34%	5.85%
2021	1.85%	4.21%
2020	2.09%	5.34%
2019	2.16%	5.64%
2018	2.65%	5.69%
2017	1.97%	5.64%
2016	1.75%	5.65%
2015	2.34%	5.81%
2014	2.15%	5.46%
2013	2.37%	5.34%
2012	2.09%	5.00%
2011	2.10%	0.00%
2010	1.61%	0.00%
2009	1.25%	0.00%
2008	2.55%	0.00%
2007	1.21%	0.00%
2006	1.12%	0.00%
2005	0.68%	0.00%
2004	1.15%	0.00%
2003	1.41%	0.00%
2002	0.31%	0.00%
2001	0.80%	0.00%
2000	39.98%	0.00%
1999	0.02%	0.00%