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EWJ vs SDY

Comparison between ISHARES MSCI JAPAN ETF (EWJ, ETF) and STATE STREET(R) SPDR(R) S&P(R) DIVIDEND ETF (SDY, ETF).

5-Year PerformanceEWJ has outperformed SDY, delivering a return of +8.6% compared to +6.6%

EWJ vs SDY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
EWJ
$21B
SDY
$21B
Expense Ratio
EWJ
0.49%
Winner
SDY
0.35%
Max Drawdown
EWJ
62.18%
Winner
SDY
58.57%
Sharpe Ratio
Winner
EWJ
1.28
SDY
1.07
5Y Beta
EWJ
0.88
Winner
SDY
0.47
P/E Ratio
EWJ
N/A
SDY
20.88
Forward P/E
EWJ
N/A
SDY
17.08
PEG Ratio
EWJ
N/A
SDY
0.10
5Y Dividends CAGR
Winner
EWJ
27.21%
SDY
7.36%
5Y EPS CAGR
EWJ
N/A
SDY
7.69%
Debt to Equity
EWJ
N/A
SDY
51.89%
P/S Ratio
EWJ
N/A
SDY
1.87
P/B Ratio
EWJ
N/A
SDY
3.15

EWJ vs SDY - Historical Returns

Returns include dividend reinvestment.

1M
EWJ
+0.71%
Winner
SDY
+3.20%
3M
Winner
EWJ
+10.12%
SDY
+3.63%
6M
Winner
EWJ
+14.55%
SDY
+9.31%
1Y
Winner
EWJ
+30.71%
SDY
+14.89%
5Y(CAGR)
Winner
EWJ
+8.57%
SDY
+6.57%
10Y(CAGR)
EWJ
+9.52%
Winner
SDY
+9.62%
Max(CAGR)
EWJ
+3.23%
Winner
SDY
+8.99%

EWJ vs SDY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEWJSDY
2026+13.99%+9.67%
2025+26.06%+8.85%
2024+8.03%+8.00%
2023+19.75%+2.35%
2022-17.81%-0.44%
2021+2.38%+27.12%
2020+14.21%+2.06%
2019+18.51%+24.12%
2018-14.61%-2.82%
2017+23.26%+15.46%
2016+4.41%+21.95%
2015+8.97%-0.69%
2014-4.66%+15.05%
2013+22.93%+27.23%
2012+7.10%+10.85%
2011-15.57%+6.44%
2010+10.75%+14.94%
2009+2.60%+16.62%
2008-26.64%-21.76%
2007-5.43%-7.06%
2006+2.59%+16.23%
2005+25.83%+1.10%
2004+13.03%N/A
2003+36.18%N/A
2002-10.32%N/A
2001-29.91%N/A
2000-29.46%N/A
1999+12.29%N/A

EWJ vs SDY Drawdown Comparison

The maximum drawdown for EWJ was -60.95%, occurring on Apr 25, 2003. Recovery took 4319 trading sessions.

The maximum drawdown for SDY was -54.78%, occurring on Mar 9, 2009. Recovery took 985 trading sessions.

The current EWJ drawdown is -1.51%. The current SDY drawdown is -1.50%.

RankEWJSDY
#1-60.95%
Mar 31, 2000 - Jun 2, 2017
-54.78%
Jun 1, 2007 - Apr 28, 2011
#2-33.13%
Sep 15, 2021 - Mar 6, 2024
-36.66%
Feb 14, 2020 - Nov 24, 2020
#3-30.69%
Jan 26, 2018 - Nov 9, 2020
-16.06%
Jul 7, 2011 - Dec 27, 2011
#4-14.67%
Sep 26, 2024 - Apr 29, 2025
-15.21%
Aug 16, 2022 - Dec 2, 2022
#5-13.59%
Feb 11, 2026 - Jun 4, 2026
-15.02%
Feb 2, 2023 - Mar 12, 2024
#6-13.00%
Dec 31, 1999 - Mar 31, 2000
-14.40%
Nov 29, 2024 - Aug 13, 2025
#7-12.21%
Jul 16, 2024 - Aug 23, 2024
-14.22%
Sep 21, 2018 - Feb 19, 2019
#8-8.95%
Feb 16, 2021 - Sep 3, 2021
-13.20%
Apr 20, 2022 - Aug 15, 2022
#9-7.43%
Mar 21, 2024 - Jul 12, 2024
-10.85%
Dec 29, 2014 - Nov 2, 2015
#10-5.90%
Oct 6, 2025 - Oct 20, 2025
-9.42%
Jan 26, 2018 - Aug 6, 2018
#11-5.75%
Nov 12, 2025 - Dec 15, 2025
-9.33%
Nov 3, 2015 - Mar 1, 2016
#12-5.39%
Aug 30, 2024 - Sep 26, 2024
-7.67%
Feb 27, 2026 - Mar 20, 2026
#13-5.14%
Nov 26, 1999 - Dec 23, 1999
-6.96%
Jan 7, 2022 - Mar 29, 2022
#14-5.14%
Jun 4, 2026 - Jun 10, 2026
-6.93%
May 21, 2013 - Jul 18, 2013
#15-4.77%
Jun 27, 2025 - Jul 23, 2025
-6.87%
May 10, 2021 - Nov 3, 2021

Correlation

Correlation between EWJ and SDY is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92
-101

Dividend Comparison (1999 - 2026)

EWJ vs SDY dividend yield comparison.

YearEWJSDY
20260.00%0.57%
20254.52%2.61%
20242.34%2.56%
20232.03%2.64%
20221.23%2.55%
20212.08%2.63%
20201.04%2.85%
20192.03%2.45%
20181.71%2.73%
20171.25%4.69%
20161.95%3.30%
20151.27%6.20%
20141.32%4.74%
20131.11%3.95%
20121.94%3.28%
20112.13%3.23%
20101.30%3.35%
20091.42%3.75%
20081.40%5.44%
20071.04%5.03%
20060.70%2.86%
20050.43%0.57%
20040.39%0.00%
20030.02%0.00%
20004.08%0.00%
19990.67%0.00%

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