StockComparison Logo
vs

EWJ vs SPMO

Comparison between ISHARES MSCI JAPAN ETF (EWJ, ETF) and INVESCO S&P 500 MOMENTUM ETF (SPMO, ETF).

5-Year PerformanceSPMO has outperformed EWJ, delivering a return of +21.4% compared to +9.1%

EWJ vs SPMO - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
EWJ
$22B
SPMO
$22B
Expense Ratio
EWJ
0.49%
Winner
SPMO
0.13%
Max Drawdown
EWJ
62.18%
Winner
SPMO
31.31%
Sharpe Ratio
Winner
EWJ
1.35
SPMO
1.19
5Y Beta
Winner
EWJ
0.89
SPMO
1.25
P/E Ratio
EWJ
N/A
SPMO
33.07
Forward P/E
EWJ
N/A
SPMO
18.03
PEG Ratio
EWJ
N/A
SPMO
0.18
5Y Dividends CAGR
Winner
EWJ
28.08%
SPMO
14.50%
5Y EPS CAGR
EWJ
N/A
SPMO
34.33%
Debt to Equity
EWJ
N/A
SPMO
28.23%
P/S Ratio
EWJ
N/A
SPMO
4.49
P/B Ratio
EWJ
N/A
SPMO
7.80

EWJ vs SPMO - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EWJ
-4.36%
SPMO
-7.40%
3M
EWJ
+6.99%
Winner
SPMO
+18.38%
6M
EWJ
+9.97%
Winner
SPMO
+27.79%
1Y
Winner
EWJ
+33.27%
SPMO
+32.36%
5Y(CAGR)
EWJ
+9.13%
Winner
SPMO
+21.37%
10Y(CAGR)
EWJ
+9.11%
Winner
SPMO
+20.66%
Max(CAGR)
EWJ
+3.24%
Winner
SPMO
+19.43%

EWJ vs SPMO - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEWJSPMO
2026+14.64%+25.63%
2025+26.06%+25.85%
2024+8.03%+47.17%
2023+19.75%+19.46%
2022-17.81%-10.46%
2021+2.38%+24.36%
2020+14.21%+27.55%
2019+18.51%+25.67%
2018-14.61%-1.19%
2017+23.26%+28.51%
2016+4.41%+7.37%
2015+8.97%+2.79%
2014-4.66%N/A
2013+22.93%N/A
2012+7.10%N/A
2011-15.57%N/A
2010+10.75%N/A
2009+2.60%N/A
2008-26.64%N/A
2007-5.43%N/A
2006+2.59%N/A
2005+25.83%N/A
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 SPMO Drawdown Comparison

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

The maximum drawdown for SPMO was -30.93%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current EWJ drawdown is -4.36%. The current SPMO drawdown is -7.40%.

RankEWJSPMO
#1-60.95%
Mar 31, 2000 - Jun 2, 2017
-30.93%
Feb 19, 2020 - Jul 8, 2020
#2-33.13%
Sep 15, 2021 - Mar 6, 2024
-23.38%
Oct 1, 2018 - Jun 19, 2019
#3-30.69%
Jan 26, 2018 - Nov 9, 2020
-22.75%
Jan 4, 2022 - Dec 13, 2023
#4-14.67%
Sep 26, 2024 - Apr 29, 2025
-20.13%
Feb 13, 2025 - May 13, 2025
#5-13.59%
Feb 11, 2026 - Jun 4, 2026
-13.16%
Jul 10, 2024 - Oct 4, 2024
#6-13.00%
Dec 31, 1999 - Mar 31, 2000
-12.70%
Oct 29, 2025 - Apr 13, 2026
#7-12.21%
Jul 16, 2024 - Aug 23, 2024
-11.03%
Nov 25, 2015 - Jul 25, 2016
#8-8.95%
Feb 16, 2021 - Sep 3, 2021
-10.99%
Jun 22, 2026 - Jul 17, 2026
#9-7.43%
Mar 21, 2024 - Jul 12, 2024
-10.67%
Feb 12, 2021 - Apr 9, 2021
#10-6.74%
Jun 22, 2026 - Jul 20, 2026
-9.50%
Mar 12, 2018 - Jun 4, 2018
#11-5.90%
Oct 6, 2025 - Oct 20, 2025
-8.97%
Jan 26, 2018 - Mar 9, 2018
#12-5.75%
Nov 12, 2025 - Dec 15, 2025
-8.93%
Sep 2, 2020 - Oct 12, 2020
#13-5.39%
Aug 30, 2024 - Sep 26, 2024
-8.79%
Oct 13, 2020 - Nov 6, 2020
#14-5.14%
Nov 26, 1999 - Dec 23, 1999
-8.00%
Apr 16, 2021 - Jun 22, 2021
#15-5.14%
Jun 4, 2026 - Jun 15, 2026
-7.45%
Mar 22, 2024 - May 15, 2024

Correlation

Correlation between EWJ and SPMO is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (1999 - 2026)

EWJ vs SPMO dividend yield comparison.

YearEWJSPMO
20260.54%0.38%
20254.52%0.73%
20242.34%0.48%
20232.03%1.63%
20221.23%1.66%
20212.08%0.52%
20201.04%1.27%
20192.03%1.39%
20181.71%1.05%
20171.25%0.77%
20161.95%1.94%
20151.27%0.36%
20141.32%0.00%
20131.11%0.00%
20121.94%0.00%
20112.13%0.00%
20101.30%0.00%
20091.42%0.00%
20081.40%0.00%
20071.04%0.00%
20060.70%0.00%
20050.43%0.00%
20040.39%0.00%
20030.02%0.00%
20004.08%0.00%
19990.67%0.00%

Select Stocks to Compare