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EWJ vs VYMI

Comparison between ISHARES MSCI JAPAN ETF (EWJ, ETF) and VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD INDEX FUND ETF SHARES (VYMI, ETF).

5-Year PerformanceVYMI has outperformed EWJ, delivering a return of +14.5% compared to +10.0%

EWJ vs VYMI - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EWJ
$22B
Winner
VYMI
$22B
Expense Ratio
EWJ
0.49%
Winner
VYMI
0.07%
Max Drawdown
EWJ
62.18%
Winner
VYMI
45.17%
Sharpe Ratio
EWJ
0.97
Winner
VYMI
1.75
5Y Beta
EWJ
0.87
Winner
VYMI
0.60
5Y Dividends CAGR
Winner
EWJ
28.08%
VYMI
18.03%

EWJ vs VYMI - Historical Returns

Returns include dividend reinvestment.

1M
EWJ
+2.63%
Winner
VYMI
+3.89%
3M
EWJ
+4.72%
Winner
VYMI
+6.42%
6M
EWJ
+4.61%
Winner
VYMI
+6.82%
1Y
EWJ
+26.19%
Winner
VYMI
+29.75%
5Y(CAGR)
EWJ
+9.98%
Winner
VYMI
+14.52%
10Y(CAGR)
EWJ
+8.92%
Winner
VYMI
+10.94%
Max(CAGR)
EWJ
+3.33%
Winner
VYMI
+11.43%

EWJ vs VYMI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEWJVYMI
2026+17.65%+18.16%
2025+26.06%+38.72%
2024+8.03%+7.75%
2023+19.75%+16.50%
2022-17.81%-7.70%
2021+2.38%+14.83%
2020+14.21%-2.46%
2019+18.51%+18.59%
2018-14.61%-13.52%
2017+23.26%+21.13%
2016+4.41%+11.88%
2015+8.97%N/A
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 VYMI Drawdown Comparison

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

The maximum drawdown for VYMI was -40.01%, occurring on Mar 23, 2020. Recovery took 743 trading sessions.

The current EWJ drawdown is -3.34%.

RankEWJVYMI
#1-60.95%
Mar 31, 2000 - Jun 2, 2017
-40.01%
Jan 26, 2018 - Jan 8, 2021
#2-33.13%
Sep 15, 2021 - Mar 6, 2024
-24.08%
Feb 9, 2022 - Dec 13, 2023
#3-30.69%
Jan 26, 2018 - Nov 9, 2020
-12.83%
Mar 19, 2025 - Apr 28, 2025
#4-14.67%
Sep 26, 2024 - Apr 29, 2025
-10.68%
Apr 20, 2016 - Aug 10, 2016
#5-13.59%
Feb 11, 2026 - Jun 4, 2026
-10.12%
Feb 25, 2026 - Jun 12, 2026
#6-13.00%
Dec 31, 1999 - Mar 31, 2000
-8.30%
Sep 26, 2024 - Feb 26, 2025
#7-12.21%
Jul 16, 2024 - Aug 23, 2024
-7.17%
Jun 7, 2021 - Jan 7, 2022
#8-8.95%
Feb 16, 2021 - Sep 3, 2021
-6.82%
Jul 12, 2024 - Aug 19, 2024
#9-7.86%
Jun 22, 2026 - Aug 12, 2026
-5.38%
Jan 14, 2021 - Feb 16, 2021
#10-7.43%
Mar 21, 2024 - Jul 12, 2024
-4.96%
Sep 6, 2016 - Dec 7, 2016
#11-5.90%
Oct 6, 2025 - Oct 20, 2025
-4.91%
Mar 17, 2016 - Apr 13, 2016
#12-5.75%
Nov 12, 2025 - Dec 15, 2025
-4.45%
Apr 9, 2024 - May 6, 2024
#13-5.39%
Aug 30, 2024 - Sep 26, 2024
-4.35%
May 17, 2024 - Jul 12, 2024
#14-5.14%
Nov 26, 1999 - Dec 23, 1999
-4.12%
Nov 12, 2025 - Dec 4, 2025
#15-5.14%
Jun 4, 2026 - Jun 15, 2026
-3.68%
Jan 14, 2022 - Feb 9, 2022

Correlation

Correlation between EWJ and VYMI is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

Dividend Comparison (1999 - 2026)

EWJ vs VYMI dividend yield comparison.

YearEWJVYMI
20260.53%1.87%
20254.52%3.68%
20242.34%4.84%
20232.03%4.58%
20221.23%4.70%
20212.08%4.30%
20201.04%3.22%
20192.03%4.20%
20181.71%4.29%
20171.25%3.21%
20161.95%2.39%
20151.27%0.00%
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%

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