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EWJ vs XLY

Comparison between ISHARES MSCI JAPAN ETF (EWJ, ETF) and STATE STREET(R) CONSUMER DISCRETIONARY SELECT SECTOR SPDR(R) ETF (XLY, ETF).

5-Year PerformanceEWJ has outperformed XLY, delivering a return of +9.1% compared to +5.8%

EWJ vs XLY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EWJ
$22B
Winner
XLY
$23B
Expense Ratio
EWJ
0.49%
Winner
XLY
0.08%
Max Drawdown
EWJ
62.18%
Winner
XLY
60.13%
Sharpe Ratio
Winner
EWJ
1.35
XLY
0.11
5Y Beta
Winner
EWJ
0.89
XLY
1.15
P/E Ratio
EWJ
N/A
XLY
31.28
Forward P/E
EWJ
N/A
XLY
25.47
PEG Ratio
EWJ
N/A
XLY
1.13
5Y Dividends CAGR
Winner
EWJ
28.08%
XLY
9.70%
5Y EPS CAGR
EWJ
N/A
XLY
16.27%
Debt to Equity
EWJ
N/A
XLY
-185.73%
P/S Ratio
EWJ
N/A
XLY
2.54
P/B Ratio
EWJ
N/A
XLY
7.89

EWJ vs XLY - Historical Returns

Returns include dividend reinvestment.

1M
EWJ
-4.36%
Winner
XLY
-0.06%
3M
Winner
EWJ
+6.99%
XLY
-3.25%
6M
Winner
EWJ
+9.97%
XLY
-5.00%
1Y
Winner
EWJ
+33.27%
XLY
+3.72%
5Y(CAGR)
Winner
EWJ
+9.13%
XLY
+5.76%
10Y(CAGR)
EWJ
+9.11%
Winner
XLY
+12.11%
Max(CAGR)
EWJ
+3.24%
Winner
XLY
+9.42%

EWJ vs XLY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEWJXLY
2026+14.64%-2.55%
2025+26.06%+8.79%
2024+8.03%+27.69%
2023+19.75%+40.48%
2022-17.81%-38.05%
2021+2.38%+29.02%
2020+14.21%+28.11%
2019+18.51%+27.43%
2018-14.61%+0.07%
2017+23.26%+22.10%
2016+4.41%+7.82%
2015+8.97%+10.71%
2014-4.66%+9.97%
2013+22.93%+39.82%
2012+7.10%+22.56%
2011-15.57%+4.76%
2010+10.75%+26.49%
2009+2.60%+33.87%
2008-26.64%-31.93%
2007-5.43%-14.03%
2006+2.59%+17.58%
2005+25.83%-5.96%
2004+13.03%+13.86%
2003+36.18%+32.22%
2002-10.32%-18.92%
2001-29.91%+12.93%
2000-29.46%-14.27%
1999+12.29%+10.32%

EWJ vs XLY Drawdown Comparison

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

The maximum drawdown for XLY was -59.05%, occurring on Mar 9, 2009. Recovery took 921 trading sessions.

The current EWJ drawdown is -4.36%. The current XLY drawdown is -7.38%.

RankEWJXLY
#1-60.95%
Mar 31, 2000 - Jun 2, 2017
-59.05%
Jun 4, 2007 - Jan 27, 2011
#2-33.13%
Sep 15, 2021 - Mar 6, 2024
-39.67%
Nov 19, 2021 - Nov 6, 2024
#3-30.69%
Jan 26, 2018 - Nov 9, 2020
-33.91%
Feb 20, 2020 - Jun 8, 2020
#4-14.67%
Sep 26, 2024 - Apr 29, 2025
-31.54%
Mar 19, 2002 - Nov 7, 2003
#5-13.59%
Feb 11, 2026 - Jun 4, 2026
-31.53%
Apr 11, 2000 - Mar 15, 2002
#6-13.00%
Dec 31, 1999 - Mar 31, 2000
-26.02%
Dec 17, 2024 - Sep 12, 2025
#7-12.21%
Jul 16, 2024 - Aug 23, 2024
-22.12%
Dec 31, 1999 - Apr 11, 2000
#8-8.95%
Feb 16, 2021 - Sep 3, 2021
-21.36%
Sep 20, 2018 - Apr 4, 2019
#9-7.43%
Mar 21, 2024 - Jul 12, 2024
-18.42%
Jul 7, 2011 - Jan 19, 2012
#10-6.74%
Jun 22, 2026 - Jul 20, 2026
-15.84%
Nov 25, 2015 - Jul 11, 2016
#11-5.90%
Oct 6, 2025 - Oct 20, 2025
-14.98%
Jan 12, 2026 - Mar 30, 2026
#12-5.75%
Nov 12, 2025 - Dec 15, 2025
-12.72%
Dec 30, 2004 - Sep 25, 2006
#13-5.39%
Aug 30, 2024 - Sep 26, 2024
-11.45%
Aug 4, 2015 - Oct 26, 2015
#14-5.14%
Nov 26, 1999 - Dec 23, 1999
-10.80%
Apr 5, 2004 - Oct 28, 2004
#15-5.14%
Jun 4, 2026 - Jun 15, 2026
-10.03%
Feb 8, 2021 - Apr 5, 2021

Correlation

Correlation between EWJ and XLY is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

Dividend Comparison (1999 - 2026)

EWJ vs XLY dividend yield comparison.

YearEWJXLY
20260.54%0.39%
20254.52%0.79%
20242.34%0.72%
20232.03%0.78%
20221.23%1.00%
20212.08%0.53%
20201.04%0.82%
20192.03%1.28%
20181.71%1.34%
20171.25%1.20%
20161.95%1.71%
20151.27%1.43%
20141.32%1.31%
20131.11%1.16%
20121.94%1.60%
20112.13%1.56%
20101.30%1.32%
20091.42%1.52%
20081.40%1.94%
20071.04%1.37%
20060.70%0.92%
20050.43%1.00%
20040.39%0.67%
20030.02%0.62%
20020.00%0.74%
20010.00%0.77%
20004.08%0.91%
19990.67%0.12%

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