SDY vs EWJ
Comparison between STATE STREET(R) SPDR(R) S&P(R) DIVIDEND ETF (SDY, ETF) and ISHARES MSCI JAPAN ETF (EWJ, ETF).
5-Year PerformanceEWJ has outperformed SDY, delivering a return of +8.6% compared to +6.6%
SDY vs EWJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
SDY vs EWJ - Historical Returns
Returns include dividend reinvestment.
SDY vs EWJ - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | SDY | EWJ |
|---|---|---|
| 2026 | +9.67% | +13.99% |
| 2025 | +8.85% | +26.06% |
| 2024 | +8.00% | +8.03% |
| 2023 | +2.35% | +19.75% |
| 2022 | -0.44% | -17.81% |
| 2021 | +27.12% | +2.38% |
| 2020 | +2.06% | +14.21% |
| 2019 | +24.12% | +18.51% |
| 2018 | -2.82% | -14.61% |
| 2017 | +15.46% | +23.26% |
| 2016 | +21.95% | +4.41% |
| 2015 | -0.69% | +8.97% |
| 2014 | +15.05% | -4.66% |
| 2013 | +27.23% | +22.93% |
| 2012 | +10.85% | +7.10% |
| 2011 | +6.44% | -15.57% |
| 2010 | +14.94% | +10.75% |
| 2009 | +16.62% | +2.60% |
| 2008 | -21.76% | -26.64% |
| 2007 | -7.06% | -5.43% |
| 2006 | +16.23% | +2.59% |
| 2005 | +1.10% | +25.83% |
| 2004 | N/A | +13.03% |
| 2003 | N/A | +36.18% |
| 2002 | N/A | -10.32% |
| 2001 | N/A | -29.91% |
| 2000 | N/A | -29.46% |
| 1999 | N/A | +12.29% |
SDY vs EWJ Drawdown Comparison
The maximum drawdown for SDY was -54.78%, occurring on Mar 9, 2009. Recovery took 985 trading sessions.
The maximum drawdown for EWJ was -60.95%, occurring on Apr 25, 2003. Recovery took 4319 trading sessions.
The current SDY drawdown is -1.50%. The current EWJ drawdown is -1.51%.
| Rank | SDY | EWJ |
|---|---|---|
| #1 | -54.78% Jun 1, 2007 - Apr 28, 2011 | -60.95% Mar 31, 2000 - Jun 2, 2017 |
| #2 | -36.66% Feb 14, 2020 - Nov 24, 2020 | -33.13% Sep 15, 2021 - Mar 6, 2024 |
| #3 | -16.06% Jul 7, 2011 - Dec 27, 2011 | -30.69% Jan 26, 2018 - Nov 9, 2020 |
| #4 | -15.21% Aug 16, 2022 - Dec 2, 2022 | -14.67% Sep 26, 2024 - Apr 29, 2025 |
| #5 | -15.02% Feb 2, 2023 - Mar 12, 2024 | -13.59% Feb 11, 2026 - Jun 4, 2026 |
| #6 | -14.40% Nov 29, 2024 - Aug 13, 2025 | -13.00% Dec 31, 1999 - Mar 31, 2000 |
| #7 | -14.22% Sep 21, 2018 - Feb 19, 2019 | -12.21% Jul 16, 2024 - Aug 23, 2024 |
| #8 | -13.20% Apr 20, 2022 - Aug 15, 2022 | -8.95% Feb 16, 2021 - Sep 3, 2021 |
| #9 | -10.85% Dec 29, 2014 - Nov 2, 2015 | -7.43% Mar 21, 2024 - Jul 12, 2024 |
| #10 | -9.42% Jan 26, 2018 - Aug 6, 2018 | -5.90% Oct 6, 2025 - Oct 20, 2025 |
| #11 | -9.33% Nov 3, 2015 - Mar 1, 2016 | -5.75% Nov 12, 2025 - Dec 15, 2025 |
| #12 | -7.67% Feb 27, 2026 - Mar 20, 2026 | -5.39% Aug 30, 2024 - Sep 26, 2024 |
| #13 | -6.96% Jan 7, 2022 - Mar 29, 2022 | -5.14% Nov 26, 1999 - Dec 23, 1999 |
| #14 | -6.93% May 21, 2013 - Jul 18, 2013 | -5.14% Jun 4, 2026 - Jun 10, 2026 |
| #15 | -6.87% May 10, 2021 - Nov 3, 2021 | -4.77% Jun 27, 2025 - Jul 23, 2025 |
Correlation
Correlation between SDY and EWJ is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
Dividend Comparison (1999 - 2026)
SDY vs EWJ dividend yield comparison.
| Year | SDY | EWJ |
|---|---|---|
| 2026 | 0.57% | 0.00% |
| 2025 | 2.61% | 4.52% |
| 2024 | 2.56% | 2.34% |
| 2023 | 2.64% | 2.03% |
| 2022 | 2.55% | 1.23% |
| 2021 | 2.63% | 2.08% |
| 2020 | 2.85% | 1.04% |
| 2019 | 2.45% | 2.03% |
| 2018 | 2.73% | 1.71% |
| 2017 | 4.69% | 1.25% |
| 2016 | 3.30% | 1.95% |
| 2015 | 6.20% | 1.27% |
| 2014 | 4.74% | 1.32% |
| 2013 | 3.95% | 1.11% |
| 2012 | 3.28% | 1.94% |
| 2011 | 3.23% | 2.13% |
| 2010 | 3.35% | 1.30% |
| 2009 | 3.75% | 1.42% |
| 2008 | 5.44% | 1.40% |
| 2007 | 5.03% | 1.04% |
| 2006 | 2.86% | 0.70% |
| 2005 | 0.57% | 0.43% |
| 2004 | 0.00% | 0.39% |
| 2003 | 0.00% | 0.02% |
| 2000 | 0.00% | 4.08% |
| 1999 | 0.00% | 0.67% |
Select Stocks to Compare
More Comparisons
Compare with similar stocks