StockComparison Logo
vs

XLY vs EWJ

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

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

XLY vs EWJ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

XLY vs EWJ - Historical Returns

Returns include dividend reinvestment.

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

XLY vs EWJ - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

XLY vs EWJ Drawdown Comparison

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

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

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

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

Correlation

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

0.93
-101

Dividend Comparison (1999 - 2026)

XLY vs EWJ dividend yield comparison.

YearXLYEWJ
20260.39%0.54%
20250.79%4.52%
20240.72%2.34%
20230.78%2.03%
20221.00%1.23%
20210.53%2.08%
20200.82%1.04%
20191.28%2.03%
20181.34%1.71%
20171.20%1.25%
20161.71%1.95%
20151.43%1.27%
20141.31%1.32%
20131.16%1.11%
20121.60%1.94%
20111.56%2.13%
20101.32%1.30%
20091.52%1.42%
20081.94%1.40%
20071.37%1.04%
20060.92%0.70%
20051.00%0.43%
20040.67%0.39%
20030.62%0.02%
20020.74%0.00%
20010.77%0.00%
20000.91%4.08%
19990.12%0.67%

Select Stocks to Compare