PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI Israel ETF (EIS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642866325

CUSIP

464286632

Issuer

iShares

Inception Date

Mar 26, 2008

Region

Middle East (Israel)

Leveraged

1x

Index Tracked

MSCI Israel Capped Investable Market Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EIS vs. EPU EIS vs. VOO EIS vs. ISRA EIS vs. QQQ EIS vs. EGPT EIS vs. IZRL EIS vs. SPY EIS vs. ITEQ EIS vs. EWT EIS vs. IVV
Popular comparisons:
EIS vs. EPU EIS vs. VOO EIS vs. ISRA EIS vs. QQQ EIS vs. EGPT EIS vs. IZRL EIS vs. SPY EIS vs. ITEQ EIS vs. EWT EIS vs. IVV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Israel ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.33%
12.93%
EIS (iShares MSCI Israel ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Israel ETF had a return of 25.86% year-to-date (YTD) and 35.89% in the last 12 months. Over the past 10 years, iShares MSCI Israel ETF had an annualized return of 5.87%, while the S&P 500 had an annualized return of 11.16%, indicating that iShares MSCI Israel ETF did not perform as well as the benchmark.


EIS

YTD

25.86%

1M

6.92%

6M

19.32%

1Y

35.89%

5Y (annualized)

6.19%

10Y (annualized)

5.87%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of EIS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.81%8.64%0.06%-7.43%4.70%-0.93%2.34%7.97%0.66%1.20%25.86%
20234.29%-7.30%1.10%-1.08%-3.05%3.15%6.67%-3.59%-1.94%-13.71%16.28%7.83%5.48%
2022-5.13%0.39%0.03%-6.83%-5.48%-8.61%8.26%3.54%-13.61%6.17%0.81%-8.18%-27.05%
2021-0.36%0.54%0.44%6.08%0.34%1.60%1.66%1.93%-0.77%5.92%-0.84%4.53%22.83%
20202.30%-6.31%-18.32%12.25%4.78%-1.73%6.36%2.44%-7.09%-0.11%12.37%8.94%12.01%
201911.26%0.85%-0.50%4.29%-7.57%4.98%1.38%-3.85%2.73%2.31%5.24%-0.72%20.93%
20184.74%-4.60%-3.37%-1.08%6.04%0.55%3.20%5.68%-1.04%-6.59%4.53%-11.33%-4.84%
20173.81%4.55%1.77%0.98%1.74%3.86%-1.60%-9.59%3.40%-1.05%0.76%4.35%12.77%
2016-6.34%-0.65%4.44%1.03%-1.01%-1.25%5.14%-0.00%-2.51%-3.26%0.67%0.23%-3.98%
2015-1.30%3.29%6.08%2.12%-0.21%0.94%7.35%-8.95%-4.46%4.89%0.38%-1.45%7.79%
2014-1.73%6.94%3.77%-2.29%1.24%0.78%-0.85%-1.89%0.26%-4.01%-0.84%-2.57%-1.68%
20131.53%2.77%3.36%-1.35%-0.85%-1.66%2.86%-4.48%9.71%0.15%3.94%1.62%18.30%

Expense Ratio

EIS features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for EIS: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EIS is 61, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EIS is 6161
Combined Rank
The Sharpe Ratio Rank of EIS is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of EIS is 6464
Sortino Ratio Rank
The Omega Ratio Rank of EIS is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EIS is 4848
Calmar Ratio Rank
The Martin Ratio Rank of EIS is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EIS, currently valued at 2.06, compared to the broader market0.002.004.002.062.54
The chart of Sortino ratio for EIS, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.0012.002.713.40
The chart of Omega ratio for EIS, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.47
The chart of Calmar ratio for EIS, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.283.66
The chart of Martin ratio for EIS, currently valued at 9.92, compared to the broader market0.0020.0040.0060.0080.00100.009.9216.26
EIS
^GSPC

The current iShares MSCI Israel ETF Sharpe ratio is 2.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Israel ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.06
2.54
EIS (iShares MSCI Israel ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Israel ETF provided a 1.07% dividend yield over the last twelve months, with an annual payout of $0.78 per share.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.78$0.81$0.93$0.81$0.11$1.18$0.42$1.04$0.83$1.25$0.87$1.07

Dividend yield

1.07%1.39%1.66%1.04%0.17%2.06%0.87%2.02%1.78%2.55%1.86%2.20%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Israel ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.52
2023$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.26$0.81
2022$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.33$0.93
2021$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.69$0.81
2020$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.00$0.11
2019$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$1.01$1.18
2018$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.08$0.42
2017$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.70$1.04
2016$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.47$0.83
2015$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.64$1.25
2014$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$0.46$0.87
2013$0.50$0.00$0.00$0.00$0.00$0.00$0.57$1.07

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.39%
-0.88%
EIS (iShares MSCI Israel ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Israel ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Israel ETF was 51.94%, occurring on Nov 20, 2008. Recovery took 280 trading sessions.

The current iShares MSCI Israel ETF drawdown is 4.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.94%Jun 2, 2008122Nov 20, 2008280Jan 4, 2010402
-41.88%Jan 4, 2022457Oct 27, 2023
-40.26%Jan 19, 2011382Jul 24, 2012756Jul 28, 20151138
-38.24%Feb 20, 202018Mar 16, 2020193Dec 17, 2020211
-22.47%Apr 6, 201061Jun 30, 2010114Dec 10, 2010175

Volatility

Volatility Chart

The current iShares MSCI Israel ETF volatility is 4.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.37%
3.96%
EIS (iShares MSCI Israel ETF)
Benchmark (^GSPC)