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EGPT vs. EIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EGPT and EIS is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

EGPT vs. EIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Egypt Index ETF (EGPT) and iShares MSCI Israel ETF (EIS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


EGPT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

EIS

YTD

5.43%

1M

4.60%

6M

12.69%

1Y

33.38%

3Y*

10.22%

5Y*

10.79%

10Y*

6.20%

*Annualized

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VanEck Vectors Egypt Index ETF

iShares MSCI Israel ETF

EGPT vs. EIS - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than EIS's 0.59% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EGPT vs. EIS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGPT

EIS
The Risk-Adjusted Performance Rank of EIS is 9090
Overall Rank
The Sharpe Ratio Rank of EIS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of EIS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EIS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of EIS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of EIS is 8989
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.

EGPT vs. EIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Egypt Index ETF (EGPT) and iShares MSCI Israel ETF (EIS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EGPT vs. EIS - Dividend Comparison

EGPT has not paid dividends to shareholders, while EIS's dividend yield for the trailing twelve months is around 1.31%.


TTM20242023202220212020201920182017201620152014
EGPT
VanEck Vectors Egypt Index ETF
0.00%0.15%6.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIS
iShares MSCI Israel ETF
1.31%1.38%1.39%1.66%1.04%0.17%2.06%0.87%2.02%1.78%2.55%1.86%

Drawdowns

EGPT vs. EIS - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EGPT vs. EIS - Volatility Comparison


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