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EIDO vs. ASEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIDO vs. ASEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Indonesia ETF (EIDO) and Global X FTSE Southeast Asia ETF (ASEA). The values are adjusted to include any dividend payments, if applicable.

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EIDO vs. ASEA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIDO
iShares MSCI Indonesia ETF
-15.56%4.90%-13.02%2.56%-0.16%-0.60%-7.13%5.30%-10.88%19.40%
ASEA
Global X FTSE Southeast Asia ETF
6.01%19.80%9.82%4.88%5.24%4.66%-7.88%8.34%-7.58%35.06%

Returns By Period

In the year-to-date period, EIDO achieves a -15.56% return, which is significantly lower than ASEA's 6.01% return. Over the past 10 years, EIDO has underperformed ASEA with an annualized return of -1.74%, while ASEA has yielded a comparatively higher 6.92% annualized return.


EIDO

1D
2.13%
1M
-11.39%
YTD
-15.56%
6M
-9.16%
1Y
0.42%
3Y*
-9.07%
5Y*
-3.48%
10Y*
-1.74%

ASEA

1D
2.16%
1M
-4.66%
YTD
6.01%
6M
15.95%
1Y
29.24%
3Y*
13.03%
5Y*
9.54%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIDO vs. ASEA - Expense Ratio Comparison

EIDO has a 0.59% expense ratio, which is lower than ASEA's 0.65% expense ratio.


Return for Risk

EIDO vs. ASEA — Risk / Return Rank

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

EIDO
EIDO Risk / Return Rank: 1313
Overall Rank
EIDO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EIDO Sortino Ratio Rank: 1313
Sortino Ratio Rank
EIDO Omega Ratio Rank: 1313
Omega Ratio Rank
EIDO Calmar Ratio Rank: 1212
Calmar Ratio Rank
EIDO Martin Ratio Rank: 1212
Martin Ratio Rank

ASEA
ASEA Risk / Return Rank: 8686
Overall Rank
ASEA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ASEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
ASEA Omega Ratio Rank: 8787
Omega Ratio Rank
ASEA Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASEA Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIDO vs. ASEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and Global X FTSE Southeast Asia ETF (ASEA). 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.


EIDOASEADifference

Sharpe ratio

Return per unit of total volatility

0.02

1.67

-1.65

Sortino ratio

Return per unit of downside risk

0.19

2.40

-2.22

Omega ratio

Gain probability vs. loss probability

1.03

1.34

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.00

2.31

-2.31

Martin ratio

Return relative to average drawdown

-0.00

10.51

-10.51

EIDO vs. ASEA - Sharpe Ratio Comparison

The current EIDO Sharpe Ratio is 0.02, which is lower than the ASEA Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of EIDO and ASEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIDOASEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

1.67

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.66

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.39

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.26

-0.27

Correlation

The correlation between EIDO and ASEA is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EIDO vs. ASEA - Dividend Comparison

EIDO's dividend yield for the trailing twelve months is around 4.21%, more than ASEA's 3.73% yield.


TTM20252024202320222021202020192018201720162015
EIDO
iShares MSCI Indonesia ETF
4.21%3.56%5.20%2.94%2.53%1.33%1.51%1.78%1.99%1.26%1.16%1.67%
ASEA
Global X FTSE Southeast Asia ETF
3.73%3.95%3.61%3.76%2.23%4.19%2.27%2.51%3.08%1.59%2.78%3.64%

Drawdowns

EIDO vs. ASEA - Drawdown Comparison

The maximum EIDO drawdown since its inception was -63.21%, which is greater than ASEA's maximum drawdown of -44.16%. Use the drawdown chart below to compare losses from any high point for EIDO and ASEA.


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Drawdown Indicators


EIDOASEADifference

Max Drawdown

Largest peak-to-trough decline

-63.21%

-44.16%

-19.05%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-12.51%

-8.82%

Max Drawdown (5Y)

Largest decline over 5 years

-38.14%

-22.20%

-15.94%

Max Drawdown (10Y)

Largest decline over 10 years

-59.41%

-44.16%

-15.25%

Current Drawdown

Current decline from peak

-42.37%

-5.91%

-36.46%

Average Drawdown

Average peak-to-trough decline

-24.39%

-10.73%

-13.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

2.75%

+4.03%

Volatility

EIDO vs. ASEA - Volatility Comparison

iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 8.32% compared to Global X FTSE Southeast Asia ETF (ASEA) at 6.65%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than ASEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIDOASEADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

6.65%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

10.54%

+6.01%

Volatility (1Y)

Calculated over the trailing 1-year period

23.84%

17.59%

+6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

14.56%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

17.59%

+7.06%