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EIDO vs. EPHE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIDO vs. EPHE - Performance Comparison

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

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EIDO vs. EPHE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIDO
iShares MSCI Indonesia ETF
-15.61%4.90%-13.02%2.56%-0.16%-0.60%-7.13%5.30%-10.88%19.40%
EPHE
iShares MSCI Philippines ETF
-0.28%1.56%-1.41%1.27%-15.87%-2.23%-3.95%8.50%-17.50%20.20%

Returns By Period

In the year-to-date period, EIDO achieves a -15.61% return, which is significantly lower than EPHE's -0.28% return. Over the past 10 years, EIDO has outperformed EPHE with an annualized return of -1.75%, while EPHE has yielded a comparatively lower -2.63% annualized return.


EIDO

1D
-0.06%
1M
-9.93%
YTD
-15.61%
6M
-8.75%
1Y
0.67%
3Y*
-9.09%
5Y*
-3.50%
10Y*
-1.75%

EPHE

1D
0.08%
1M
-7.66%
YTD
-0.28%
6M
-0.59%
1Y
0.35%
3Y*
-0.60%
5Y*
-1.43%
10Y*
-2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIDO vs. EPHE - Expense Ratio Comparison

Both EIDO and EPHE have an expense ratio of 0.59%.


Return for Risk

EIDO vs. EPHE — Risk / Return Rank

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

EIDO
EIDO Risk / Return Rank: 1212
Overall Rank
EIDO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EIDO Sortino Ratio Rank: 1212
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

EPHE
EPHE Risk / Return Rank: 1212
Overall Rank
EPHE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EPHE Omega Ratio Rank: 1212
Omega Ratio Rank
EPHE Calmar Ratio Rank: 1212
Calmar Ratio Rank
EPHE Martin Ratio Rank: 1212
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. EPHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and iShares MSCI Philippines ETF (EPHE). 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.


EIDOEPHEDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.02

+0.01

Sortino ratio

Return per unit of downside risk

0.20

0.17

+0.03

Omega ratio

Gain probability vs. loss probability

1.03

1.02

+0.01

Calmar ratio

Return relative to maximum drawdown

0.02

0.01

0.00

Martin ratio

Return relative to average drawdown

0.05

0.03

+0.03

EIDO vs. EPHE - Sharpe Ratio Comparison

The current EIDO Sharpe Ratio is 0.03, which is higher than the EPHE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of EIDO and EPHE, 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


EIDOEPHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.02

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.08

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

-0.12

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.05

-0.05

Correlation

The correlation between EIDO and EPHE is 0.53, 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. EPHE - Dividend Comparison

EIDO's dividend yield for the trailing twelve months is around 4.22%, more than EPHE's 2.11% yield.


TTM20252024202320222021202020192018201720162015
EIDO
iShares MSCI Indonesia ETF
4.22%3.56%5.20%2.94%2.53%1.33%1.51%1.78%1.99%1.26%1.16%1.67%
EPHE
iShares MSCI Philippines ETF
2.11%2.11%2.32%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%

Drawdowns

EIDO vs. EPHE - Drawdown Comparison

The maximum EIDO drawdown since its inception was -63.21%, which is greater than EPHE's maximum drawdown of -53.82%. Use the drawdown chart below to compare losses from any high point for EIDO and EPHE.


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Drawdown Indicators


EIDOEPHEDifference

Max Drawdown

Largest peak-to-trough decline

-63.21%

-53.82%

-9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-16.22%

-5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-38.14%

-32.96%

-5.18%

Max Drawdown (10Y)

Largest decline over 10 years

-59.41%

-51.62%

-7.79%

Current Drawdown

Current decline from peak

-42.40%

-34.06%

-8.34%

Average Drawdown

Average peak-to-trough decline

-24.39%

-20.84%

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

7.46%

-0.58%

Volatility

EIDO vs. EPHE - Volatility Comparison

iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 8.15% compared to iShares MSCI Philippines ETF (EPHE) at 7.51%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than EPHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIDOEPHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

7.51%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

14.07%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

23.84%

20.56%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

18.11%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

22.34%

+2.31%