EIDO vs. EWS
Compare and contrast key facts about iShares MSCI Indonesia ETF (EIDO) and iShares MSCI Singapore ETF (EWS).
EIDO and EWS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EIDO is a passively managed fund by iShares that tracks the performance of the MSCI Indonesia Investable Market Index. It was launched on May 5, 2010. EWS is a passively managed fund by iShares that tracks the performance of the MSCI Singapore Index. It was launched on Mar 12, 1996. Both EIDO and EWS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIDO or EWS.
Performance
EIDO vs. EWS - Performance Comparison
Returns By Period
In the year-to-date period, EIDO achieves a -6.79% return, which is significantly lower than EWS's 24.38% return. Over the past 10 years, EIDO has underperformed EWS with an annualized return of -1.37%, while EWS has yielded a comparatively higher 2.50% annualized return.
EIDO
-6.79%
-10.86%
1.10%
-3.49%
-1.73%
-1.37%
EWS
24.38%
3.30%
18.37%
31.77%
3.27%
2.50%
Key characteristics
| EIDO | EWS | |
|---|---|---|
| Sharpe Ratio | -0.18 | 2.17 |
| Sortino Ratio | -0.13 | 3.01 |
| Omega Ratio | 0.99 | 1.39 |
| Calmar Ratio | -0.08 | 1.61 |
| Martin Ratio | -0.40 | 11.91 |
| Ulcer Index | 7.54% | 2.66% |
| Daily Std Dev | 17.33% | 14.59% |
| Max Drawdown | -63.21% | -75.20% |
| Current Drawdown | -30.27% | 0.00% |
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EIDO vs. EWS - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is higher than EWS's 0.50% expense ratio.
Correlation
The correlation between EIDO and EWS is 0.58, 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.
Risk-Adjusted Performance
EIDO vs. EWS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and iShares MSCI Singapore ETF (EWS). 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.
Dividends
EIDO vs. EWS - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 4.18%, more than EWS's 3.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 4.18% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% | 2.03% |
EWS iShares MSCI Singapore ETF | 3.87% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% | 3.77% |
Drawdowns
EIDO vs. EWS - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, smaller than the maximum EWS drawdown of -75.20%. Use the drawdown chart below to compare losses from any high point for EIDO and EWS. For additional features, visit the drawdowns tool.
Volatility
EIDO vs. EWS - Volatility Comparison
The current volatility for iShares MSCI Indonesia ETF (EIDO) is 4.25%, while iShares MSCI Singapore ETF (EWS) has a volatility of 4.52%. This indicates that EIDO experiences smaller price fluctuations and is considered to be less risky than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.