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.
Key characteristics
| EIDO | EWS | |
|---|---|---|
| YTD Return | -7.97% | 2.51% |
| 1Y Return | -12.46% | 4.22% |
| 3Y Return (Ann) | 0.63% | -2.20% |
| 5Y Return (Ann) | -2.28% | -1.10% |
| 10Y Return (Ann) | -1.21% | 0.58% |
| Sharpe Ratio | -0.86 | 0.26 |
| Daily Std Dev | 14.88% | 15.82% |
| Max Drawdown | -63.21% | -75.21% |
| Current Drawdown | -31.16% | -11.50% |
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.
Performance
EIDO vs. EWS - Performance Comparison
In the year-to-date period, EIDO achieves a -7.97% return, which is significantly lower than EWS's 2.51% return. Over the past 10 years, EIDO has underperformed EWS with an annualized return of -1.21%, while EWS has yielded a comparatively higher 0.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 3.20%, less than EWS's 6.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 3.20% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.16% | 1.67% | 1.32% | 2.03% |
EWS iShares MSCI Singapore ETF | 6.34% | 6.50% | 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 -75.21%. 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
iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 5.81% compared to iShares MSCI Singapore ETF (EWS) at 4.88%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.