PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EIDO vs. FLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EIDO vs. FLTW

Last updated Jun 4, 2026

EIDO (iShares MSCI Indonesia ETF) and FLTW (Franklin FTSE Taiwan ETF) are both Asia Pacific Equities funds - EIDO tracks the MSCI Indonesia Investable Market Index while FLTW tracks the FTSE Taiwan RIC Capped Index. Both are passively managed. Over the past 5 years, EIDO returned -8.84%/yr vs 21.84%/yr for FLTW. At a 0.44 correlation, their price movements are largely independent. EIDO charges 0.59%/yr vs 0.19%/yr for FLTW.

Performance

EIDO vs. FLTW - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EIDO achieves a -34.87% return, which is significantly lower than FLTW's 73.16% return.

EIDO

1D
-4.99%
1M
-17.26%
YTD
-34.87%
6M
-34.69%
1Y
-31.45%
3Y*
-16.90%
5Y*
-8.84%
10Y*
-3.97%

FLTW

1D
-0.16%
1M
20.90%
YTD
73.16%
6M
78.07%
1Y
122.77%
3Y*
43.09%
5Y*
21.84%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIDO vs. FLTW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EIDO
iShares MSCI Indonesia ETF		-34.87%4.90%-13.02%2.56%-0.16%-0.60%-7.13%5.30%-10.88%4.29%
FLTW
Franklin FTSE Taiwan ETF		73.16%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.25%

Correlation

The correlation between EIDO and FLTW is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2017

0.44

The correlation between EIDO and FLTW shifts across timeframes, from 0.34 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

EIDO vs. FLTW - Sectors Allocation Comparison

Sectors
EIDO
FLTW

Financial Services

37.8%
12.6%

Basic Materials

18.5%
2.9%

Energy

10.6%
0.1%

Communication Services

8.7%
1.6%

Consumer Defensive

7.5%
0.9%

Industrials

6.1%
4.0%

Technology

2.7%
75.6%

Utilities

2.4%

-

Healthcare

2.4%
0.6%

Real Estate

1.8%

-

Consumer Cyclical

1.6%
1.7%

Financial Services

EIDO
37.8%
FLTW
12.6%

Basic Materials

EIDO
18.5%
FLTW
2.9%

Energy

EIDO
10.6%
FLTW
0.1%

Communication Services

EIDO
8.7%
FLTW
1.6%

Consumer Defensive

EIDO
7.5%
FLTW
0.9%

Industrials

EIDO
6.1%
FLTW
4.0%

Technology

EIDO
2.7%
FLTW
75.6%

Utilities

EIDO
2.4%
FLTW

-

Healthcare

EIDO
2.4%
FLTW
0.6%

Real Estate

EIDO
1.8%
FLTW

-

Consumer Cyclical

EIDO
1.6%
FLTW
1.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Indonesia ETF

Franklin FTSE Taiwan ETF

Often compared with EIDO:
EIDO vs. IDXEIDO vs. EWYEIDO vs. INDAEIDO vs. ASEAEIDO vs. EWMEIDO vs. EWWEIDO vs. EWS
Often compared with FLTW:
FLTW vs. EWTFLTW vs. VOOFLTW vs. FLGRFLTW vs. EMMFFLTW vs. SCHDFLTW vs. VXUSFLTW vs. FOXA

Return for Risk

EIDO vs. FLTW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EIDO
EIDO Risk / Return Rank: 11
Overall Rank
EIDO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EIDO Sortino Ratio Rank: 11
Sortino Ratio Rank
EIDO Omega Ratio Rank: 00
Omega Ratio Rank
EIDO Calmar Ratio Rank: 22
Calmar Ratio Rank
EIDO Martin Ratio Rank: 00
Martin Ratio Rank
FLTW
FLTW Risk / Return Rank: 9696
Overall Rank
FLTW Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9595
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9696
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. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and Franklin FTSE Taiwan ETF (FLTW). 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.

EIDOFLTWDifference
Sharpe ratioReturn per unit of total volatility
-1.41
4.75

-6.16

Sortino ratioReturn per unit of downside risk
-1.96
5.21

-7.17

Omega ratioGain probability vs. loss probability

0.75

1.73

-0.98

Calmar ratioReturn relative to maximum drawdown

-0.86

11.36

-12.22

Martin ratioReturn relative to average drawdown

-2.63

35.77

-38.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIDO vs. FLTW - Sharpe Ratio Comparison

The current EIDO Sharpe Ratio is -1.41, which is lower than the FLTW Sharpe Ratio of 4.75. The chart below compares the historical Sharpe Ratios of EIDO and FLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

EIDOFLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.41

4.75

-6.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.98

-1.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.95

-1.02

Drawdowns

EIDO vs. FLTW - Drawdown Comparison

The maximum EIDO drawdown since its inception was -63.21%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for EIDO and FLTW.

Loading charts...

Drawdown Indicators

EIDOFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-63.21%

-38.00%

-25.21%

Max Drawdown (1Y)

Largest decline over 1 year

-36.63%

-10.87%

-25.76%

Max Drawdown (3Y)

Largest decline over 3 years

-45.60%

-26.45%

-19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-45.60%

-38.00%

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-59.41%

—

—

Current Drawdown

Current decline from peak

-55.54%

-0.16%

-55.38%

Average Drawdown

Average peak-to-trough decline

-24.63%

-8.43%

-16.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.98%

3.45%

+8.53%

Volatility

EIDO vs. FLTW - Volatility Comparison

The current volatility for iShares MSCI Indonesia ETF (EIDO) is 7.47%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 11.77%. This indicates that EIDO experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EIDOFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

11.77%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

18.22%

21.29%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

26.00%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.77%

22.44%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.77%

21.77%

+3.00%

EIDO vs. FLTW - Expense Ratio Comparison

EIDO has a 0.59% expense ratio, which is higher than FLTW's 0.19% expense ratio.

Dividends

EIDO vs. FLTW - Dividend Comparison

EIDO's dividend yield for the trailing twelve months is around 5.46%, more than FLTW's 1.45% yield.

PositionTTM20252024202320222021202020192018201720162015
EIDO
iShares MSCI Indonesia ETF		5.46%3.56%5.20%2.94%2.53%1.33%1.51%1.78%1.99%1.26%1.16%1.67%
FLTW
Franklin FTSE Taiwan ETF		1.45%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%

Frequently Asked Questions

EIDO and FLTW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTW has higher volatility (11.77%) compared to EIDO (7.47%). In terms of maximum drawdown, EIDO dropped -63.21% vs FLTW's -38.00%.

On 5-year performance, FLTW leads with 21.84% vs -8.84% for EIDO. On fees, FLTW is cheaper at 0.19% per year. On volatility, EIDO has been the lower-risk option at 7.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLTW has performed better with a 21.84% return vs -8.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTW is cheaper with a 0.19% expense ratio, compared with 0.59% for EIDO.

EIDO has the higher dividend yield at 5.46%, compared with 1.45% for FLTW.

EIDO tracks MSCI Indonesia Investable Market Index, while FLTW tracks FTSE Taiwan RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.59% for EIDO and 0.19% for FLTW.

FLTW currently has the higher Sharpe Ratio (4.75 vs -1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EIDO and FLTW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer