EIDO vs. IAU
EIDO (iShares MSCI Indonesia ETF) and IAU (iShares Gold Trust) are both exchange-traded funds - EIDO is a Asia Pacific Equities fund tracking the MSCI Indonesia Investable Market Index, while IAU is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, EIDO returned -3.60%/yr vs 11.76%/yr for IAU. At a 0.15 correlation, their price movements are largely independent. EIDO charges 0.59%/yr vs 0.25%/yr for IAU.
Performance
EIDO vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, EIDO achieves a -33.53% return, which is significantly lower than IAU's -4.73% return. Over the past 10 years, EIDO has underperformed IAU with an annualized return of -3.60%, while IAU has yielded a comparatively higher 11.76% annualized return.
EIDO
- 1D
- 0.41%
- 1M
- -5.05%
- YTD
- -33.53%
- 6M
- -32.96%
- 1Y
- -25.70%
- 3Y*
- -15.88%
- 5Y*
- -7.01%
- 10Y*
- -3.60%
IAU
- 1D
- -1.87%
- 1M
- -8.82%
- YTD
- -4.73%
- 6M
- -8.68%
- 1Y
- 21.45%
- 3Y*
- 28.61%
- 5Y*
- 18.02%
- 10Y*
- 11.76%
EIDO vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | -33.53% | 4.90% | -13.02% | 2.56% | -0.16% | -0.60% | -7.13% | 5.30% | -10.88% | 19.40% |
IAU iShares Gold Trust | -4.73% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Correlation
The correlation between EIDO and IAU is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 7, 2010 | 0.15 |
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Return for Risk
EIDO vs. IAU — Risk / Return Rank
EIDO
IAU
EIDO vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and iShares Gold Trust (IAU). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EIDO | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.17 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 0.88 | -1.47 |
| Martin ratioReturn relative to average drawdown | -1.77 | 2.37 | -4.15 |
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Drawdowns
EIDO vs. IAU - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for EIDO and IAU.
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Drawdown Indicators
| EIDO | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.21% | -45.14% | -18.07% |
Max Drawdown (1Y)Largest decline over 1 year | -43.81% | -24.40% | -19.41% |
Max Drawdown (3Y)Largest decline over 3 years | -51.77% | -24.40% | -27.37% |
Max Drawdown (5Y)Largest decline over 5 years | -51.77% | -24.40% | -27.37% |
Max Drawdown (10Y)Largest decline over 10 years | -59.41% | -24.40% | -35.01% |
Current DrawdownCurrent decline from peak | -54.63% | -23.87% | -30.76% |
Average DrawdownAverage peak-to-trough decline | -24.72% | -15.97% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.51% | 9.07% | +5.44% |
Volatility
EIDO vs. IAU - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 14.34% compared to iShares Gold Trust (IAU) at 8.10%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDO | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.34% | 8.10% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 22.25% | 24.23% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.45% | 27.38% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.51% | 18.18% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.98% | 15.98% | +9.00% |
EIDO vs. IAU - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is higher than IAU's 0.25% expense ratio.
Dividends
EIDO vs. IAU - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 3.35%, while IAU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 3.35% | 3.56% | 5.20% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.16% | 1.67% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EIDO and IAU have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIDO has higher volatility (14.34%) compared to IAU (8.10%). In terms of maximum drawdown, EIDO dropped -63.21% vs IAU's -45.14%.
On 10-year performance, IAU leads with 11.76% vs -3.60% for EIDO. On fees, IAU is cheaper at 0.25% per year. On volatility, IAU has been the lower-risk option at 8.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IAU has performed better with a 11.76% return vs -3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IAU is cheaper with a 0.25% expense ratio, compared with 0.59% for EIDO.
EIDO has the higher dividend yield at 3.35%, compared with 0.00% for IAU.
EIDO is categorized as Asia Pacific Equities, while IAU is Gold. EIDO tracks MSCI Indonesia Investable Market Index, while IAU tracks LBMA Gold Price. Their fees differ too: 0.59% for EIDO and 0.25% for IAU.
IAU currently has the higher Sharpe Ratio (0.79 vs -1.01), 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.
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