EIDO vs. IBIC
EIDO (iShares MSCI Indonesia ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - EIDO is a Asia Pacific Equities fund tracking the MSCI Indonesia Investable Market Index, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, EIDO returned -31.45% vs 4.54% for IBIC. At a 0.04 correlation, their price movements are largely independent. EIDO charges 0.59%/yr vs 0.10%/yr for IBIC.
Performance
EIDO vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, EIDO achieves a -34.87% return, which is significantly lower than IBIC's 2.37% 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%
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EIDO vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | -34.87% | 4.90% | -13.02% | -1.19% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between EIDO and IBIC is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.04 |
The correlation between EIDO and IBIC shifts across timeframes, from -0.22 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EIDO vs. IBIC — Risk / Return Rank
EIDO
IBIC
EIDO vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.
| EIDO | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.46 | ||
| Sortino ratioReturn per unit of downside risk | -11.08 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 2.24 | -1.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 17.27 | -18.13 |
| Martin ratioReturn relative to average drawdown | -2.63 | 67.45 | -70.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIDO | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.41 | 5.05 | -6.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | — | — |
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 | 3.49 | -3.55 |
Drawdowns
EIDO vs. IBIC - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for EIDO and IBIC.
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Drawdown Indicators
| EIDO | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.21% | -0.90% | -62.31% |
Max Drawdown (1Y)Largest decline over 1 year | -36.63% | -0.26% | -36.37% |
Max Drawdown (3Y)Largest decline over 3 years | -45.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.41% | — | — |
Current DrawdownCurrent decline from peak | -55.54% | -0.13% | -55.41% |
Average DrawdownAverage peak-to-trough decline | -24.63% | -0.10% | -24.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 0.07% | +11.91% |
Volatility
EIDO vs. IBIC - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 7.47% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDO | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 0.33% | +7.14% |
Volatility (6M)Calculated over the trailing 6-month period | 18.22% | 0.67% | +17.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 0.90% | +21.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 1.58% | +18.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.77% | 1.58% | +23.19% |
EIDO vs. IBIC - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
EIDO vs. IBIC - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 5.46%, more than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EIDO and IBIC have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIDO has higher volatility (7.47%) compared to IBIC (0.33%). In terms of maximum drawdown, EIDO dropped -63.21% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.54% vs -31.45% for EIDO. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBIC has performed better with a 4.54% return vs -31.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.59% for EIDO.
EIDO has the higher dividend yield at 5.46%, compared with 3.59% for IBIC.
EIDO is categorized as Asia Pacific Equities, while IBIC is Inflation-Protected Bonds. EIDO tracks MSCI Indonesia Investable Market Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. Their fees differ too: 0.59% for EIDO and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 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.
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