EIDO vs. IDX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Indonesia ETF (EIDO) and VanEck Vectors Indonesia Index ETF (IDX).

EIDO and IDX 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. IDX is a passively managed fund by VanEck that tracks the performance of the MVIS Indonesia Index. It was launched on Jan 15, 2009. Both EIDO and IDX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EIDO vs. IDX - Performance Comparison

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

EIDO vs. IDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EIDO iShares MSCI Indonesia ETF	-15.61%	4.90%	-13.02%	2.56%	-0.16%	-0.60%	-7.13%	5.30%	-10.88%	19.40%
IDX VanEck Vectors Indonesia Index ETF	-16.35%	13.83%	-9.75%	1.98%	-9.40%	-2.59%	-7.45%	6.26%	-10.46%	19.24%

Returns By Period

The year-to-date returns for both stocks are quite close, with EIDO having a -15.61% return and IDX slightly lower at -16.35%. Over the past 10 years, EIDO has outperformed IDX with an annualized return of -1.75%, while IDX has yielded a comparatively lower -1.86% annualized return.

EIDO

• 1D: -0.06%
• 1M: -9.93%
• YTD: -15.61%
• 6M: -8.75%
• 1Y: 0.67%
• 3Y*: -9.09%
• 5Y*: -3.50%
• 10Y*: -1.75%

IDX

• 1D: 0.36%
• 1M: -10.56%
• YTD: -16.35%
• 6M: -11.93%
• 1Y: 12.37%
• 3Y*: -5.18%
• 5Y*: -3.73%
• 10Y*: -1.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EIDO vs. IDX - Expense Ratio Comparison

EIDO has a 0.59% expense ratio, which is higher than IDX's 0.57% expense ratio.

EIDO

iShares MSCI Indonesia ETF

IDX

VanEck Vectors Indonesia Index ETF

Return for Risk

EIDO vs. IDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIDO

EIDO Risk / Return Rank: 12
EIDO Sharpe Ratio Rank: 12
EIDO Sortino Ratio Rank: 12
EIDO Omega Ratio Rank: 13
EIDO Calmar Ratio Rank: 12
EIDO Martin Ratio Rank: 12

IDX

IDX Risk / Return Rank: 26
IDX Sharpe Ratio Rank: 26
IDX Sortino Ratio Rank: 25
IDX Omega Ratio Rank: 28
IDX Calmar Ratio Rank: 24
IDX Martin Ratio Rank: 25

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. IDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and VanEck Vectors Indonesia Index ETF (IDX). 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	IDX	Difference
Sharpe ratio Return per unit of total volatility	0.03	0.49	-0.47
Sortino ratio Return per unit of downside risk	0.20	0.79	-0.58
Omega ratio Gain probability vs. loss probability	1.03	1.12	-0.09
Calmar ratio Return relative to maximum drawdown	0.02	0.54	-0.52
Martin ratio Return relative to average drawdown	0.05	1.91	-1.86
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. IDX - Sharpe Ratio Comparison

The current EIDO Sharpe Ratio is 0.03, which is lower than the IDX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of EIDO and IDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EIDO	IDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	0.49	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	-0.19	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	-0.08	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.20	-0.20

Correlation

The correlation between EIDO and IDX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EIDO vs. IDX - Dividend Comparison

EIDO's dividend yield for the trailing twelve months is around 4.22%, more than IDX's 2.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EIDO iShares MSCI Indonesia ETF	4.22%	3.56%	5.20%	2.94%	2.53%	1.33%	1.51%	1.78%	1.99%	1.26%	1.16%	1.67%
IDX VanEck Vectors Indonesia Index ETF	2.49%	2.08%	4.01%	3.62%	3.64%	1.08%	1.66%	2.21%	2.19%	1.85%	1.16%	2.43%

Drawdowns

EIDO vs. IDX - Drawdown Comparison

The maximum EIDO drawdown since its inception was -63.21%, roughly equal to the maximum IDX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for EIDO and IDX.

Drawdown Indicators

	EIDO	IDX	Difference
Max Drawdown Largest peak-to-trough decline	-63.21%	-63.14%	-0.07%
Max Drawdown (1Y) Largest decline over 1 year	-21.33%	-23.74%	+2.41%
Max Drawdown (5Y) Largest decline over 5 years	-38.14%	-44.88%	+6.74%
Max Drawdown (10Y) Largest decline over 10 years	-59.41%	-59.11%	-0.30%
Current Drawdown Current decline from peak	-42.40%	-43.27%	+0.87%
Average Drawdown Average peak-to-trough decline	-24.39%	-24.60%	+0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.88%	6.72%	+0.16%

Volatility

EIDO vs. IDX - Volatility Comparison

iShares MSCI Indonesia ETF (EIDO) and VanEck Vectors Indonesia Index ETF (IDX) have volatilities of 8.15% and 8.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIDO	IDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.15%	8.16%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	16.53%	19.40%	-2.87%
Volatility (1Y) Calculated over the trailing 1-year period	23.84%	25.13%	-1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.54%	19.91%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.65%	24.07%	+0.58%