EIDO vs. IDX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIDO or IDX.
Performance
EIDO vs. IDX - Performance Comparison
Returns By Period
In the year-to-date period, EIDO achieves a -7.94% return, which is significantly lower than IDX's -6.09% return. Over the past 10 years, EIDO has outperformed IDX with an annualized return of -1.40%, while IDX has yielded a comparatively lower -2.40% annualized return.
EIDO
-7.94%
-11.26%
0.72%
-2.63%
-1.82%
-1.40%
IDX
-6.09%
-10.94%
-2.97%
-0.33%
-4.04%
-2.40%
Key characteristics
| EIDO | IDX | |
|---|---|---|
| Sharpe Ratio | -0.19 | -0.10 |
| Sortino Ratio | -0.15 | -0.02 |
| Omega Ratio | 0.98 | 1.00 |
| Calmar Ratio | -0.09 | -0.04 |
| Martin Ratio | -0.43 | -0.28 |
| Ulcer Index | 7.67% | 6.57% |
| Daily Std Dev | 17.29% | 18.17% |
| Max Drawdown | -63.21% | -63.17% |
| Current Drawdown | -31.14% | -38.08% |
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EIDO vs. IDX - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is higher than IDX's 0.57% expense ratio.
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.
Risk-Adjusted Performance
EIDO vs. IDX - Risk-Adjusted Performance 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.
Dividends
EIDO vs. IDX - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 4.23%, more than IDX's 3.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 4.23% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% | 2.03% |
IDX VanEck Vectors Indonesia Index ETF | 3.86% | 3.62% | 3.64% | 1.08% | 1.67% | 2.09% | 2.19% | 1.85% | 1.16% | 2.43% | 2.07% | 3.38% |
Drawdowns
EIDO vs. IDX - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, roughly equal to the maximum IDX drawdown of -63.17%. Use the drawdown chart below to compare losses from any high point for EIDO and IDX. For additional features, visit the drawdowns tool.
Volatility
EIDO vs. IDX - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) and VanEck Vectors Indonesia Index ETF (IDX) have volatilities of 4.26% and 4.17%, 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.