EIDO vs. RSBY
EIDO (iShares MSCI Indonesia ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - EIDO is a Indonesia Equities fund tracking the MSCI Indonesia Investable Market Index, while RSBY is a Multistrategy fund actively managed by Return Stacked. EIDO is passively managed, while RSBY is actively managed. Over the past year, EIDO returned -29.57% vs 17.98% for RSBY. At a correlation of -0.11, they often move in opposite directions. EIDO charges 0.59%/yr vs 0.98%/yr for RSBY.
Performance
EIDO vs. RSBY - Performance Comparison
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Returns By Period
In the year-to-date period, EIDO achieves a -34.24% return, which is significantly lower than RSBY's 18.74% return.
EIDO
- 1D
- 0.75%
- 1M
- -0.35%
- 6M
- -35.38%
- YTD
- -34.24%
- 1Y
- -29.57%
- 3Y*
- -17.00%
- 5Y*
- -6.72%
- 10Y*
- -4.74%
RSBY
- 1D
- 0.72%
- 1M
- -0.53%
- 6M
- 17.67%
- YTD
- 18.74%
- 1Y
- 17.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EIDO vs. RSBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | -34.24% | 4.90% | -14.28% |
RSBY Return Stacked Bonds & Futures Yield ETF | 18.74% | -12.98% | -7.79% |
Correlation
The correlation between EIDO and RSBY is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024 | -0.11 |
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Return for Risk
EIDO vs. RSBY — Risk / Return Rank
EIDO
RSBY
EIDO vs. RSBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and Return Stacked Bonds & Futures Yield ETF (RSBY). 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 | RSBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.27 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.27 | -2.95 |
| Martin ratioReturn relative to average drawdown | -1.74 | 5.30 | -7.04 |
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Drawdowns
EIDO vs. RSBY - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, which is greater than RSBY's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for EIDO and RSBY.
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Drawdown Indicators
| EIDO | RSBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.21% | -23.32% | -39.89% |
Max Drawdown (1Y)Largest decline over 1 year | -43.81% | -7.95% | -35.86% |
Max Drawdown (3Y)Largest decline over 3 years | -51.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -51.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.41% | — | — |
Current DrawdownCurrent decline from peak | -55.12% | -6.28% | -48.84% |
Average DrawdownAverage peak-to-trough decline | -24.83% | -13.32% | -11.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.01% | 3.40% | +13.61% |
Volatility
EIDO vs. RSBY - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 9.48% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 3.20%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than RSBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDO | RSBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 3.20% | +6.28% |
Volatility (6M)Calculated over the trailing 6-month period | 23.25% | 8.40% | +14.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.99% | 11.40% | +14.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.65% | 13.36% | +7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.99% | 13.36% | +11.63% |
EIDO vs. RSBY - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is lower than RSBY's 0.98% expense ratio.
Dividends
EIDO vs. RSBY - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 3.39%, more than RSBY's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 3.39% | 3.56% | 5.20% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.16% | 1.67% |
RSBY Return Stacked Bonds & Futures Yield ETF | 1.74% | 2.07% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EIDO and RSBY have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIDO has higher volatility (9.48%) compared to RSBY (3.20%). In terms of maximum drawdown, EIDO dropped -63.21% vs RSBY's -23.32%.
On 1-year performance, RSBY leads with 17.98% vs -29.57% for EIDO. On fees, EIDO is cheaper at 0.59% per year. On volatility, RSBY has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSBY has performed better with a 17.98% return vs -29.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EIDO is cheaper with a 0.59% expense ratio, compared with 0.98% for RSBY.
EIDO has the higher dividend yield at 3.39%, compared with 1.74% for RSBY.
EIDO is categorized as Indonesia Equities, while RSBY is Multistrategy. They also come from different issuers: iShares and Return Stacked. Their fees differ too: 0.59% for EIDO and 0.98% for RSBY.
RSBY currently has the higher Sharpe Ratio (1.58 vs -1.14), 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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