EIDO vs. TLT
EIDO (iShares MSCI Indonesia ETF) and TLT (iShares 20+ Year Treasury Bond ETF) are both exchange-traded funds - EIDO is a Asia Pacific Equities fund tracking the MSCI Indonesia Investable Market Index, while TLT is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 10 years, EIDO returned -3.97%/yr vs -1.66%/yr for TLT. At a correlation of -0.13, they often move in opposite directions. EIDO charges 0.59%/yr vs 0.15%/yr for TLT.
Performance
EIDO vs. TLT - 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 TLT's -0.27% return. Over the past 10 years, EIDO has underperformed TLT with an annualized return of -3.97%, while TLT has yielded a comparatively higher -1.66% annualized 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%
TLT
- 1D
- -0.40%
- 1M
- 0.81%
- YTD
- -0.27%
- 6M
- -2.02%
- 1Y
- 4.93%
- 3Y*
- -1.80%
- 5Y*
- -6.31%
- 10Y*
- -1.66%
EIDO vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | -34.87% | 4.90% | -13.02% | 2.56% | -0.16% | -0.60% | -7.13% | 5.30% | -10.88% | 19.40% |
TLT iShares 20+ Year Treasury Bond ETF | -0.27% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
Correlation
The correlation between EIDO and TLT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | -0.13 |
The correlation between EIDO and TLT shifts across timeframes, from -0.13 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EIDO vs. TLT — Risk / Return Rank
EIDO
TLT
EIDO vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and iShares 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.09 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.65 | -1.51 |
| Martin ratioReturn relative to average drawdown | -2.63 | 1.63 | -4.25 |
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 | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.41 | 0.51 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | -0.40 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | -0.11 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.26 | -0.32 |
Drawdowns
EIDO vs. TLT - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EIDO and TLT.
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Drawdown Indicators
| EIDO | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.21% | -48.35% | -14.86% |
Max Drawdown (1Y)Largest decline over 1 year | -36.63% | -7.58% | -29.05% |
Max Drawdown (3Y)Largest decline over 3 years | -45.60% | -19.18% | -26.42% |
Max Drawdown (5Y)Largest decline over 5 years | -45.60% | -43.70% | -1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -59.41% | -48.35% | -11.06% |
Current DrawdownCurrent decline from peak | -55.54% | -40.44% | -15.10% |
Average DrawdownAverage peak-to-trough decline | -24.63% | -13.82% | -10.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 3.04% | +8.94% |
Volatility
EIDO vs. TLT - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 7.47% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDO | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 2.76% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 18.22% | 6.50% | +11.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 9.77% | +12.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 15.87% | +3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.77% | 14.91% | +9.86% |
EIDO vs. TLT - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is higher than TLT's 0.15% expense ratio.
Dividends
EIDO vs. TLT - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 5.46%, more than TLT's 4.59% 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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.59% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
EIDO and TLT have a correlation of 0.24, 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 TLT (2.76%). In terms of maximum drawdown, EIDO dropped -63.21% vs TLT's -48.35%.
On 10-year performance, TLT leads with -1.66% vs -3.97% for EIDO. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, TLT has performed better with a -1.66% return vs -3.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TLT is cheaper with a 0.15% expense ratio, compared with 0.59% for EIDO.
EIDO has the higher dividend yield at 5.46%, compared with 4.59% for TLT.
EIDO is categorized as Asia Pacific Equities, while TLT is Government Bonds. EIDO tracks MSCI Indonesia Investable Market Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.59% for EIDO and 0.15% for TLT.
TLT currently has the higher Sharpe Ratio (0.51 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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