EIDO vs. TLT
EIDO (iShares MSCI Indonesia ETF) and TLT (iShares 20+ Year Treasury Bond ETF) are both exchange-traded funds - EIDO is a Indonesia 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 -5.01%/yr vs -2.33%/yr for TLT. Their -0.13 correlation means they have often moved in opposite directions in the past. 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 -32.06% return, which is significantly lower than TLT's -3.18% return. Over the past 10 years, EIDO has underperformed TLT with an annualized return of -5.01%, while TLT has yielded a comparatively higher -2.33% annualized return.
EIDO
- 1D
- 0.81%
- 1M
- 8.91%
- 6M
- -27.03%
- YTD
- -32.06%
- 1Y
- -27.16%
- 3Y*
- -15.44%
- 5Y*
- -6.41%
- 10Y*
- -5.01%
- ALL TIME*
- -1.53%
TLT
- 1D
- 0.33%
- 1M
- -3.49%
- 6M
- -2.86%
- YTD
- -3.18%
- 1Y
- -2.12%
- 3Y*
- -1.15%
- 5Y*
- -8.33%
- 10Y*
- -2.33%
- ALL TIME*
- 3.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.59M | $15.49M | $20.66M | |
| $2.39B | $2.06B | $2.20B |
EIDO vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | -32.06% | 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 | -3.18% | 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 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 7, 2010 | -0.13 |
The correlation between EIDO and TLT shifts across timeframes, from -0.13 (all time) to 0.19 (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.
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 | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.97 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.28 | -0.35 |
| Martin ratioReturn relative to average drawdown | -1.44 | -0.59 | -0.85 |
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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 | -43.81% | -7.74% | -36.07% |
Max Drawdown (3Y)Largest decline over 3 years | -51.77% | -14.79% | -36.98% |
Max Drawdown (5Y)Largest decline over 5 years | -51.77% | -43.70% | -8.07% |
Max Drawdown (10Y)Largest decline over 10 years | -59.41% | -48.35% | -11.06% |
Current DrawdownCurrent decline from peak | -53.63% | -42.17% | -11.46% |
Average DrawdownAverage peak-to-trough decline | -24.93% | -14.00% | -10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.87% | 3.60% | +15.27% |
Volatility
EIDO vs. TLT - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 6.67% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.51%. 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 | 6.67% | 2.51% | +4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 21.33% | 6.84% | +14.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.27% | 9.24% | +17.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.69% | 15.74% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.02% | 14.83% | +10.19% |
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 3.28%, less than TLT's 4.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 3.28% | 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 | 4.75% | 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 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIDO has higher volatility (6.67%) compared to TLT (2.51%). In terms of maximum drawdown, EIDO dropped -63.21% vs TLT's -48.35%.
On 10-year performance, TLT leads with -2.33% vs -5.01% for EIDO. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.51%. 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 -2.33% return vs -5.01%. 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.
TLT has the higher dividend yield at 4.75%, compared with 3.28% for EIDO.
EIDO is categorized as Indonesia 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 (-0.23 vs -1.04), 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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