EIDO vs. VOO
Compare and contrast key facts about iShares MSCI Indonesia ETF (EIDO) and Vanguard S&P 500 ETF (VOO).
EIDO and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both EIDO and VOO 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 VOO.
Performance
EIDO vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, EIDO achieves a -7.53% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, EIDO has underperformed VOO with an annualized return of -1.45%, while VOO has yielded a comparatively higher 13.15% annualized return.
EIDO
-7.53%
-11.21%
0.49%
-2.87%
-1.73%
-1.45%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| EIDO | VOO | |
|---|---|---|
| Sharpe Ratio | -0.25 | 2.62 |
| Sortino Ratio | -0.22 | 3.50 |
| Omega Ratio | 0.97 | 1.49 |
| Calmar Ratio | -0.12 | 3.78 |
| Martin Ratio | -0.56 | 17.12 |
| Ulcer Index | 7.60% | 1.86% |
| Daily Std Dev | 17.35% | 12.19% |
| Max Drawdown | -63.21% | -33.99% |
| Current Drawdown | -30.82% | -1.36% |
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EIDO vs. VOO - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between EIDO and VOO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EIDO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 4.22%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 4.22% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% | 2.03% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EIDO vs. VOO - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EIDO and VOO. For additional features, visit the drawdowns tool.
Volatility
EIDO vs. VOO - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.26% and 4.10%, 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.