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EIDO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

EIDO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Indonesia ETF (EIDO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-0.66%
8.89%
EIDO
VOO

Key characteristics

Sharpe Ratio

EIDO:

-0.62

VOO:

2.21

Sortino Ratio

EIDO:

-0.75

VOO:

2.93

Omega Ratio

EIDO:

0.91

VOO:

1.41

Calmar Ratio

EIDO:

-0.30

VOO:

3.25

Martin Ratio

EIDO:

-1.26

VOO:

14.47

Ulcer Index

EIDO:

8.86%

VOO:

1.90%

Daily Std Dev

EIDO:

18.02%

VOO:

12.43%

Max Drawdown

EIDO:

-63.21%

VOO:

-33.99%

Current Drawdown

EIDO:

-35.28%

VOO:

-2.87%

Returns By Period

In the year-to-date period, EIDO achieves a -13.48% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, EIDO has underperformed VOO with an annualized return of -1.65%, while VOO has yielded a comparatively higher 13.04% annualized return.


EIDO

YTD

-13.48%

1M

-6.44%

6M

-0.66%

1Y

-12.18%

5Y*

-3.80%

10Y*

-1.65%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EIDO vs. VOO - Expense Ratio Comparison

EIDO has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.


EIDO
iShares MSCI Indonesia ETF
Expense ratio chart for EIDO: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for EIDO, currently valued at -0.62, compared to the broader market0.002.004.00-0.622.21
The chart of Sortino ratio for EIDO, currently valued at -0.75, compared to the broader market-2.000.002.004.006.008.0010.00-0.752.93
The chart of Omega ratio for EIDO, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.41
The chart of Calmar ratio for EIDO, currently valued at -0.30, compared to the broader market0.005.0010.0015.00-0.303.25
The chart of Martin ratio for EIDO, currently valued at -1.26, compared to the broader market0.0020.0040.0060.0080.00100.00-1.2614.47
EIDO
VOO

The current EIDO Sharpe Ratio is -0.62, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EIDO and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.62
2.21
EIDO
VOO

Dividends

EIDO vs. VOO - Dividend Comparison

EIDO's dividend yield for the trailing twelve months is around 4.90%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
EIDO
iShares MSCI Indonesia ETF
4.90%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
0.91%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.28%
-2.87%
EIDO
VOO

Volatility

EIDO vs. VOO - Volatility Comparison

iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 6.76% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.76%
3.64%
EIDO
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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