EIDO vs. VPL
Compare and contrast key facts about iShares MSCI Indonesia ETF (EIDO) and Vanguard FTSE Pacific ETF (VPL).
EIDO and VPL 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. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. Both EIDO and VPL 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 VPL.
Performance
EIDO vs. VPL - Performance Comparison
Returns By Period
In the year-to-date period, EIDO achieves a -6.79% return, which is significantly lower than VPL's 3.76% return. Over the past 10 years, EIDO has underperformed VPL with an annualized return of -1.37%, while VPL has yielded a comparatively higher 5.04% annualized return.
EIDO
-6.79%
-10.86%
1.10%
-3.49%
-1.73%
-1.37%
VPL
3.76%
-3.73%
-1.12%
10.34%
4.21%
5.04%
Key characteristics
| EIDO | VPL | |
|---|---|---|
| Sharpe Ratio | -0.18 | 0.76 |
| Sortino Ratio | -0.13 | 1.13 |
| Omega Ratio | 0.99 | 1.14 |
| Calmar Ratio | -0.08 | 0.79 |
| Martin Ratio | -0.40 | 3.53 |
| Ulcer Index | 7.54% | 3.26% |
| Daily Std Dev | 17.33% | 15.05% |
| Max Drawdown | -63.21% | -55.49% |
| Current Drawdown | -30.27% | -7.29% |
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EIDO vs. VPL - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is higher than VPL's 0.08% expense ratio.
Correlation
The correlation between EIDO and VPL is 0.59, 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. VPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) and Vanguard FTSE Pacific ETF (VPL). 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. VPL - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 4.18%, more than VPL's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 4.18% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% | 2.03% |
VPL Vanguard FTSE Pacific ETF | 3.12% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
Drawdowns
EIDO vs. VPL - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for EIDO and VPL. For additional features, visit the drawdowns tool.
Volatility
EIDO vs. VPL - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 4.25% compared to Vanguard FTSE Pacific ETF (VPL) at 3.95%. This indicates that EIDO's price experiences larger fluctuations and is considered to be riskier than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.