EIS vs. EFA
Compare and contrast key facts about iShares MSCI Israel ETF (EIS) and iShares MSCI EAFE ETF (EFA).
EIS and EFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EIS is a passively managed fund by iShares that tracks the performance of the MSCI Israel Capped Investable Market Index (Net). It was launched on Mar 26, 2008. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. Both EIS and EFA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EIS vs. EFA - Performance Comparison
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EIS vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIS iShares MSCI Israel ETF | 7.71% | 45.11% | 34.50% | 5.48% | -27.05% | 22.83% | 12.01% | 20.93% | -4.84% | 12.77% |
EFA iShares MSCI EAFE ETF | 2.69% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Returns By Period
In the year-to-date period, EIS achieves a 7.71% return, which is significantly higher than EFA's 2.69% return. Over the past 10 years, EIS has outperformed EFA with an annualized return of 11.08%, while EFA has yielded a comparatively lower 8.93% annualized return.
EIS
- 1D
- 2.13%
- 1M
- -5.46%
- YTD
- 7.71%
- 6M
- 20.05%
- 1Y
- 59.54%
- 3Y*
- 31.40%
- 5Y*
- 14.28%
- 10Y*
- 11.08%
EFA
- 1D
- 1.52%
- 1M
- -4.54%
- YTD
- 2.69%
- 6M
- 6.65%
- 1Y
- 24.78%
- 3Y*
- 14.94%
- 5Y*
- 8.43%
- 10Y*
- 8.93%
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EIS vs. EFA - Expense Ratio Comparison
EIS has a 0.59% expense ratio, which is higher than EFA's 0.32% expense ratio.
Return for Risk
EIS vs. EFA — Risk / Return Rank
EIS
EFA
EIS vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and iShares MSCI EAFE ETF (EFA). 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.
| EIS | EFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.53 | 1.40 | +1.13 |
Sortino ratioReturn per unit of downside risk | 3.40 | 1.99 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.29 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 5.00 | 2.19 | +2.81 |
Martin ratioReturn relative to average drawdown | 18.63 | 8.30 | +10.33 |
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
| EIS | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.40 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.52 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.52 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.30 | 0.00 |
Correlation
The correlation between EIS and EFA is 0.65, 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.
Dividends
EIS vs. EFA - Dividend Comparison
EIS's dividend yield for the trailing twelve months is around 1.33%, less than EFA's 3.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIS iShares MSCI Israel ETF | 1.33% | 1.44% | 1.38% | 1.39% | 1.66% | 1.04% | 0.16% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% |
EFA iShares MSCI EAFE ETF | 3.29% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Drawdowns
EIS vs. EFA - Drawdown Comparison
The maximum EIS drawdown since its inception was -51.94%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for EIS and EFA.
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Drawdown Indicators
| EIS | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.94% | -61.04% | +9.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -11.42% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -41.88% | -29.53% | -12.35% |
Max Drawdown (10Y)Largest decline over 10 years | -41.88% | -34.19% | -7.69% |
Current DrawdownCurrent decline from peak | -5.82% | -6.67% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -12.00% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.01% | +0.32% |
Volatility
EIS vs. EFA - Volatility Comparison
iShares MSCI Israel ETF (EIS) has a higher volatility of 9.63% compared to iShares MSCI EAFE ETF (EFA) at 7.51%. This indicates that EIS's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIS | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.63% | 7.51% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.80% | 11.21% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.66% | 17.74% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.61% | 16.32% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.95% | 17.20% | +3.75% |