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EIS vs. EGPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EIS vs. EGPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Israel ETF (EIS) and VanEck Vectors Egypt Index ETF (EGPT). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.32%
0
EIS
EGPT

Returns By Period


EIS

YTD

25.86%

1M

6.92%

6M

19.32%

1Y

35.89%

5Y (annualized)

6.19%

10Y (annualized)

5.87%

EGPT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


EISEGPT

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EIS vs. EGPT - Expense Ratio Comparison

EIS has a 0.59% expense ratio, which is lower than EGPT's 0.98% expense ratio.


EGPT
VanEck Vectors Egypt Index ETF
Expense ratio chart for EGPT: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for EIS: 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%

Correlation

-0.50.00.51.00.1

The correlation between EIS and EGPT is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

EIS vs. EGPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and VanEck Vectors Egypt Index ETF (EGPT). 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 EIS, currently valued at 2.06, compared to the broader market0.002.004.002.06
The chart of Sortino ratio for EIS, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.0012.002.71
The chart of Omega ratio for EIS, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
The chart of Calmar ratio for EIS, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.28
The chart of Martin ratio for EIS, currently valued at 9.92, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.92
EIS
EGPT

Chart placeholderNot enough data

Dividends

EIS vs. EGPT - Dividend Comparison

EIS's dividend yield for the trailing twelve months is around 1.07%, while EGPT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EIS
iShares MSCI Israel ETF
1.07%1.39%1.66%1.04%0.17%2.06%0.87%2.02%1.78%2.55%1.86%2.20%
EGPT
VanEck Vectors Egypt Index ETF
6.94%6.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EIS vs. EGPT - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-31.69%
EIS
EGPT

Volatility

EIS vs. EGPT - Volatility Comparison

iShares MSCI Israel ETF (EIS) has a higher volatility of 4.37% compared to VanEck Vectors Egypt Index ETF (EGPT) at 0.00%. This indicates that EIS's price experiences larger fluctuations and is considered to be riskier than EGPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.37%
0
EIS
EGPT