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EIS vs. EIDO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EIS vs. EIDO

Last updated Jun 13, 2026

EIS (iShares MSCI Israel ETF) and EIDO (iShares MSCI Indonesia ETF) are both exchange-traded funds - EIS is a Foreign Large Cap Equities fund tracking the MSCI Israel Capped Investable Market Index (Net), while EIDO is a Asia Pacific Equities fund tracking the MSCI Indonesia Investable Market Index. Both are passively managed. Over the past 10 years, EIS returned 12.35%/yr vs -3.71%/yr for EIDO. At a 0.41 correlation, their price movements are largely independent. Both charge a 0.59% expense ratio.

Performance

EIS vs. EIDO - Performance Comparison

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

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Returns By Period

In the year-to-date period, EIS achieves a 18.11% return, which is significantly higher than EIDO's -34.01% return. Over the past 10 years, EIS has outperformed EIDO with an annualized return of 12.35%, while EIDO has yielded a comparatively lower -3.71% annualized return.

EIS

1D
1.32%
1M
-3.04%
YTD
18.11%
6M
18.71%
1Y
56.95%
3Y*
33.86%
5Y*
15.01%
10Y*
12.35%

EIDO

1D
1.82%
1M
-13.71%
YTD
-34.01%
6M
-33.58%
1Y
-32.31%
3Y*
-16.75%
5Y*
-8.51%
10Y*
-3.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIS vs. EIDO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EIS
iShares MSCI Israel ETF		18.11%45.11%34.50%5.48%-27.05%22.83%12.01%20.93%-4.84%12.77%
EIDO
iShares MSCI Indonesia ETF		-34.01%4.90%-13.02%2.56%-0.16%-0.60%-7.13%5.30%-10.88%19.40%

Correlation

The correlation between EIS and EIDO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 7, 2010

0.41

The correlation between EIS and EIDO shifts across timeframes, from 0.21 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

EIS vs. EIDO - Sectors Allocation Comparison

Sectors
EIS
EIDO

Financial Services

34.6%
37.8%

Technology

17.8%
2.7%

Industrials

10.9%
6.1%

Healthcare

9.8%
2.4%

Real Estate

9.1%
1.8%

Utilities

6.6%
2.4%

Communication Services

2.7%
8.7%

Consumer Cyclical

2.5%
1.6%

Consumer Defensive

2.3%
7.5%

Energy

2.0%
10.6%

Basic Materials

1.8%
18.5%

Financial Services

EIS
34.6%
EIDO
37.8%

Technology

EIS
17.8%
EIDO
2.7%

Industrials

EIS
10.9%
EIDO
6.1%

Healthcare

EIS
9.8%
EIDO
2.4%

Real Estate

EIS
9.1%
EIDO
1.8%

Utilities

EIS
6.6%
EIDO
2.4%

Communication Services

EIS
2.7%
EIDO
8.7%

Consumer Cyclical

EIS
2.5%
EIDO
1.6%

Consumer Defensive

EIS
2.3%
EIDO
7.5%

Energy

EIS
2.0%
EIDO
10.6%

Basic Materials

EIS
1.8%
EIDO
18.5%

Compare stocks, funds, or ETFs

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

iShares MSCI Israel ETF

iShares MSCI Indonesia ETF

Often compared with EIS:
EIS vs. ISRAEIS vs. IZRLEIS vs. SPYEIS vs. VOOEIS vs. ITEQEIS vs. QQQEIS vs. EGPT
Often compared with EIDO:
EIDO vs. IDXEIDO vs. EWYEIDO vs. INDAEIDO vs. ASEAEIDO vs. EWMEIDO vs. EWSEIDO vs. EWW

Return for Risk

EIS vs. EIDO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EIS
EIS Risk / Return Rank: 8585
Overall Rank
EIS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 8585
Sortino Ratio Rank
EIS Omega Ratio Rank: 8080
Omega Ratio Rank
EIS Calmar Ratio Rank: 8989
Calmar Ratio Rank
EIS Martin Ratio Rank: 8686
Martin Ratio Rank
EIDO
EIDO Risk / Return Rank: 11
Overall Rank
EIDO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EIDO Sortino Ratio Rank: 11
Sortino Ratio Rank
EIDO Omega Ratio Rank: 00
Omega Ratio Rank
EIDO Calmar Ratio Rank: 33
Calmar Ratio Rank
EIDO Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIS vs. EIDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and iShares MSCI Indonesia ETF (EIDO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

EISEIDODifference
Sharpe ratioReturn per unit of total volatility
2.41
-1.29

+3.70

Sortino ratioReturn per unit of downside risk
3.29
-1.84

+5.13

Omega ratioGain probability vs. loss probability

1.41

0.76

+0.65

Calmar ratioReturn relative to maximum drawdown

4.62

-0.74

+5.36

Martin ratioReturn relative to average drawdown

15.86

-2.38

+18.24

EIS vs. EIDO - Sharpe Ratio Comparison

The current EIS Sharpe Ratio is 2.41, which is higher than the EIDO Sharpe Ratio of -1.29. The chart below compares the historical Sharpe Ratios of EIS and EIDO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EIS vs. EIDO - Drawdown Comparison

The maximum EIS drawdown since its inception was -51.94%, smaller than the maximum EIDO drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for EIS and EIDO.

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Drawdown Indicators

EISEIDODifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-63.21%

+11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-43.81%

+31.41%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-51.77%

+27.67%

Max Drawdown (5Y)

Largest decline over 5 years

-41.88%

-51.77%

+9.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

-59.41%

+17.53%

Current Drawdown

Current decline from peak

-5.61%

-54.96%

+49.35%

Average Drawdown

Average peak-to-trough decline

-13.89%

-24.68%

+10.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

13.63%

-10.02%

Volatility

EIS vs. EIDO - Volatility Comparison

The current volatility for iShares MSCI Israel ETF (EIS) is 9.80%, while iShares MSCI Indonesia ETF (EIDO) has a volatility of 13.82%. This indicates that EIS experiences smaller price fluctuations and is considered to be less risky than EIDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EISEIDODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

13.82%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

17.62%

21.56%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.81%

25.14%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

20.41%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

25.00%

-3.79%

EIS vs. EIDO - Expense Ratio Comparison

Both EIS and EIDO have an expense ratio of 0.59%.

Dividends

EIS vs. EIDO - Dividend Comparison

EIS's dividend yield for the trailing twelve months is around 1.22%, less than EIDO's 5.39% yield.

PositionTTM20252024202320222021202020192018201720162015
EIDO
iShares MSCI Indonesia ETF		5.39%3.56%5.20%2.94%2.53%1.33%1.51%1.78%1.99%1.26%1.16%1.67%
EIS
iShares MSCI Israel ETF		1.22%1.44%1.38%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%

Frequently Asked Questions

EIS and EIDO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIDO has higher volatility (13.82%) compared to EIS (9.80%). In terms of maximum drawdown, EIS dropped -51.94% vs EIDO's -63.21%.

On 10-year performance, EIS leads with 12.35% vs -3.71% for EIDO. Both ETFs have the same 0.59% expense ratio. On volatility, EIS has been the lower-risk option at 9.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EIS has performed better with a 12.35% return vs -3.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EIS and EIDO have the same expense ratio: 0.59% per year.

EIDO has the higher dividend yield at 5.39%, compared with 1.22% for EIS.

EIS is categorized as Foreign Large Cap Equities, while EIDO is Asia Pacific Equities. EIS tracks MSCI Israel Capped Investable Market Index (Net), while EIDO tracks MSCI Indonesia Investable Market Index.

EIS currently has the higher Sharpe Ratio (2.41 vs -1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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