PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EIS vs. FDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EIS vs. FDD

Last updated Jun 13, 2026

EIS (iShares MSCI Israel ETF) and FDD (First Trust STOXX European Select Dividend Index Fund) are both exchange-traded funds - EIS is a Foreign Large Cap Equities fund tracking the MSCI Israel Capped Investable Market Index (Net), while FDD is a Europe Equities fund tracking the STOXX Europe Select Dividend 30. Both are passively managed. Over the past 10 years, EIS returned 12.35%/yr vs 10.93%/yr for FDD. A 0.51 correlation means they provide meaningful diversification when combined. EIS charges 0.59%/yr vs 0.58%/yr for FDD.

Performance

EIS vs. FDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Israel ETF (EIS) and First Trust STOXX European Select Dividend Index Fund (FDD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EIS achieves a 18.11% return, which is significantly higher than FDD's 13.65% return. Over the past 10 years, EIS has outperformed FDD with an annualized return of 12.35%, while FDD has yielded a comparatively lower 10.93% annualized return.

EIS

1D
1.32%
1M
-2.92%
YTD
18.11%
6M
18.71%
1Y
61.04%
3Y*
33.86%
5Y*
15.01%
10Y*
12.35%

FDD

1D
0.81%
1M
1.80%
YTD
13.65%
6M
17.76%
1Y
33.97%
3Y*
26.21%
5Y*
11.32%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIS vs. FDD - 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%
FDD
First Trust STOXX European Select Dividend Index Fund		13.65%62.50%0.28%14.16%-16.14%16.03%-3.80%23.79%-8.98%19.07%

Correlation

The correlation between EIS and FDD is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.44

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

0.50

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

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.51

The correlation between EIS and FDD has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

EIS vs. FDD - Sectors Allocation Comparison

Sectors
EIS
FDD

Financial Services

34.6%
52.2%

Technology

17.8%

-

Industrials

10.9%
12.5%

Healthcare

9.8%

-

Real Estate

9.1%
3.5%

Utilities

6.6%
6.0%

Communication Services

2.7%
2.1%

Consumer Cyclical

2.5%
12.3%

Consumer Defensive

2.3%
3.7%

Energy

2.0%
10.8%

Basic Materials

1.8%
2.9%

Financial Services

EIS
34.6%
FDD
52.2%

Technology

EIS
17.8%
FDD

-

Industrials

EIS
10.9%
FDD
12.5%

Healthcare

EIS
9.8%
FDD

-

Real Estate

EIS
9.1%
FDD
3.5%

Utilities

EIS
6.6%
FDD
6.0%

Communication Services

EIS
2.7%
FDD
2.1%

Consumer Cyclical

EIS
2.5%
FDD
12.3%

Consumer Defensive

EIS
2.3%
FDD
3.7%

Energy

EIS
2.0%
FDD
10.8%

Basic Materials

EIS
1.8%
FDD
2.9%

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

First Trust STOXX European Select Dividend Index Fund

Often compared with EIS:
EIS vs. ISRAEIS vs. IZRLEIS vs. SPYEIS vs. VOOEIS vs. ITEQEIS vs. QQQEIS vs. EGPT
Often compared with FDD:
FDD vs. EUFNFDD vs. FLAXFDD vs. VTIFDD vs. RFEUFDD vs. IQDFFDD vs. DVYFDD vs. IEUR

Return for Risk

EIS vs. FDD — 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
FDD
FDD Risk / Return Rank: 7575
Overall Rank
FDD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 7575
Sortino Ratio Rank
FDD Omega Ratio Rank: 7171
Omega Ratio Rank
FDD Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDD Martin Ratio Rank: 7373
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. FDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and First Trust STOXX European Select Dividend Index Fund (FDD). 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.

EISFDDDifference
Sharpe ratioReturn per unit of total volatility
2.41
2.11

+0.30

Sortino ratioReturn per unit of downside risk
3.29
2.91

+0.38

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.05

Calmar ratioReturn relative to maximum drawdown

4.62

3.58

+1.04

Martin ratioReturn relative to average drawdown

15.86

11.88

+3.98

EIS vs. FDD - Sharpe Ratio Comparison

The current EIS Sharpe Ratio is 2.41, which is comparable to the FDD Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of EIS and FDD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

EIS vs. FDD - Drawdown Comparison

The maximum EIS drawdown since its inception was -51.94%, smaller than the maximum FDD drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for EIS and FDD.

Loading charts...

Drawdown Indicators

EISFDDDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-74.77%

+22.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-9.39%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-13.06%

-11.04%

Max Drawdown (5Y)

Largest decline over 5 years

-41.88%

-35.11%

-6.77%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

-41.43%

-0.45%

Current Drawdown

Current decline from peak

-5.61%

-0.40%

-5.21%

Average Drawdown

Average peak-to-trough decline

-13.89%

-35.41%

+21.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.83%

+0.78%

Volatility

EIS vs. FDD - Volatility Comparison

iShares MSCI Israel ETF (EIS) has a higher volatility of 9.80% compared to First Trust STOXX European Select Dividend Index Fund (FDD) at 5.91%. This indicates that EIS's price experiences larger fluctuations and is considered to be riskier than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EISFDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

5.91%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

17.62%

12.98%

+4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.81%

15.93%

+7.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

18.48%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

20.16%

+1.05%

EIS vs. FDD - Expense Ratio Comparison

EIS has a 0.59% expense ratio, which is higher than FDD's 0.58% expense ratio.

Dividends

EIS vs. FDD - Dividend Comparison

EIS's dividend yield for the trailing twelve months is around 1.22%, less than FDD's 3.48% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
FDD
First Trust STOXX European Select Dividend Index Fund		3.48%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%

Frequently Asked Questions

EIS and FDD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIS has higher volatility (9.80%) compared to FDD (5.91%). In terms of maximum drawdown, EIS dropped -51.94% vs FDD's -74.77%.

On 10-year performance, EIS leads with 12.35% vs 10.93% for FDD. On fees, FDD is cheaper at 0.58% per year. On volatility, FDD has been the lower-risk option at 5.91%. 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 10.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDD is cheaper with a 0.58% expense ratio, compared with 0.59% for EIS.

FDD has the higher dividend yield at 3.48%, compared with 1.22% for EIS.

EIS is categorized as Foreign Large Cap Equities, while FDD is Europe Equities. EIS tracks MSCI Israel Capped Investable Market Index (Net), while FDD tracks STOXX Europe Select Dividend 30. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.59% for EIS and 0.58% for FDD.

EIS currently has the higher Sharpe Ratio (2.41 vs 2.11), 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.

Portfolio Optimizer

Find the right allocation for EIS and FDD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer