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

Performance

EIS vs. ISRA - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.33%
16.87%
EIS
ISRA

Returns By Period

In the year-to-date period, EIS achieves a 25.86% return, which is significantly higher than ISRA's 20.41% return. Over the past 10 years, EIS has outperformed ISRA with an annualized return of 5.87%, while ISRA has yielded a comparatively lower 4.77% annualized return.


EIS

YTD

25.86%

1M

6.92%

6M

19.32%

1Y

35.89%

5Y (annualized)

6.19%

10Y (annualized)

5.87%

ISRA

YTD

20.41%

1M

5.99%

6M

16.87%

1Y

30.10%

5Y (annualized)

5.13%

10Y (annualized)

4.77%

Key characteristics


EISISRA
Sharpe Ratio2.061.92
Sortino Ratio2.712.59
Omega Ratio1.361.32
Calmar Ratio1.280.93
Martin Ratio9.928.55
Ulcer Index3.83%3.76%
Daily Std Dev18.43%16.69%
Max Drawdown-51.94%-45.02%
Current Drawdown-4.39%-14.88%

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EIS vs. ISRA - Expense Ratio Comparison

EIS has a 0.59% expense ratio, which is lower than ISRA's 0.60% expense ratio.


ISRA
VanEck Vectors Israel ETF
Expense ratio chart for ISRA: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
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

-0.50.00.51.00.9

The correlation between EIS and ISRA is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

EIS vs. ISRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and VanEck Vectors Israel ETF (ISRA). 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 market0.002.004.002.061.92
The chart of Sortino ratio for EIS, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.0012.002.712.59
The chart of Omega ratio for EIS, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.32
The chart of Calmar ratio for EIS, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.280.93
The chart of Martin ratio for EIS, currently valued at 9.92, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.928.55
EIS
ISRA

The current EIS Sharpe Ratio is 2.06, which is comparable to the ISRA Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of EIS and ISRA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.06
1.92
EIS
ISRA

Dividends

EIS vs. ISRA - Dividend Comparison

EIS's dividend yield for the trailing twelve months is around 1.07%, less than ISRA's 1.57% yield.


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%
ISRA
VanEck Vectors Israel ETF
1.57%1.90%1.36%1.27%0.17%1.38%0.76%1.58%1.62%1.31%2.51%0.54%

Drawdowns

EIS vs. ISRA - Drawdown Comparison

The maximum EIS drawdown since its inception was -51.94%, which is greater than ISRA's maximum drawdown of -45.02%. Use the drawdown chart below to compare losses from any high point for EIS and ISRA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-4.39%
-14.88%
EIS
ISRA

Volatility

EIS vs. ISRA - Volatility Comparison

iShares MSCI Israel ETF (EIS) has a higher volatility of 4.37% compared to VanEck Vectors Israel ETF (ISRA) at 4.11%. This indicates that EIS's price experiences larger fluctuations and is considered to be riskier than ISRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.37%
4.11%
EIS
ISRA