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

Performance

EIS vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Israel ETF (EIS) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.33%
13.61%
EIS
IVV

Returns By Period

The year-to-date returns for both investments are quite close, with EIS having a 25.86% return and IVV slightly higher at 26.15%. Over the past 10 years, EIS has underperformed IVV with an annualized return of 5.87%, while IVV has yielded a comparatively higher 13.16% annualized return.


EIS

YTD

25.86%

1M

6.92%

6M

19.32%

1Y

35.89%

5Y (annualized)

6.19%

10Y (annualized)

5.87%

IVV

YTD

26.15%

1M

1.77%

6M

13.61%

1Y

32.34%

5Y (annualized)

15.68%

10Y (annualized)

13.16%

Key characteristics


EISIVV
Sharpe Ratio2.062.70
Sortino Ratio2.713.60
Omega Ratio1.361.50
Calmar Ratio1.283.90
Martin Ratio9.9217.56
Ulcer Index3.83%1.87%
Daily Std Dev18.43%12.16%
Max Drawdown-51.94%-55.25%
Current Drawdown-4.39%-0.85%

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EIS vs. IVV - Expense Ratio Comparison

EIS has a 0.59% expense ratio, which is higher than IVV's 0.03% expense ratio.


EIS
iShares MSCI Israel ETF
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%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.7

The correlation between EIS and IVV is 0.69, 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.

Risk-Adjusted Performance

EIS vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and iShares Core S&P 500 ETF (IVV). 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 market0.002.004.002.062.70
The chart of Sortino ratio for EIS, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.0012.002.713.60
The chart of Omega ratio for EIS, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.50
The chart of Calmar ratio for EIS, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.283.90
The chart of Martin ratio for EIS, currently valued at 9.92, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.9217.56
EIS
IVV

The current EIS Sharpe Ratio is 2.06, which is comparable to the IVV Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of EIS and IVV, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.06
2.70
EIS
IVV

Dividends

EIS vs. IVV - Dividend Comparison

EIS's dividend yield for the trailing twelve months is around 1.07%, less than IVV's 1.25% 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%
IVV
iShares Core S&P 500 ETF
1.25%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

EIS vs. IVV - Drawdown Comparison

The maximum EIS drawdown since its inception was -51.94%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EIS and IVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.39%
-0.85%
EIS
IVV

Volatility

EIS vs. IVV - Volatility Comparison

iShares MSCI Israel ETF (EIS) has a higher volatility of 4.37% compared to iShares Core S&P 500 ETF (IVV) at 3.98%. This indicates that EIS's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.37%
3.98%
EIS
IVV