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EIS vs. NVOH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIS vs. NVOH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Israel ETF (EIS) and Novo Nordisk A/S (B Shares) ADRhedged ETF (NVOH). 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 9.55% return, which is significantly higher than NVOH's -0.97% return.


EIS

1D
-0.48%
1M
-12.15%
YTD
9.55%
6M
7.17%
1Y
32.06%
3Y*
32.31%
5Y*
12.97%
10Y*
11.88%

NVOH

1D
0.00%
1M
9.60%
YTD
-0.97%
6M
-3.24%
1Y
-22.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIS vs. NVOH - Yearly Performance Comparison


2026 (YTD)2025
EIS
iShares MSCI Israel ETF
9.55%43.06%
NVOH
Novo Nordisk A/S (B Shares) ADRhedged ETF
-0.97%-43.79%

Correlation

The correlation between EIS and NVOH is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2025

0.17

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Return for Risk

EIS vs. NVOH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIS
EIS Risk / Return Rank: 4949
Overall Rank
EIS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 4646
Sortino Ratio Rank
EIS Omega Ratio Rank: 4343
Omega Ratio Rank
EIS Calmar Ratio Rank: 6060
Calmar Ratio Rank
EIS Martin Ratio Rank: 5252
Martin Ratio Rank

NVOH
NVOH Risk / Return Rank: 66
Overall Rank
NVOH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NVOH Sortino Ratio Rank: 66
Sortino Ratio Rank
NVOH Omega Ratio Rank: 66
Omega Ratio Rank
NVOH Calmar Ratio Rank: 55
Calmar Ratio Rank
NVOH Martin Ratio Rank: 66
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. NVOH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and Novo Nordisk A/S (B Shares) ADRhedged ETF (NVOH). 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.


EISNVOHDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.25

0.95

+0.30

Calmar ratioReturn relative to maximum drawdown

2.54

-0.49

+3.03

Martin ratioReturn relative to average drawdown

7.82

-0.78

+8.60

EIS vs. NVOH - Sharpe Ratio Comparison

The current EIS Sharpe Ratio is 1.39, which is higher than the NVOH Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of EIS and NVOH, 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. NVOH - Drawdown Comparison

The maximum EIS drawdown since its inception was -51.94%, smaller than the maximum NVOH drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for EIS and NVOH.


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Drawdown Indicators


EISNVOHDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-61.60%

+9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-46.22%

+33.53%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

Current Drawdown

Current decline from peak

-12.46%

-47.89%

+35.43%

Average Drawdown

Average peak-to-trough decline

-13.89%

-38.76%

+24.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

29.21%

-25.10%

Volatility

EIS vs. NVOH - Volatility Comparison

The current volatility for iShares MSCI Israel ETF (EIS) is 9.66%, while Novo Nordisk A/S (B Shares) ADRhedged ETF (NVOH) has a volatility of 11.15%. This indicates that EIS experiences smaller price fluctuations and is considered to be less risky than NVOH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EISNVOHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

11.15%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.14%

36.97%

-18.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

49.38%

-26.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.18%

48.74%

-26.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

48.74%

-27.51%

EIS vs. NVOH - Expense Ratio Comparison

EIS has a 0.59% expense ratio, which is higher than NVOH's 0.19% expense ratio.


Dividends

EIS vs. NVOH - Dividend Comparison

EIS's dividend yield for the trailing twelve months is around 1.55%, less than NVOH's 6.53% yield.


PositionTTM20252024202320222021202020192018201720162015
EIS
iShares MSCI Israel ETF
1.55%1.44%1.38%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%
NVOH
Novo Nordisk A/S (B Shares) ADRhedged ETF
6.53%2.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EIS and NVOH have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVOH has higher volatility (11.15%) compared to EIS (9.66%). In terms of maximum drawdown, EIS dropped -51.94% vs NVOH's -61.60%.

On 1-year performance, EIS leads with 32.06% vs -22.77% for NVOH. On fees, NVOH is cheaper at 0.19% per year. On volatility, EIS has been the lower-risk option at 9.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EIS has performed better with a 32.06% return vs -22.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NVOH is cheaper with a 0.19% expense ratio, compared with 0.59% for EIS.

NVOH has the higher dividend yield at 6.53%, compared with 1.55% for EIS.

They also come from different issuers: iShares and Precidian. Their fees differ too: 0.59% for EIS and 0.19% for NVOH.

EIS currently has the higher Sharpe Ratio (1.39 vs -0.47), 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

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