EWM vs. EIDO
Compare and contrast key facts about iShares MSCI Malaysia ETF (EWM) and iShares MSCI Indonesia ETF (EIDO).
EWM and EIDO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWM is a passively managed fund by iShares that tracks the performance of the MSCI Malaysia Index. It was launched on Mar 12, 1996. EIDO is a passively managed fund by iShares that tracks the performance of the MSCI Indonesia Investable Market Index. It was launched on May 5, 2010. Both EWM and EIDO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWM or EIDO.
Correlation
The correlation between EWM and EIDO is 0.55, 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.
Performance
EWM vs. EIDO - Performance Comparison
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Key characteristics
EWM:
0.67
EIDO:
-0.47
EWM:
1.00
EIDO:
-0.56
EWM:
1.13
EIDO:
0.93
EWM:
0.31
EIDO:
-0.24
EWM:
1.19
EIDO:
-0.68
EWM:
8.96%
EIDO:
17.27%
EWM:
16.41%
EIDO:
24.07%
EWM:
-89.19%
EIDO:
-63.21%
EWM:
-23.89%
EIDO:
-38.70%
Returns By Period
In the year-to-date period, EWM achieves a -0.33% return, which is significantly higher than EIDO's -5.79% return. Over the past 10 years, EWM has outperformed EIDO with an annualized return of -1.06%, while EIDO has yielded a comparatively lower -1.85% annualized return.
EWM
-0.33%
10.88%
-0.06%
11.37%
4.54%
-1.06%
EIDO
-5.79%
12.69%
-14.35%
-10.69%
3.84%
-1.85%
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EWM vs. EIDO - Expense Ratio Comparison
EWM has a 0.49% expense ratio, which is lower than EIDO's 0.59% expense ratio.
Risk-Adjusted Performance
EWM vs. EIDO — Risk-Adjusted Performance Rank
EWM
EIDO
EWM vs. EIDO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Malaysia ETF (EWM) 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.
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Dividends
EWM vs. EIDO - Dividend Comparison
EWM's dividend yield for the trailing twelve months is around 3.33%, less than EIDO's 5.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWM iShares MSCI Malaysia ETF | 3.33% | 3.32% | 3.47% | 2.99% | 6.48% | 1.89% | 2.91% | 3.84% | 5.58% | 5.97% | 37.55% | 4.03% |
EIDO iShares MSCI Indonesia ETF | 5.53% | 5.21% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% |
Drawdowns
EWM vs. EIDO - Drawdown Comparison
The maximum EWM drawdown since its inception was -89.19%, which is greater than EIDO's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for EWM and EIDO. For additional features, visit the drawdowns tool.
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Volatility
EWM vs. EIDO - Volatility Comparison
iShares MSCI Malaysia ETF (EWM) and iShares MSCI Indonesia ETF (EIDO) have volatilities of 5.09% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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