EWW vs. EIDO
Compare and contrast key facts about iShares MSCI Mexico ETF (EWW) and iShares MSCI Indonesia ETF (EIDO).
EWW and EIDO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWW is a passively managed fund by iShares that tracks the performance of the MSCI Mexico IMI 25/50 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 EWW 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.
Performance
EWW vs. EIDO - Performance Comparison
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EWW vs. EIDO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWW iShares MSCI Mexico ETF | 10.15% | 53.65% | -28.22% | 40.32% | 1.24% | 20.27% | -3.06% | 12.64% | -14.58% | 14.47% |
EIDO iShares MSCI Indonesia ETF | -15.61% | 4.90% | -13.02% | 2.56% | -0.16% | -0.60% | -7.13% | 5.30% | -10.88% | 19.40% |
Returns By Period
In the year-to-date period, EWW achieves a 10.15% return, which is significantly higher than EIDO's -15.61% return. Over the past 10 years, EWW has outperformed EIDO with an annualized return of 6.32%, while EIDO has yielded a comparatively lower -1.75% annualized return.
EWW
- 1D
- 1.52%
- 1M
- -3.89%
- YTD
- 10.15%
- 6M
- 16.56%
- 1Y
- 52.24%
- 3Y*
- 12.30%
- 5Y*
- 14.90%
- 10Y*
- 6.32%
EIDO
- 1D
- -0.06%
- 1M
- -9.93%
- YTD
- -15.61%
- 6M
- -8.75%
- 1Y
- 0.67%
- 3Y*
- -9.09%
- 5Y*
- -3.50%
- 10Y*
- -1.75%
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EWW vs. EIDO - Expense Ratio Comparison
EWW has a 0.49% expense ratio, which is lower than EIDO's 0.59% expense ratio.
Return for Risk
EWW vs. EIDO — Risk / Return Rank
EWW
EIDO
EWW vs. EIDO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico ETF (EWW) 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.
| EWW | EIDO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 0.03 | +2.10 |
Sortino ratioReturn per unit of downside risk | 2.76 | 0.20 | +2.56 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.03 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 3.97 | 0.02 | +3.95 |
Martin ratioReturn relative to average drawdown | 15.08 | 0.05 | +15.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWW | EIDO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.03 | +2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.18 | +0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | -0.07 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | -0.00 | +0.31 |
Correlation
The correlation between EWW and EIDO is 0.52, 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.
Dividends
EWW vs. EIDO - Dividend Comparison
EWW's dividend yield for the trailing twelve months is around 3.16%, less than EIDO's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWW iShares MSCI Mexico ETF | 3.16% | 3.48% | 4.39% | 2.19% | 3.64% | 2.06% | 1.43% | 2.92% | 2.30% | 2.22% | 1.77% | 2.34% |
EIDO iShares MSCI Indonesia ETF | 4.22% | 3.56% | 5.20% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.16% | 1.67% |
Drawdowns
EWW vs. EIDO - Drawdown Comparison
The maximum EWW drawdown since its inception was -64.94%, roughly equal to the maximum EIDO drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for EWW and EIDO.
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Drawdown Indicators
| EWW | EIDO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.94% | -63.21% | -1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.98% | -21.33% | +7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -38.14% | +6.97% |
Max Drawdown (10Y)Largest decline over 10 years | -53.62% | -59.41% | +5.79% |
Current DrawdownCurrent decline from peak | -5.98% | -42.40% | +36.42% |
Average DrawdownAverage peak-to-trough decline | -18.60% | -24.39% | +5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 6.88% | -3.20% |
Volatility
EWW vs. EIDO - Volatility Comparison
iShares MSCI Mexico ETF (EWW) has a higher volatility of 10.35% compared to iShares MSCI Indonesia ETF (EIDO) at 8.15%. This indicates that EWW's price experiences larger fluctuations and is considered to be riskier than EIDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWW | EIDO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 8.15% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 17.54% | 16.53% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 23.84% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 19.54% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 24.65% | +0.74% |