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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWW or EIDO.
Performance
EWW vs. EIDO - Performance Comparison
Returns By Period
In the year-to-date period, EWW achieves a -24.98% return, which is significantly lower than EIDO's -7.43% return. Over the past 10 years, EWW has outperformed EIDO with an annualized return of -0.51%, while EIDO has yielded a comparatively lower -1.20% annualized return.
EWW
-24.98%
-6.52%
-26.19%
-16.78%
4.96%
-0.51%
EIDO
-7.43%
-11.48%
-3.00%
-3.72%
-1.87%
-1.20%
Key characteristics
| EWW | EIDO | |
|---|---|---|
| Sharpe Ratio | -0.68 | -0.21 |
| Sortino Ratio | -0.79 | -0.18 |
| Omega Ratio | 0.90 | 0.98 |
| Calmar Ratio | -0.59 | -0.10 |
| Martin Ratio | -1.10 | -0.49 |
| Ulcer Index | 15.03% | 7.43% |
| Daily Std Dev | 24.30% | 17.33% |
| Max Drawdown | -64.95% | -63.21% |
| Current Drawdown | -27.88% | -30.75% |
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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.
Correlation
The correlation between EWW 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.
Risk-Adjusted Performance
EWW vs. EIDO - Risk-Adjusted Performance 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.
Dividends
EWW vs. EIDO - Dividend Comparison
EWW's dividend yield for the trailing twelve months is around 2.98%, less than EIDO's 4.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWW iShares MSCI Mexico ETF | 2.98% | 2.19% | 3.64% | 2.06% | 1.43% | 2.92% | 2.30% | 2.22% | 1.77% | 2.34% | 1.23% | 1.96% |
EIDO iShares MSCI Indonesia ETF | 4.21% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% | 2.03% |
Drawdowns
EWW vs. EIDO - Drawdown Comparison
The maximum EWW drawdown since its inception was -64.95%, 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. For additional features, visit the drawdowns tool.
Volatility
EWW vs. EIDO - Volatility Comparison
iShares MSCI Mexico ETF (EWW) has a higher volatility of 5.55% compared to iShares MSCI Indonesia ETF (EIDO) at 4.14%. 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.