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FID vs. EIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FID vs. EIS

Last updated Jun 4, 2026

FID (First Trust S&P International Dividend Aristocrats ETF) and EIS (iShares MSCI Israel ETF) are both Foreign Large Cap Equities funds - FID tracks the S&P International Dividend Aristocrats Index while EIS tracks the MSCI Israel Capped Investable Market Index (Net). Both are passively managed. Over the past 5 years, FID returned 7.74%/yr vs 15.32%/yr for EIS. At a 0.48 correlation, their price movements are largely independent. FID charges 0.60%/yr vs 0.59%/yr for EIS.

Performance

FID vs. EIS - Performance Comparison

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

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Returns By Period

In the year-to-date period, FID achieves a 8.56% return, which is significantly lower than EIS's 18.19% return.

FID

1D
-1.11%
1M
2.56%
YTD
8.56%
6M
10.95%
1Y
23.28%
3Y*
17.43%
5Y*
7.74%
10Y*
—

EIS

1D
-1.92%
1M
-2.12%
YTD
18.19%
6M
22.47%
1Y
54.91%
3Y*
37.61%
5Y*
15.32%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FID vs. EIS - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
FID
First Trust S&P International Dividend Aristocrats ETF		8.56%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%
EIS
iShares MSCI Israel ETF		18.19%45.11%34.50%5.48%-27.05%22.83%12.01%20.93%-14.40%

Correlation

The correlation between FID and EIS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2018

0.48

FID vs. EIS - Sectors Allocation Comparison

Sectors
FID
EIS

Financial Services

20.8%
34.6%

Utilities

17.4%
6.6%

Industrials

13.5%
10.9%

Communication Services

11.5%
2.7%

Real Estate

9.4%
9.1%

Energy

8.0%
2.0%

Basic Materials

4.3%
1.8%

Technology

4.1%
17.8%

Consumer Cyclical

4.0%
2.5%

Consumer Defensive

3.7%
2.3%

Healthcare

3.5%
9.8%

Financial Services

FID
20.8%
EIS
34.6%

Utilities

FID
17.4%
EIS
6.6%

Industrials

FID
13.5%
EIS
10.9%

Communication Services

FID
11.5%
EIS
2.7%

Real Estate

FID
9.4%
EIS
9.1%

Energy

FID
8.0%
EIS
2.0%

Basic Materials

FID
4.3%
EIS
1.8%

Technology

FID
4.1%
EIS
17.8%

Consumer Cyclical

FID
4.0%
EIS
2.5%

Consumer Defensive

FID
3.7%
EIS
2.3%

Healthcare

FID
3.5%
EIS
9.8%

Compare stocks, funds, or ETFs

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First Trust S&P International Dividend Aristocrats ETF

iShares MSCI Israel ETF

Often compared with FID:
FID vs. EFAVFID vs. IGROFID vs. KNGFID vs. VIGFID vs. VIGIFID vs. BRK-BFID vs. FDFIX
Often compared with EIS:
EIS vs. ISRAEIS vs. IZRLEIS vs. SPYEIS vs. VOOEIS vs. ITEQEIS vs. QQQEIS vs. EGPT

Return for Risk

FID vs. EIS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FID
FID Risk / Return Rank: 6262
Overall Rank
FID Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FID Sortino Ratio Rank: 7171
Sortino Ratio Rank
FID Omega Ratio Rank: 6767
Omega Ratio Rank
FID Calmar Ratio Rank: 5353
Calmar Ratio Rank
FID Martin Ratio Rank: 5353
Martin Ratio Rank
EIS
EIS Risk / Return Rank: 7676
Overall Rank
EIS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 7373
Sortino Ratio Rank
EIS Omega Ratio Rank: 6868
Omega Ratio Rank
EIS Calmar Ratio Rank: 8383
Calmar Ratio Rank
EIS Martin Ratio Rank: 8282
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.

FID vs. EIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S&P International Dividend Aristocrats ETF (FID) and iShares MSCI Israel ETF (EIS). 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.

FIDEISDifference
Sharpe ratioReturn per unit of total volatility
2.30
2.45

-0.14

Sortino ratioReturn per unit of downside risk
3.26
3.36

-0.09

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

2.62

4.45

-1.83

Martin ratioReturn relative to average drawdown

9.14

16.54

-7.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FID vs. EIS - Sharpe Ratio Comparison

The current FID Sharpe Ratio is 2.30, which is comparable to the EIS Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of FID and EIS, 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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Sharpe Ratios by Period

FIDEISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.45

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.71

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.57

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.33

+0.07

Drawdowns

FID vs. EIS - Drawdown Comparison

The maximum FID drawdown since its inception was -39.79%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for FID and EIS.

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Drawdown Indicators

FIDEISDifference

Max Drawdown

Largest peak-to-trough decline

-39.79%

-51.94%

+12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-12.40%

+3.47%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

-24.10%

+13.13%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-41.88%

+12.75%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.88%

—

Current Drawdown

Current decline from peak

-1.11%

-5.56%

+4.45%

Average Drawdown

Average peak-to-trough decline

-8.47%

-13.90%

+5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.33%

-0.78%

Volatility

FID vs. EIS - Volatility Comparison

The current volatility for First Trust S&P International Dividend Aristocrats ETF (FID) is 3.00%, while iShares MSCI Israel ETF (EIS) has a volatility of 6.64%. This indicates that FID experiences smaller price fluctuations and is considered to be less risky than EIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FIDEISDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

6.64%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

16.05%

-7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.16%

22.56%

-12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

21.81%

-4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

21.08%

-2.12%

FID vs. EIS - Expense Ratio Comparison

FID has a 0.60% expense ratio, which is higher than EIS's 0.59% expense ratio.

Dividends

FID vs. EIS - Dividend Comparison

FID's dividend yield for the trailing twelve months is around 4.02%, more than EIS's 1.22% yield.

PositionTTM20252024202320222021202020192018201720162015
EIS
iShares MSCI Israel ETF		1.22%1.44%1.38%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%
FID
First Trust S&P International Dividend Aristocrats ETF		4.02%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%0.00%

Frequently Asked Questions

FID and EIS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIS has higher volatility (6.64%) compared to FID (3.00%). In terms of maximum drawdown, FID dropped -39.79% vs EIS's -51.94%.

On 5-year performance, EIS leads with 15.32% vs 7.74% for FID. On fees, EIS is cheaper at 0.59% per year. On volatility, FID has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EIS has performed better with a 15.32% return vs 7.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EIS is cheaper with a 0.59% expense ratio, compared with 0.60% for FID.

FID has the higher dividend yield at 4.02%, compared with 1.22% for EIS.

FID tracks S&P International Dividend Aristocrats Index, while EIS tracks MSCI Israel Capped Investable Market Index (Net). They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for FID and 0.59% for EIS.

EIS currently has the higher Sharpe Ratio (2.45 vs 2.30), 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.

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