IDX vs. EIDO
Compare and contrast key facts about VanEck Vectors Indonesia Index ETF (IDX) and iShares MSCI Indonesia ETF (EIDO).
IDX and EIDO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDX is a passively managed fund by VanEck that tracks the performance of the MVIS Indonesia Index. It was launched on Jan 15, 2009. 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 IDX 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: IDX or EIDO.
Performance
IDX vs. EIDO - Performance Comparison
Returns By Period
In the year-to-date period, IDX achieves a -6.09% return, which is significantly higher than EIDO's -7.94% return. Over the past 10 years, IDX has underperformed EIDO with an annualized return of -2.40%, while EIDO has yielded a comparatively higher -1.40% annualized return.
IDX
-6.09%
-10.94%
-2.97%
-0.33%
-4.04%
-2.40%
EIDO
-7.94%
-11.26%
0.72%
-2.63%
-1.82%
-1.40%
Key characteristics
| IDX | EIDO | |
|---|---|---|
| Sharpe Ratio | -0.10 | -0.19 |
| Sortino Ratio | -0.02 | -0.15 |
| Omega Ratio | 1.00 | 0.98 |
| Calmar Ratio | -0.04 | -0.09 |
| Martin Ratio | -0.28 | -0.43 |
| Ulcer Index | 6.57% | 7.67% |
| Daily Std Dev | 18.17% | 17.29% |
| Max Drawdown | -63.17% | -63.21% |
| Current Drawdown | -38.08% | -31.14% |
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IDX vs. EIDO - Expense Ratio Comparison
IDX has a 0.57% expense ratio, which is lower than EIDO's 0.59% expense ratio.
Correlation
The correlation between IDX and EIDO is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IDX vs. EIDO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) 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
IDX vs. EIDO - Dividend Comparison
IDX's dividend yield for the trailing twelve months is around 3.86%, less than EIDO's 4.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDX VanEck Vectors Indonesia Index ETF | 3.86% | 3.62% | 3.64% | 1.08% | 1.67% | 2.09% | 2.19% | 1.85% | 1.16% | 2.43% | 2.07% | 3.38% |
EIDO iShares MSCI Indonesia ETF | 4.23% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% | 2.03% |
Drawdowns
IDX vs. EIDO - Drawdown Comparison
The maximum IDX drawdown since its inception was -63.17%, roughly equal to the maximum EIDO drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for IDX and EIDO. For additional features, visit the drawdowns tool.
Volatility
IDX vs. EIDO - Volatility Comparison
VanEck Vectors Indonesia Index ETF (IDX) and iShares MSCI Indonesia ETF (EIDO) have volatilities of 4.17% and 4.26%, 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.