IDX vs. EWS
Compare and contrast key facts about VanEck Vectors Indonesia Index ETF (IDX) and iShares MSCI Singapore ETF (EWS).
IDX and EWS 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. EWS is a passively managed fund by iShares that tracks the performance of the MSCI Singapore Index. It was launched on Mar 12, 1996. Both IDX and EWS 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
IDX vs. EWS - Performance Comparison
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IDX vs. EWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDX VanEck Vectors Indonesia Index ETF | -16.66% | 13.83% | -9.75% | 1.98% | -9.40% | -2.59% | -7.45% | 6.26% | -10.46% | 19.24% |
EWS iShares MSCI Singapore ETF | 2.58% | 31.35% | 22.10% | 6.15% | -9.80% | 5.47% | -8.47% | 14.54% | -11.34% | 34.78% |
Returns By Period
In the year-to-date period, IDX achieves a -16.66% return, which is significantly lower than EWS's 2.58% return. Over the past 10 years, IDX has underperformed EWS with an annualized return of -1.90%, while EWS has yielded a comparatively higher 7.11% annualized return.
IDX
- 1D
- 1.62%
- 1M
- -13.30%
- YTD
- -16.66%
- 6M
- -12.79%
- 1Y
- 12.41%
- 3Y*
- -5.29%
- 5Y*
- -3.80%
- 10Y*
- -1.90%
EWS
- 1D
- 2.06%
- 1M
- -1.91%
- YTD
- 2.58%
- 6M
- 2.03%
- 1Y
- 23.91%
- 3Y*
- 18.28%
- 5Y*
- 8.56%
- 10Y*
- 7.11%
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IDX vs. EWS - Expense Ratio Comparison
IDX has a 0.57% expense ratio, which is higher than EWS's 0.50% expense ratio.
Return for Risk
IDX vs. EWS — Risk / Return Rank
IDX
EWS
IDX vs. EWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and iShares MSCI Singapore ETF (EWS). 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.
| IDX | EWS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.20 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.79 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.50 | -0.99 |
Martin ratioReturn relative to average drawdown | 1.83 | 6.44 | -4.61 |
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
| IDX | EWS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.20 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.50 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.40 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.14 | +0.06 |
Correlation
The correlation between IDX and EWS is 0.60, 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
IDX vs. EWS - Dividend Comparison
IDX's dividend yield for the trailing twelve months is around 2.50%, less than EWS's 3.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDX VanEck Vectors Indonesia Index ETF | 2.50% | 2.08% | 4.01% | 3.62% | 3.64% | 1.08% | 1.66% | 2.21% | 2.19% | 1.85% | 1.16% | 2.43% |
EWS iShares MSCI Singapore ETF | 3.99% | 4.10% | 4.28% | 6.50% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% |
Drawdowns
IDX vs. EWS - Drawdown Comparison
The maximum IDX drawdown since its inception was -63.14%, smaller than the maximum EWS drawdown of -75.00%. Use the drawdown chart below to compare losses from any high point for IDX and EWS.
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Drawdown Indicators
| IDX | EWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.14% | -75.00% | +11.86% |
Max Drawdown (1Y)Largest decline over 1 year | -23.74% | -15.61% | -8.13% |
Max Drawdown (5Y)Largest decline over 5 years | -44.88% | -29.06% | -15.82% |
Max Drawdown (10Y)Largest decline over 10 years | -59.11% | -40.84% | -18.27% |
Current DrawdownCurrent decline from peak | -43.48% | -4.11% | -39.37% |
Average DrawdownAverage peak-to-trough decline | -24.60% | -22.00% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 3.63% | +2.97% |
Volatility
IDX vs. EWS - Volatility Comparison
VanEck Vectors Indonesia Index ETF (IDX) has a higher volatility of 8.29% compared to iShares MSCI Singapore ETF (EWS) at 6.71%. This indicates that IDX's price experiences larger fluctuations and is considered to be riskier than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDX | EWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 6.71% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 11.32% | +8.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.13% | 20.03% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 17.24% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 18.04% | +6.03% |