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IEFA vs. EIS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEFA vs. EIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EAFE ETF (IEFA) and iShares MSCI Israel ETF (EIS). The values are adjusted to include any dividend payments, if applicable.

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IEFA vs. EIS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEFA
iShares Core MSCI EAFE ETF
2.74%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%
EIS
iShares MSCI Israel ETF
7.71%45.11%34.50%5.48%-27.05%22.83%12.01%20.93%-4.84%12.77%

Returns By Period

In the year-to-date period, IEFA achieves a 2.74% return, which is significantly lower than EIS's 7.71% return. Over the past 10 years, IEFA has underperformed EIS with an annualized return of 9.02%, while EIS has yielded a comparatively higher 11.08% annualized return.


IEFA

1D
1.52%
1M
-4.68%
YTD
2.74%
6M
6.58%
1Y
25.75%
3Y*
15.08%
5Y*
8.12%
10Y*
9.02%

EIS

1D
2.13%
1M
-5.46%
YTD
7.71%
6M
20.05%
1Y
59.54%
3Y*
31.40%
5Y*
14.28%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEFA vs. EIS - Expense Ratio Comparison

IEFA has a 0.07% expense ratio, which is lower than EIS's 0.59% expense ratio.


Return for Risk

IEFA vs. EIS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEFA
IEFA Risk / Return Rank: 7878
Overall Rank
IEFA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 7979
Sortino Ratio Rank
IEFA Omega Ratio Rank: 7777
Omega Ratio Rank
IEFA Calmar Ratio Rank: 8080
Calmar Ratio Rank
IEFA Martin Ratio Rank: 7878
Martin Ratio Rank

EIS
EIS Risk / Return Rank: 9696
Overall Rank
EIS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 9696
Sortino Ratio Rank
EIS Omega Ratio Rank: 9393
Omega Ratio Rank
EIS Calmar Ratio Rank: 9797
Calmar Ratio Rank
EIS Martin Ratio Rank: 9797
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.

IEFA vs. EIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) 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.


IEFAEISDifference

Sharpe ratio

Return per unit of total volatility

1.46

2.53

-1.07

Sortino ratio

Return per unit of downside risk

2.07

3.40

-1.33

Omega ratio

Gain probability vs. loss probability

1.30

1.44

-0.14

Calmar ratio

Return relative to maximum drawdown

2.27

5.00

-2.73

Martin ratio

Return relative to average drawdown

8.75

18.63

-9.88

IEFA vs. EIS - Sharpe Ratio Comparison

The current IEFA Sharpe Ratio is 1.46, which is lower than the EIS Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of IEFA and EIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEFAEISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.53

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.66

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.31

+0.18

Correlation

The correlation between IEFA and EIS is 0.62, 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

IEFA vs. EIS - Dividend Comparison

IEFA's dividend yield for the trailing twelve months is around 3.46%, more than EIS's 1.33% yield.


TTM20252024202320222021202020192018201720162015
IEFA
iShares Core MSCI EAFE ETF
3.46%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%
EIS
iShares MSCI Israel ETF
1.33%1.44%1.38%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%

Drawdowns

IEFA vs. EIS - Drawdown Comparison

The maximum IEFA drawdown since its inception was -34.78%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for IEFA and EIS.


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Drawdown Indicators


IEFAEISDifference

Max Drawdown

Largest peak-to-trough decline

-34.78%

-51.94%

+17.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-12.40%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

-41.88%

+11.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

-41.88%

+7.10%

Current Drawdown

Current decline from peak

-6.75%

-5.82%

-0.93%

Average Drawdown

Average peak-to-trough decline

-6.74%

-14.02%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.33%

-0.35%

Volatility

IEFA vs. EIS - Volatility Comparison

The current volatility for iShares Core MSCI EAFE ETF (IEFA) is 7.51%, while iShares MSCI Israel ETF (EIS) has a volatility of 9.63%. This indicates that IEFA 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


IEFAEISDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

9.63%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

15.80%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

23.66%

-5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

21.61%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

20.95%

-3.71%