INTL vs. EIS

Last updated Jun 4, 2026

INTL (Main International ETF) and EIS (iShares MSCI Israel ETF) are both Foreign Large Cap Equities funds. INTL is actively managed, while EIS is passively managed. Over the past 3 years, INTL returned 17.19%/yr vs 37.61%/yr for EIS. A 0.55 correlation means they provide meaningful diversification when combined. INTL charges 1.04%/yr vs 0.59%/yr for EIS.

Performance

INTL vs. EIS - Performance Comparison

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

Returns By Period

In the year-to-date period, INTL achieves a 11.21% return, which is significantly lower than EIS's 18.19% return.

INTL

• 1D: -1.27%
• 1M: 3.36%
• YTD: 11.21%
• 6M: 13.45%
• 1Y: 27.41%
• 3Y*: 17.19%
• 5Y*: —
• 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)

INTL vs. EIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
INTL Main International ETF	11.21%	29.55%	2.00%	18.20%	-2.66%
EIS iShares MSCI Israel ETF	18.19%	45.11%	34.50%	5.48%	-8.09%

Correlation

The correlation between INTL and EIS is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (All Time) Calculated using the full available price history since Dec 5, 2022	0.55

The correlation between INTL and EIS has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

INTL vs. EIS - Sectors Allocation Comparison

Sectors	INTL	EIS
Financial Services	23.7%	34.6%
Technology	15.3%	17.8%
Industrials	15.1%	10.9%
Basic Materials	9.1%	1.8%
Consumer Cyclical	8.0%	2.5%
Healthcare	6.5%	9.8%
Energy	6.1%	2.0%
Consumer Defensive	5.6%	2.3%
Communication Services	5.0%	2.7%
Utilities	3.3%	6.6%
Real Estate	2.2%	9.1%

Return for Risk

INTL vs. EIS — Risk / Return Rank

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

INTL

INTL Risk / Return Rank: 52
INTL Sharpe Ratio Rank: 51
INTL Sortino Ratio Rank: 51
INTL Omega Ratio Rank: 53
INTL Calmar Ratio Rank: 48
INTL Martin Ratio Rank: 55

EIS

EIS Risk / Return Rank: 76
EIS Sharpe Ratio Rank: 74
EIS Sortino Ratio Rank: 73
EIS Omega Ratio Rank: 68
EIS Calmar Ratio Rank: 83
EIS Martin Ratio Rank: 82

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.

INTL vs. EIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) 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.

	INTL	EIS	Difference
Sharpe ratio: Return per unit of total volatility	1.79	2.45	-0.65
Sortino ratio: Return per unit of downside risk	2.50	3.36	-0.85
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	2.39	4.45	-2.06
Martin ratio: Return relative to average drawdown	9.45	16.54	-7.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INTL vs. EIS - Sharpe Ratio Comparison

The current INTL Sharpe Ratio is 1.79, which is comparable to the EIS Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of INTL 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.

Sharpe Ratios by Period

	INTL	EIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	2.45	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.33	+0.73

Drawdowns

INTL vs. EIS - Drawdown Comparison

The maximum INTL drawdown since its inception was -14.48%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for INTL and EIS.

Drawdown Indicators

	INTL	EIS	Difference
Max Drawdown Largest peak-to-trough decline	-14.48%	-51.94%	+37.46%
Max Drawdown (1Y) Largest decline over 1 year	-11.51%	-12.40%	+0.89%
Max Drawdown (3Y) Largest decline over 3 years	-14.48%	-24.10%	+9.62%
Max Drawdown (5Y) Largest decline over 5 years	—	-41.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.88%	—
Current Drawdown Current decline from peak	-1.27%	-5.56%	+4.29%
Average Drawdown Average peak-to-trough decline	-2.88%	-13.90%	+11.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	3.33%	-0.42%

Volatility

INTL vs. EIS - Volatility Comparison

The current volatility for Main International ETF (INTL) is 5.45%, while iShares MSCI Israel ETF (EIS) has a volatility of 6.64%. This indicates that INTL 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.

Volatility by Period

	INTL	EIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	6.64%	-1.19%
Volatility (6M) Calculated over the trailing 6-month period	13.08%	16.05%	-2.97%
Volatility (1Y) Calculated over the trailing 1-year period	15.35%	22.56%	-7.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.50%	21.81%	-6.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.50%	21.08%	-5.58%

INTL vs. EIS - Expense Ratio Comparison

INTL has a 1.04% expense ratio, which is higher than EIS's 0.59% expense ratio.

Dividends

INTL vs. EIS - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 2.31%, more than EIS's 1.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
INTL Main International ETF	2.31%	2.57%	2.71%	2.86%	1.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both INTL and EIS in my portfolio?

INTL and EIS have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTL or EIS?

EIS has higher volatility (6.64%) compared to INTL (5.45%). In terms of maximum drawdown, INTL dropped -14.48% vs EIS's -51.94%.

Which ETF is better, INTL or EIS?

On 3-year performance, EIS leads with 37.61% vs 17.19% for INTL. On fees, EIS is cheaper at 0.59% per year. On volatility, INTL has been the lower-risk option at 5.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INTL or EIS?

Over the 3-year period, EIS has performed better with a 37.61% return vs 17.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INTL or EIS?

EIS is cheaper with a 0.59% expense ratio, compared with 1.04% for INTL.

Which ETF pays a higher dividend yield, INTL or EIS?

INTL has the higher dividend yield at 2.31%, compared with 1.22% for EIS.

What is the main difference between INTL and EIS?

They also come from different issuers: Main Funds and iShares. Their fees differ too: 1.04% for INTL and 0.59% for EIS.

Which has better risk-adjusted returns?

EIS currently has the higher Sharpe Ratio (2.45 vs 1.79), 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.