JIG vs. EIS
Compare and contrast key facts about JPMorgan International Growth ETF (JIG) and iShares MSCI Israel ETF (EIS).
JIG and EIS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIG is an actively managed fund by JPMorgan. It was launched on May 20, 2020. EIS is a passively managed fund by iShares that tracks the performance of the MSCI Israel Capped Investable Market Index (Net). It was launched on Mar 26, 2008.
Performance
JIG vs. EIS - Performance Comparison
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JIG vs. EIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 2.93% | 20.10% | 8.84% | 13.00% | -30.57% | 6.40% | 40.92% |
EIS iShares MSCI Israel ETF | 7.71% | 45.11% | 34.50% | 5.48% | -27.05% | 22.83% | 25.15% |
Returns By Period
In the year-to-date period, JIG achieves a 2.93% return, which is significantly lower than EIS's 7.71% return.
JIG
- 1D
- 1.68%
- 1M
- -6.00%
- YTD
- 2.93%
- 6M
- 1.94%
- 1Y
- 21.81%
- 3Y*
- 11.17%
- 5Y*
- 1.93%
- 10Y*
- —
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%
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JIG vs. EIS - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is lower than EIS's 0.59% expense ratio.
Return for Risk
JIG vs. EIS — Risk / Return Rank
JIG
EIS
JIG vs. EIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) 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.
| JIG | EIS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 2.53 | -1.42 |
Sortino ratioReturn per unit of downside risk | 1.63 | 3.40 | -1.77 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 5.00 | -3.32 |
Martin ratioReturn relative to average drawdown | 6.40 | 18.63 | -12.23 |
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
| JIG | EIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.53 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.66 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.31 | +0.13 |
Correlation
The correlation between JIG and EIS is 0.65, 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
JIG vs. EIS - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 2.19%, more than EIS's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 2.19% | 2.25% | 1.70% | 1.69% | 0.91% | 1.35% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
JIG vs. EIS - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for JIG and EIS.
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Drawdown Indicators
| JIG | EIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.75% | -51.94% | +8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -12.40% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -43.75% | -41.88% | -1.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.88% | — |
Current DrawdownCurrent decline from peak | -7.91% | -5.82% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -17.21% | -14.02% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.33% | +0.07% |
Volatility
JIG vs. EIS - Volatility Comparison
JPMorgan International Growth ETF (JIG) and iShares MSCI Israel ETF (EIS) have volatilities of 9.56% and 9.63%, 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.
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Volatility by Period
| JIG | EIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 9.63% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 15.80% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 23.66% | -3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 21.61% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 20.95% | -2.12% |