TDI vs. EIS
TDI (Touchstone Dynamic International ETF) and EIS (iShares MSCI Israel ETF) are both Foreign Large Cap Equities funds. TDI is actively managed, while EIS is passively managed. Over the past year, TDI returned 37.17% vs 36.10% for EIS. Their 0.56 correlation means they have sometimes moved together and sometimes differently. TDI charges 0.65%/yr vs 0.59%/yr for EIS.
Performance
TDI vs. EIS - Performance Comparison
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Returns By Period
In the year-to-date period, TDI achieves a 19.01% return, which is significantly higher than EIS's 12.25% return.
TDI
- 1D
- 1.72%
- 1M
- 3.75%
- 6M
- 9.01%
- YTD
- 19.01%
- 1Y
- 37.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 27.37%
EIS
- 1D
- 2.61%
- 1M
- 1.91%
- 6M
- 1.65%
- YTD
- 12.25%
- 1Y
- 36.10%
- 3Y*
- 31.32%
- 5Y*
- 13.58%
- 10Y*
- 11.17%
- ALL TIME*
- 7.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.62M | $7.85M | $10.69M | |
| $1.33M | $2.57M | $3.58M |
TDI vs. EIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 19.01% | 43.12% | 6.39% | 4.69% |
EIS iShares MSCI Israel ETF | 12.25% | 45.11% | 34.50% | 5.57% |
Correlation
The correlation between TDI and EIS is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.56 |
The correlation between TDI and EIS has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
TDI vs. EIS - Sectors Allocation Comparison
Sectors
TDI
EIS
Financial Services
Technology
Industrials
Energy
Healthcare
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Utilities
Real Estate
-
Financial Services
TDI
EIS
Technology
TDI
EIS
Industrials
TDI
EIS
Energy
TDI
EIS
Healthcare
TDI
EIS
Basic Materials
TDI
EIS
Communication Services
TDI
EIS
Consumer Cyclical
TDI
EIS
Consumer Defensive
TDI
EIS
Utilities
TDI
EIS
Real Estate
TDI
-
EIS
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Return for Risk
TDI vs. EIS — Risk / Return Rank
TDI
EIS
TDI vs. EIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TDI | EIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.36 | +0.73 |
| Martin ratioReturn relative to average drawdown | 11.08 | 6.76 | +4.32 |
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Drawdowns
TDI vs. EIS - Drawdown Comparison
The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for TDI and EIS.
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Drawdown Indicators
| TDI | EIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -51.94% | +36.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -15.37% | +3.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.88% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.88% | — |
Current DrawdownCurrent decline from peak | -0.93% | -10.30% | +9.37% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -13.88% | +11.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 5.38% | -2.02% |
Volatility
TDI vs. EIS - Volatility Comparison
The current volatility for Touchstone Dynamic International ETF (TDI) is 5.88%, while iShares MSCI Israel ETF (EIS) has a volatility of 7.10%. This indicates that TDI 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
| TDI | EIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 7.10% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.03% | 18.89% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.34% | 23.40% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 22.36% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 21.32% | -3.97% |
TDI vs. EIS - Expense Ratio Comparison
TDI has a 0.65% expense ratio, which is higher than EIS's 0.59% expense ratio.
Dividends
TDI vs. EIS - Dividend Comparison
TDI's dividend yield for the trailing twelve months is around 1.63%, more than EIS's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIS iShares MSCI Israel ETF | 1.52% | 1.44% | 1.38% | 1.39% | 1.66% | 1.04% | 0.16% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% |
TDI Touchstone Dynamic International ETF | 1.63% | 1.94% | 3.39% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TDI and EIS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIS has higher volatility (7.10%) compared to TDI (5.88%). In terms of maximum drawdown, TDI dropped -14.99% vs EIS's -51.94%.
On 1-year performance, TDI leads with 37.17% vs 36.10% for EIS. On fees, EIS is cheaper at 0.59% per year. On volatility, TDI has been the lower-risk option at 5.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TDI has performed better with a 37.17% return vs 36.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EIS is cheaper with a 0.59% expense ratio, compared with 0.65% for TDI.
TDI has the higher dividend yield at 1.63%, compared with 1.52% for EIS.
They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.65% for TDI and 0.59% for EIS.
TDI currently has the higher Sharpe Ratio (1.94 vs 1.55), 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.
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