THD vs. EIDO
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and iShares MSCI Indonesia ETF (EIDO).
THD and EIDO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THD is a passively managed fund by iShares that tracks the performance of the MSCI Thailand Investable Market Index. It was launched on Mar 26, 2008. EIDO is a passively managed fund by iShares that tracks the performance of the MSCI Indonesia Investable Market Index. It was launched on May 5, 2010. Both THD and EIDO 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
THD vs. EIDO - Performance Comparison
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THD vs. EIDO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THD iShares MSCI Thailand ETF | 16.27% | 2.36% | -2.21% | -12.63% | 1.22% | 1.87% | -9.89% | 8.32% | -8.25% | 31.45% |
EIDO iShares MSCI Indonesia ETF | -15.56% | 4.90% | -13.02% | 2.56% | -0.16% | -0.60% | -7.13% | 5.30% | -10.88% | 19.40% |
Returns By Period
In the year-to-date period, THD achieves a 16.27% return, which is significantly higher than EIDO's -15.56% return. Over the past 10 years, THD has outperformed EIDO with an annualized return of 3.09%, while EIDO has yielded a comparatively lower -1.74% annualized return.
THD
- 1D
- 3.63%
- 1M
- -7.55%
- YTD
- 16.27%
- 6M
- 19.40%
- 1Y
- 38.44%
- 3Y*
- 1.39%
- 5Y*
- -0.40%
- 10Y*
- 3.09%
EIDO
- 1D
- 2.13%
- 1M
- -11.39%
- YTD
- -15.56%
- 6M
- -9.16%
- 1Y
- 0.42%
- 3Y*
- -9.07%
- 5Y*
- -3.48%
- 10Y*
- -1.74%
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THD vs. EIDO - Expense Ratio Comparison
Both THD and EIDO have an expense ratio of 0.59%.
Return for Risk
THD vs. EIDO — Risk / Return Rank
THD
EIDO
THD vs. EIDO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and iShares MSCI Indonesia ETF (EIDO). 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.
| THD | EIDO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.02 | +1.45 |
Sortino ratioReturn per unit of downside risk | 2.25 | 0.19 | +2.06 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.03 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | -0.00 | +2.79 |
Martin ratioReturn relative to average drawdown | 7.61 | -0.00 | +7.61 |
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
| THD | EIDO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.02 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | -0.18 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | -0.07 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | -0.00 | +0.17 |
Correlation
The correlation between THD and EIDO is 0.55, 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
THD vs. EIDO - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.89%, less than EIDO's 4.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THD iShares MSCI Thailand ETF | 2.89% | 3.36% | 3.15% | 2.92% | 2.41% | 3.16% | 2.31% | 2.42% | 2.57% | 2.16% | 2.61% | 3.58% |
EIDO iShares MSCI Indonesia ETF | 4.21% | 3.56% | 5.20% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.16% | 1.67% |
Drawdowns
THD vs. EIDO - Drawdown Comparison
The maximum THD drawdown since its inception was -64.22%, roughly equal to the maximum EIDO drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for THD and EIDO.
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Drawdown Indicators
| THD | EIDO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.22% | -63.21% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -21.33% | +7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -40.24% | -38.14% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -59.41% | +10.09% |
Current DrawdownCurrent decline from peak | -14.62% | -42.37% | +27.75% |
Average DrawdownAverage peak-to-trough decline | -18.34% | -24.39% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 6.78% | -1.85% |
Volatility
THD vs. EIDO - Volatility Comparison
iShares MSCI Thailand ETF (THD) has a higher volatility of 10.58% compared to iShares MSCI Indonesia ETF (EIDO) at 8.32%. This indicates that THD's price experiences larger fluctuations and is considered to be riskier than EIDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THD | EIDO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 8.32% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 17.11% | 16.55% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.30% | 23.84% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 19.54% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 24.65% | -3.15% |