VDI vs. EIS
VDI (Virtus International Dividend ETF) and EIS (iShares MSCI Israel ETF) are both Foreign Large Cap Equities funds. VDI is actively managed, while EIS is passively managed. A 0.53 correlation means they provide meaningful diversification when combined. VDI charges 0.39%/yr vs 0.59%/yr for EIS.
Performance
VDI vs. EIS - Performance Comparison
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Returns By Period
In the year-to-date period, VDI achieves a 15.45% return, which is significantly higher than EIS's 9.14% return.
VDI
- 1D
- 0.65%
- 1M
- 0.38%
- 6M
- 12.85%
- YTD
- 15.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EIS
- 1D
- -0.17%
- 1M
- -6.38%
- 6M
- 1.78%
- YTD
- 9.14%
- 1Y
- 27.10%
- 3Y*
- 31.90%
- 5Y*
- 13.09%
- 10Y*
- 11.05%
VDI vs. EIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDI Virtus International Dividend ETF | 15.45% | 3.29% |
EIS iShares MSCI Israel ETF | 9.14% | 5.14% |
Correlation
The correlation between VDI and EIS is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.53 |
VDI vs. EIS - Sectors Allocation Comparison
Sectors
VDI
EIS
Financial Services
Industrials
Technology
Energy
Basic Materials
Healthcare
Utilities
Consumer Defensive
Consumer Cyclical
Communication Services
Real Estate
Financial Services
VDI
EIS
Industrials
VDI
EIS
Technology
VDI
EIS
Energy
VDI
EIS
Basic Materials
VDI
EIS
Healthcare
VDI
EIS
Utilities
VDI
EIS
Consumer Defensive
VDI
EIS
Consumer Cyclical
VDI
EIS
Communication Services
VDI
EIS
Real Estate
VDI
EIS
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Return for Risk
VDI vs. EIS — Risk / Return Rank
VDI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EIS
VDI vs. EIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus International Dividend ETF (VDI) 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.
| VDI | EIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.20 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.83 | — |
| Martin ratioReturn relative to average drawdown | — | 5.47 | — |
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Drawdowns
VDI vs. EIS - Drawdown Comparison
The maximum VDI drawdown since its inception was -10.40%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for VDI and EIS.
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Drawdown Indicators
| VDI | EIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.40% | -51.94% | +41.54% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.90% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.10% | — |
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 | -0.79% | -12.79% | +12.00% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -13.88% | +12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.66% | — |
Volatility
VDI vs. EIS - Volatility Comparison
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Volatility by Period
| VDI | EIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.15% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 22.98% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 22.23% | -6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 21.23% | -5.02% |
VDI vs. EIS - Expense Ratio Comparison
VDI has a 0.39% expense ratio, which is lower than EIS's 0.59% expense ratio.
Dividends
VDI vs. EIS - Dividend Comparison
VDI's dividend yield for the trailing twelve months is around 2.32%, more than EIS's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIS iShares MSCI Israel ETF | 1.56% | 1.44% | 1.38% | 1.39% | 1.66% | 1.04% | 0.16% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% |
VDI Virtus International Dividend ETF | 2.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VDI and EIS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDI is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDI is cheaper with a 0.39% expense ratio, compared with 0.59% for EIS.
VDI has the higher dividend yield at 2.32%, compared with 1.56% for EIS.
They also come from different issuers: Virtus and iShares. Their fees differ too: 0.39% for VDI and 0.59% for EIS.
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