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XIDV vs. EIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XIDV vs. EIS

Last updated Jul 12, 2026
Documentation

XIDV (Franklin International Dividend Booster Index ETF) and EIS (iShares MSCI Israel ETF) are both Foreign Large Cap Equities funds - XIDV tracks the VettaFi New Frontier International Dividend Select Index while EIS tracks the MSCI Israel Capped Investable Market Index (Net). Both are passively managed. Over the past year, XIDV returned 27.53% vs 27.10% for EIS. At a 0.44 correlation, their price movements are largely independent. XIDV charges 0.19%/yr vs 0.59%/yr for EIS.

Performance

XIDV vs. EIS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XIDV achieves a 13.30% return, which is significantly higher than EIS's 9.14% return.

XIDV

1D
0.31%
1M
-0.70%
6M
12.09%
YTD
13.30%
1Y
27.53%
3Y*
—
5Y*
—
10Y*
—

EIS

1D
-0.17%
1M
-7.60%
6M
1.78%
YTD
9.14%
1Y
27.10%
3Y*
31.90%
5Y*
13.09%
10Y*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIDV vs. EIS - Yearly Performance Comparison

2026 (YTD)2025
XIDV
Franklin International Dividend Booster Index ETF		13.30%40.77%
EIS
iShares MSCI Israel ETF		9.14%35.75%

Correlation

The correlation between XIDV and EIS is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

0.44

XIDV vs. EIS - Sectors Allocation Comparison

Sectors
XIDV
EIS

Financial Services

33.5%
32.5%

Energy

11.1%
1.8%

Consumer Defensive

8.9%
1.8%

Industrials

8.7%
10.7%

Consumer Cyclical

8.5%
2.8%

Basic Materials

7.8%
1.6%

Utilities

7.6%
6.7%

Healthcare

5.3%
9.9%

Communication Services

5.3%
2.4%

Real Estate

2.1%
8.9%

Technology

0.9%
20.0%

Financial Services

XIDV
33.5%
EIS
32.5%

Energy

XIDV
11.1%
EIS
1.8%

Consumer Defensive

XIDV
8.9%
EIS
1.8%

Industrials

XIDV
8.7%
EIS
10.7%

Consumer Cyclical

XIDV
8.5%
EIS
2.8%

Basic Materials

XIDV
7.8%
EIS
1.6%

Utilities

XIDV
7.6%
EIS
6.7%

Healthcare

XIDV
5.3%
EIS
9.9%

Communication Services

XIDV
5.3%
EIS
2.4%

Real Estate

XIDV
2.1%
EIS
8.9%

Technology

XIDV
0.9%
EIS
20.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Franklin International Dividend Booster Index ETF

iShares MSCI Israel ETF

Often compared with XIDV:
XIDV vs. SCHDXIDV vs. SPYXIDV vs. EFASXIDV vs. IDOGXIDV vs. LVHIXIDV vs. VXUSXIDV vs. CIL
Often compared with EIS:
EIS vs. ISRAEIS vs. IZRLEIS vs. SPYEIS vs. VOOEIS vs. ITEQEIS vs. QQQEIS vs. EPU

Return for Risk

XIDV vs. EIS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIDV
XIDV Risk / Return Rank: 8181
Overall Rank
XIDV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XIDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
XIDV Omega Ratio Rank: 8383
Omega Ratio Rank
XIDV Calmar Ratio Rank: 7979
Calmar Ratio Rank
XIDV Martin Ratio Rank: 7777
Martin Ratio Rank
EIS
EIS Risk / Return Rank: 4040
Overall Rank
EIS Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 3838
Sortino Ratio Rank
EIS Omega Ratio Rank: 3636
Omega Ratio Rank
EIS Calmar Ratio Rank: 4545
Calmar Ratio Rank
EIS Martin Ratio Rank: 4343
Martin Ratio Rank
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.

XIDV vs. EIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) 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.

XIDVEISDifference
Sharpe ratioReturn per unit of total volatility
2.14
1.11

+1.04

Sortino ratioReturn per unit of downside risk
2.97
1.65

+1.31

Omega ratioGain probability vs. loss probability

1.39

1.20

+0.19

Calmar ratioReturn relative to maximum drawdown

3.28

1.83

+1.45

Martin ratioReturn relative to average drawdown

11.52

5.47

+6.05

XIDV vs. EIS - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.14, which is higher than the EIS Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of XIDV 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.

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Drawdowns

XIDV vs. EIS - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for XIDV and EIS.

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Drawdown Indicators

XIDVEISDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-51.94%

+39.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-13.90%

+5.65%

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 Drawdown

Current decline from peak

-0.70%

-12.79%

+12.09%

Average Drawdown

Average peak-to-trough decline

-1.43%

-13.88%

+12.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

4.66%

-2.31%

Volatility

XIDV vs. EIS - Volatility Comparison

The current volatility for Franklin International Dividend Booster Index ETF (XIDV) is 3.77%, while iShares MSCI Israel ETF (EIS) has a volatility of 9.16%. This indicates that XIDV 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

XIDVEISDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

9.16%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

18.15%

-7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

22.98%

-10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

22.23%

-7.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

21.23%

-6.58%

XIDV vs. EIS - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is lower than EIS's 0.59% expense ratio.

Dividends

XIDV vs. EIS - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 6.02%, more than EIS's 1.56% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
XIDV
Franklin International Dividend Booster Index ETF		6.02%4.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XIDV and EIS have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIS has higher volatility (9.16%) compared to XIDV (3.77%). In terms of maximum drawdown, XIDV dropped -12.15% vs EIS's -51.94%.

On 1-year performance, XIDV leads with 27.53% vs 27.10% for EIS. On fees, XIDV is cheaper at 0.19% per year. On volatility, XIDV has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XIDV has performed better with a 27.53% return vs 27.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XIDV is cheaper with a 0.19% expense ratio, compared with 0.59% for EIS.

XIDV has the higher dividend yield at 6.02%, compared with 1.56% for EIS.

XIDV tracks VettaFi New Frontier International Dividend Select Index, while EIS tracks MSCI Israel Capped Investable Market Index (Net). They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for XIDV and 0.59% for EIS.

XIDV currently has the higher Sharpe Ratio (2.14 vs 1.11), 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.

Portfolio Optimizer

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