XIDV vs. EIS

Last updated Jun 6, 2026

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 27.41% vs 46.41% for EIS. At a 0.45 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.

Returns By Period

In the year-to-date period, XIDV achieves a 10.22% return, which is significantly lower than EIS's 12.78% return.

XIDV

• 1D: -1.39%
• 1M: -1.87%
• YTD: 10.22%
• 6M: 13.84%
• 1Y: 27.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EIS

• 1D: -4.13%
• 1M: -9.12%
• YTD: 12.78%
• 6M: 16.55%
• 1Y: 46.41%
• 3Y*: 34.39%
• 5Y*: 14.24%
• 10Y*: 11.41%

*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	10.22%	40.30%
EIS iShares MSCI Israel ETF	12.78%	37.39%

Correlation

The correlation between XIDV and EIS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	0.45

XIDV vs. EIS - Sectors Allocation Comparison

Sectors	XIDV	EIS
Financial Services	30.9%	34.6%
Energy	12.1%	2.0%
Consumer Cyclical	9.1%	2.5%
Consumer Defensive	9.0%	2.3%
Industrials	8.4%	10.9%
Basic Materials	8.2%	1.8%
Utilities	7.8%	6.6%
Communication Services	5.7%	2.7%
Healthcare	5.4%	9.8%
Real Estate	2.4%	9.1%
Technology	0.9%	17.8%

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: 72
XIDV Sharpe Ratio Rank: 74
XIDV Sortino Ratio Rank: 72
XIDV Omega Ratio Rank: 73
XIDV Calmar Ratio Rank: 71
XIDV Martin Ratio Rank: 69

EIS

EIS Risk / Return Rank: 67
EIS Sharpe Ratio Rank: 62
EIS Sortino Ratio Rank: 63
EIS Omega Ratio Rank: 59
EIS Calmar Ratio Rank: 76
EIS Martin Ratio Rank: 74

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.

	XIDV	EIS	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.03	+0.20
Sortino ratio: Return per unit of downside risk	3.02	2.83	+0.19
Omega ratio: Gain probability vs. loss probability	1.40	1.35	+0.05
Calmar ratio: Return relative to maximum drawdown	3.34	3.76	-0.43
Martin ratio: Return relative to average drawdown	12.07	13.66	-1.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XIDV vs. EIS - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.23, which is comparable to the EIS Sharpe Ratio of 2.03. 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.

Sharpe Ratios by Period

	XIDV	EIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	2.03	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.55	0.31	+2.24

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.

Drawdown Indicators

	XIDV	EIS	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-51.94%	+39.79%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-12.40%	+4.15%
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	-2.78%	-9.88%	+7.10%
Average Drawdown Average peak-to-trough decline	-1.42%	-13.90%	+12.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	3.41%	-1.13%

Volatility

XIDV vs. EIS - Volatility Comparison

The current volatility for Franklin International Dividend Booster Index ETF (XIDV) is 3.64%, while iShares MSCI Israel ETF (EIS) has a volatility of 7.38%. 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.

Volatility by Period

	XIDV	EIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	7.38%	-3.74%
Volatility (6M) Calculated over the trailing 6-month period	10.00%	16.54%	-6.54%
Volatility (1Y) Calculated over the trailing 1-year period	12.33%	22.97%	-10.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.80%	21.88%	-7.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	21.12%	-6.32%

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 4.32%, more than EIS's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EIS iShares MSCI Israel ETF	1.27%	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	4.32%	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

Can I hold both XIDV and EIS in my portfolio?

XIDV and EIS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XIDV or EIS?

EIS has higher volatility (7.38%) compared to XIDV (3.64%). In terms of maximum drawdown, XIDV dropped -12.15% vs EIS's -51.94%.

Which ETF is better, XIDV or EIS?

On 1-year performance, EIS leads with 46.41% vs 27.41% for XIDV. On fees, XIDV is cheaper at 0.19% per year. On volatility, XIDV has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XIDV or EIS?

Over the 1-year period, EIS has performed better with a 46.41% return vs 27.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XIDV or EIS?

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

Which ETF pays a higher dividend yield, XIDV or EIS?

XIDV has the higher dividend yield at 4.32%, compared with 1.27% for EIS.

What is the main difference between XIDV and 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.

Which has better risk-adjusted returns?

XIDV currently has the higher Sharpe Ratio (2.23 vs 2.03), 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.