Data Source: from January 2011 to December 2022 (~12 years)
Consolidated Returns as of 31 December 2022
Category: Stocks
ETF: iShares MSCI Indonesia ETF (EIDO)

In the last 10 Years, the iShares MSCI Indonesia ETF (EIDO) ETF obtained a -1.37% compound annual return, with a 23.00% standard deviation.

In 2022, the ETF granted a 2.48% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Indonesia ETF (EIDO) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Emerging Asia Pacific
  • Country: Indonesia

Historical Returns as of Dec 31, 2022

Historical returns and Metrics of iShares MSCI Indonesia ETF (EIDO) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
ISHARES MSCI INDONESIA ETF (EIDO) ETF
Portfolio Metrics
Data Source: 1 January 2011 - 31 December 2022 (~12 years)
Swipe left to see all data
Metrics as of Dec 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~12Y)
Portfolio
Return (%)
-4.85 -3.02 1.06 -0.15 -2.68 -2.86 -1.37 -0.62
US Inflation (%) -0.31 0.00 0.16 6.45 4.92 3.78 2.60 2.56
Infl. Adjusted
Return (%)
-4.56 -3.01 0.89 -6.21 -7.25 -6.40 -3.87 -3.10
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 12.86 28.08 24.59 23.00 23.52
Sharpe Ratio -0.12 -0.12 -0.16 -0.09 -0.20
Sortino Ratio -0.15 -0.14 -0.21 -0.11 -0.25
MAXIMUM DRAWDOWN
Drawdown Depth (%) -10.01 -42.60 -48.60 -53.85 -53.85
Start (yyyy mm) 2022 05 2020 01 2018 02 2013 05 2013 05
Bottom (yyyy mm) 2022 06 2020 03 2020 03 2020 03 2020 03
Start to Bottom (# months) 2 3 26 83 83
Start to Recovery (# months) in progress
> 8
28
> 59
> 116
> 116
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 51.36 10.76 5.15 0.80
Worst Return (%) -41.58 -15.58 -10.50 -3.75
% Positive Periods 56% 39% 39% 8%
MONTHS
Positive 0 2 4 8 20 30 66 81
Negative 1 1 2 4 16 30 54 63
% Positive 0% 67% 67% 67% 56% 50% 55% 56%
WITHDRAWAL RATES (WR)
Safe WR (%) 28.80 16.53 7.97 7.09
Perpetual WR (%) 0.00 0.00 0.00 0.00
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Dec 31, 2022

Monthly correlations of iShares MSCI Indonesia ETF (EIDO) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

Columns are sortable (click on table header to sort).

ISHARES MSCI INDONESIA ETF (EIDO) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
Correlation vs EIDO
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2011
US Total Stock Market
VTI
0.45
0.63
0.53
0.56
US Large Cap
SPY
0.44
0.61
0.52
0.55
US Small Cap
IJR
0.50
0.68
0.49
0.53
US REITs
VNQ
0.41
0.56
0.54
0.58
US Technology
QQQ
0.39
0.50
0.42
0.44
Preferred Stocks
PFF
0.24
0.54
0.51
0.53
EAFE Stocks
EFA
0.29
0.63
0.52
0.56
World All Countries
VT
0.41
0.67
0.56
0.60
Emerging Markets
EEM
0.13
0.66
0.56
0.62
Europe
VGK
0.27
0.62
0.49
0.53
Pacific
VPL
0.35
0.61
0.52
0.54
Latin America
FLLA
0.64
0.68
0.58
0.61
US Total Bond Market
BND
0.05
0.16
0.23
0.19
Long Term Treasuries
TLT
-0.05
-0.20
0.02
-0.11
US Cash
BIL
-0.37
-0.26
-0.14
-0.14
TIPS
TIP
0.41
0.25
0.31
0.30
Invest. Grade Bonds
LQD
0.12
0.38
0.38
0.36
High Yield Bonds
HYG
0.46
0.59
0.52
0.56
International Bonds
BNDX
0.22
0.18
0.27
0.24
Emerg. Market Bonds
EMB
0.17
0.59
0.57
0.59
Gold
GLD
0.10
0.21
0.17
0.25
Commodities
DBC
0.63
0.54
0.30
0.38

Capital Growth as of Dec 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Indonesia ETF (EIDO) ETF: Dividend Yield page.

An investment of 1000$, since January 2013, now would be worth 870.94$, with a total return of -12.91% (-1.37% annualized).

The Inflation Adjusted Capital now would be 673.76$, with a net total return of -32.62% (-3.87% annualized).
An investment of 1000$, since January 2011, now would be worth 927.95$, with a total return of -7.21% (-0.62% annualized).

The Inflation Adjusted Capital now would be 685.27$, with a net total return of -31.47% (-3.10% annualized).

Drawdowns

Worst drawdowns since January 2013.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-53.85% May 2013 Mar 2020 83 in progress 33 116

Worst drawdowns since January 2011.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-53.85% May 2013 Mar 2020 83 in progress 33 116
-24.49% Aug 2011 Sep 2011 2 Feb 2013 17 19
-10.89% Jan 2011 Jan 2011 1 Mar 2011 2 3

Rolling Returns ( more details)

iShares MSCI Indonesia ETF (EIDO) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
1.05 51.36
Oct 2015 - Sep 2016
-41.58
Apr 2019 - Mar 2020
44.36%
2 Years
-0.64 31.63
Apr 2020 - Mar 2022
-24.63
Apr 2018 - Mar 2020
67.77%
3 Years
-1.80 10.76
Oct 2015 - Sep 2018
-15.58
Apr 2017 - Mar 2020
60.55%
5 Years
-1.07 5.15
Feb 2014 - Jan 2019
-10.50
Apr 2015 - Mar 2020
61.18%
7 Years
-0.97 5.68
Oct 2015 - Sep 2022
-10.19
Apr 2013 - Mar 2020
70.49%
10 Years
-1.11 0.80
Jun 2012 - May 2022
-3.75
Aug 2011 - Jul 2021
92.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Indonesia ETF (EIDO) ETF: Rolling Returns page.

Seasonality

iShares MSCI Indonesia ETF (EIDO) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.46
60%
-2.97
40%
-8.10
20%
1.46
60%
0.31
40%
-2.50
40%
1.78
60%
1.91
60%
-3.27
20%
3.17
80%
5.03
60%
2.07
60%
 Capital Growth on monthly avg returns
100
101.46
98.45
90.48
91.80
92.08
89.79
91.38
93.12
90.08
92.94
97.61
99.63
Best 11.5
2019
5.0
2022
1.7
2022
10.6
2020
6.3
2020
5.0
2020
4.1
2020
5.8
2021
2.0
2021
10.3
2021
19.0
2020
8.4
2020
Worst -5.8
2020
-10.6
2020
-31.9
2020
-5.9
2018
-3.1
2019
-9.1
2022
-1.0
2019
-2.1
2019
-11.9
2020
-4.2
2018
-3.7
2019
-4.9
2022
Monthly Seasonality over the period Jan 2018 - Dec 2022
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.25
70%
1.49
70%
-2.04
60%
-0.11
60%
-0.28
40%
-1.63
40%
0.93
50%
-2.07
50%
-2.75
30%
3.92
80%
0.52
40%
2.21
70%
 Capital Growth on monthly avg returns
100
101.25
102.76
100.66
100.54
100.26
98.63
99.54
97.48
94.80
98.52
99.02
101.21
Best 11.5
2019
10.8
2013
8.1
2014
10.6
2020
6.3
2020
10.5
2016
6.2
2016
5.8
2021
3.6
2016
13.9
2015
19.0
2020
8.4
2020
Worst -5.8
2020
-10.6
2020
-31.9
2020
-10.8
2015
-4.9
2013
-9.1
2022
-7.0
2013
-20.6
2013
-11.9
2020
-4.2
2018
-11.0
2016
-4.9
2022
Monthly Seasonality over the period Jan 2013 - Dec 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.43
67%
1.60
67%
-0.68
67%
0.18
58%
-1.09
42%
-0.59
50%
1.68
58%
-2.45
42%
-3.63
33%
4.72
83%
0.30
42%
1.84
67%
 Capital Growth on monthly avg returns
100
100.43
102.04
101.34
101.53
100.42
99.83
101.50
99.01
95.42
99.92
100.22
102.06
Best 11.5
2019
10.8
2013
8.7
2011
10.6
2020
6.3
2020
10.5
2016
6.9
2011
5.8
2021
5.4
2012
15.4
2011
19.0
2020
8.4
2020
Worst -10.9
2011
-10.6
2020
-31.9
2020
-10.8
2015
-13.3
2012
-9.1
2022
-7.0
2013
-20.6
2013
-21.4
2011
-4.2
2018
-11.0
2016
-4.9
2022
Monthly Seasonality over the period Jan 2011 - Dec 2022

Monthly/Yearly Returns

iShares MSCI Indonesia ETF (EIDO) ETF data source starts from January 2011: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2011 - Dec 2022
81 Positive Months (56%) - 63 Negative Months (44%)
MONTHLY RETURNS TABLE
Jan 2011 - Dec 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-0.15 -6.21 0.9 5.0 1.7 1.9 -1.0 -9.1 3.3 2.8 -1.9 1.8 0.1 -4.9
2021
-0.60 -7.14 -4.1 1.8 -4.4 -1.0 -1.3 -4.5 -0.9 5.8 2.0 10.3 -2.5 -0.8
2020
-7.13 -8.38 -5.8 -10.6 -31.9 10.6 6.3 5.0 4.1 4.6 -11.9 5.8 19.0 8.4
2019
+5.30 +2.95 11.5 -7.0 -0.2 1.7 -3.1 4.4 -1.0 -2.1 -2.9 2.0 -3.7 7.0
2018
-10.89 -12.56 4.8 -4.0 -5.8 -5.9 0.6 -8.3 3.5 -1.7 -1.7 -4.2 12.3 0.6
2017
+19.39 +16.93 1.2 0.3 5.3 2.1 0.9 3.7 -1.2 0.0 -0.7 0.0 -0.1 6.7
2016
+16.99 +14.62 3.7 4.8 3.8 -2.0 -3.1 10.5 6.2 -1.8 3.6 -0.7 -11.0 3.5
2015
-22.80 -23.36 -3.0 3.6 0.6 -10.8 3.8 -8.7 -2.7 -11.6 -11.2 13.9 1.3 2.4
2014
+21.82 +20.90 1.6 10.2 8.1 0.1 -1.0 -2.7 5.2 3.6 -5.3 1.3 -0.2 0.0
2013
-23.34 -24.47 1.7 10.8 2.1 2.1 -4.9 -6.7 -7.0 -20.6 2.5 8.9 -10.0 -0.9
2012
+4.55 +2.76 3.6 -1.6 3.6 0.0 -13.3 7.8 3.9 -4.7 5.4 2.0 -1.7 1.2
2011
+1.91 -1.02 -10.9 5.9 8.7 3.4 2.9 1.4 6.9 -4.0 -21.4 15.4 0.1 -1.2
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