iShares MSCI Indonesia ETF

10-Year Study

EIDO.US · · US · ETF

Executive Summary: iShares MSCI Indonesia ETF has compounded at -0.9% annually over the last 10 years, with a maximum drawdown of 48.6% and an annualized volatility of 36.6%.

1Y CAGR
-11.9%
3Y CAGR
-8.3%
5Y CAGR
-2.5%
10Y CAGR
-0.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
48.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +19.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -13.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.61.0-11.42.7————————-13.3%
2025-1.0-12.82.16.29.1-4.1-2.02.3-0.74.22.11.14.9%
2024-2.12.30.7-7.8-4.90.94.58.13.4-4.6-7.3-5.7-13.0%
20233.8-1.42.75.2-5.50.61.8-1.9-3.3-8.76.93.42.6%
20220.95.01.71.9-1.0-9.23.32.8-1.91.80.1-4.8-0.2%
2021-4.11.8-4.4-1.0-1.3-4.4-0.95.82.010.3-2.5-0.8-0.6%
2020-5.8-10.6-31.910.66.35.04.14.6-11.95.819.08.4-7.1%
201911.5-7.0-0.21.7-3.14.4-1.0-2.1-2.92.0-3.77.05.3%
20184.8-4.0-5.8-5.90.6-8.33.5-1.7-1.7-4.212.30.6-10.9%
20171.20.35.32.10.93.7-1.20.0-0.70.0-0.16.719.4%
2016———-2.0-3.110.56.2-1.83.6-0.7-11.03.53.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 36.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.3% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019800.473507166884
2016-05-019494.889979217107
2016-06-0110494.504317271227
2016-07-0111146.647954920403
2016-08-0110949.317592612431
2016-09-0111344.031881387526
2016-10-0111262.507231161484
2016-11-0110018.26537827009
2016-12-0110364.075589741393
2017-01-0110484.32712703276
2017-02-0110518.71531720695
2017-03-0111077.068112184776
2017-04-0111309.000921303537
2017-05-0111407.773230775823
2017-06-0111830.501574786278
2017-07-0111682.664495532748
2017-08-0111687.003192423887
2017-09-0111604.407259014848
2017-10-0111608.745955905984
2017-11-0111600.068562123713
2017-12-0112374.499175111949
2018-01-0112966.436697876718
2018-02-0112452.86353994815
2018-03-0111734.675294067234
2018-04-0111038.234096801149
2018-05-0111107.867503695927
2018-06-0110186.403273841406
2018-07-0110541.15869989073
2018-08-0110363.807768945644
2018-09-0110186.403273841406
2018-10-019760.675336918563
2018-11-0110962.49437576329
2018-12-0111028.110470721831
2019-01-0112298.920146551538
2019-02-0111432.466308143894
2019-03-0111410.237182096715
2019-04-0111605.746362993594
2019-05-0111245.848777665888
2019-06-0111740.406659096265
2019-07-0111618.441068712104
2019-08-0111379.009277312363
2019-09-0111053.7677029546
2019-10-0111275.094808561696
2019-11-0110854.99110834958
2019-12-0111612.602575364772
2020-01-0110942.836329355303
2020-02-019784.297131103636
2020-03-016666.166734514602
2020-04-017372.142352109357
2020-05-017833.758275662589
2020-06-018227.079896299787
2020-07-018565.283997171813
2020-08-018962.944314700148
2020-09-017893.428748955499
2020-10-018355.044672508731
2020-11-019945.578814303773
2020-12-0110784.500674908406
2021-01-0110337.829151757976
2021-02-0110521.98273091509
2021-03-0110061.545218863153
2021-04-019964.808347438562
2021-05-019835.879416364922
2021-06-019398.795877702312
2021-07-019310.736400059992
2021-08-019852.966383133718
2021-09-0110052.278619330233
2021-10-0111090.405587813082
2021-11-0110807.693955820281
2021-12-0110719.84873481456
2022-01-0110817.871146058751
2022-02-0111354.584020740042
2022-03-0111550.575279069268
2022-04-0111769.92051078782
2022-05-0111657.917854005525
2022-06-0110588.884365693228
2022-07-0110934.26606389133
2022-08-0111241.83146572965
2022-09-0111033.627579114262
2022-10-0111237.117819724464
2022-11-0111246.545111734837
2022-12-0110702.708203886616
2023-01-0111104.225140873737
2023-02-0110951.299466500974
2023-03-0111247.669959076982
2023-04-0111830.82295974118
2023-05-0111175.94754997536
2023-06-0111245.688085188438
2023-07-0111445.696655453903
2023-08-0111231.011505581386
2023-09-0110865.1147344289
2023-10-019923.510380734044
2023-11-0110611.434876695306
2023-12-0110976.903134574593
2024-01-0110750.648126325712
2024-02-0111001.489083624365
2024-03-0111080.174833415465
2024-04-0110214.631585713367
2024-05-019717.877573757845
2024-06-019804.919332376321
2024-07-0110247.573543590512
2024-08-0111076.960983866475
2024-09-0111448.374863411394
2024-10-0110919.214535170227
2024-11-0110120.358665609665
2024-12-019548.293445889487
2025-01-019455.306065605382
2025-02-018246.255865275427
2025-03-018421.892743127719
2025-04-018943.768345724508
2025-05-019754.94397188953
2025-06-019352.730700833457
2025-07-019161.720909305166
2025-08-019373.94210785679
2025-09-019310.254322627643
2025-10-019697.523193280913
2025-11-019904.441540076703
2025-12-0110016.497761018147
2026-01-019454.074089944936
2026-02-019545.133160499647
2026-03-018457.780729758104
2026-04-018688.106614102371
Annual Return Matrix
YearAnnual Return
20170.1939800195359942
2018-0.10880349057665506
20190.053000203996386386
2020-0.07131062094668772
2021-0.005994894158082409
2022-0.00159895268599064
20230.02561921015359503
2024-0.13014687942224168
20250.04903539232240717
2026-0.13262032085561504
Total Factor Risk
0.3657005887759385
VTI.US Exposure
0.10991867210749458
VEA.US Exposure
0.031114786101502152
VWO.US Exposure
0.016974122418438386
QQQ.US Exposure
-0.027039583493648968
VTV.US Exposure
-0.0297322462126896
IJR.US Exposure
0.00019651740495997194
QUAL.US Exposure
-0.012707981425605742
SHV.US Exposure
0.7225748777330951
TLT.US Exposure
-0.005924820772498031
LQD.US Exposure
0.0017527099045593823
HYG.US Exposure
-0.004697473253023784
GLD.US Exposure
-0.0008136433853342544
USO.US Exposure
0.004210895782536126
VNQ.US Exposure
0.024866339042563777
BTC-USD.CC Exposure
0.013956989463860309
CPER.US Exposure
0.004222270048657779
VIX.INDX Exposure
0.006717103344432536
UUP.US Exposure
0.0015843113181138898
TIP.US Exposure
0.04029982001969099
Idiosyncratic Exposure
0.1025263338528955
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-8.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
15.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Indonesia ETF a high-risk investment?

iShares MSCI Indonesia ETF (EIDO.US) has an annualized volatility of 36.6% and experienced a maximum drawdown of 48.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EIDO.US?

Over the past 10 years, EIDO.US has generated a Compound Annual Growth Rate (CAGR) of -0.9%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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