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iShares Adaptive Currency Hedged MSCI EAFE ETF

DEFA
ETF · Currency in USD
ISIN
US46435G6567
CUSIP
46435G656
Issuer
iShares
Inception Date
Jan 5, 2016
Region
Developed Markets (EAFE)
Category
Foreign Large Cap Equities
Expense Ratio
0.35%
Index Tracked
MSCI EAFE Adaptive Hedge to USD Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

DEFAPrice Chart


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S&P 500

DEFAPerformance

The chart shows the growth of $10,000 invested in iShares Adaptive Currency Hedged MSCI EAFE ETF on Jan 6, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,416 for a total return of roughly 44.16%. All prices are adjusted for splits and dividends.


DEFA (iShares Adaptive Currency Hedged MSCI EAFE ETF)
Benchmark (S&P 500)

DEFAReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.66%
6M8.88%
YTD10.99%
1Y22.10%
5Y6.92%
10Y6.69%

DEFAMonthly Returns Heatmap


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DEFASharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Adaptive Currency Hedged MSCI EAFE ETF Sharpe ratio is 1.60. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


DEFA (iShares Adaptive Currency Hedged MSCI EAFE ETF)
Benchmark (S&P 500)

DEFADividends


DEFA doesn't pay dividends

DEFADrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


DEFA (iShares Adaptive Currency Hedged MSCI EAFE ETF)
Benchmark (S&P 500)

DEFAWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Adaptive Currency Hedged MSCI EAFE ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Adaptive Currency Hedged MSCI EAFE ETF is 33.45%, recorded on Mar 18, 2020. It took 202 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.45%Feb 5, 2018533Mar 18, 2020202Jan 5, 2021735
-10.35%Apr 25, 201645Jun 27, 2016118Dec 13, 2016163
-7%Jan 15, 201618Feb 10, 201621Mar 11, 201639
-6.07%Jun 16, 202123Jul 19, 2021
-4.07%Jan 11, 202114Jan 29, 20217Feb 9, 202121
-3.39%Feb 17, 20218Feb 26, 202113Mar 17, 202121
-3.16%May 10, 20213May 12, 20218May 24, 202111
-2.53%May 15, 201737Jul 6, 20176Jul 14, 201743
-2.37%Aug 8, 201716Aug 29, 20179Sep 12, 201725
-2.36%Nov 9, 20175Nov 15, 201722Dec 18, 201727

DEFAVolatility Chart

Current iShares Adaptive Currency Hedged MSCI EAFE ETF volatility is 1.62%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


DEFA (iShares Adaptive Currency Hedged MSCI EAFE ETF)
Benchmark (S&P 500)

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