iShares ESG Advanced MSCI EAFE ETF (DMXF)
DMXF is a passive ETF by iShares tracking the investment results of the MSCI EAFE Choice ESG Screened Index. DMXF launched on Jun 16, 2020 and has a 0.12% expense ratio.
ETF Info
Jun 16, 2020
Developed Markets (Broad)
1x
MSCI EAFE Choice ESG Screened Index
Large-Cap
Blend
Expense Ratio
DMXF has an expense ratio of 0.12%, which is considered low.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
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Returns By Period
iShares ESG Advanced MSCI EAFE ETF (DMXF) returned 11.76% year-to-date (YTD) and 6.81% over the past 12 months.
DMXF
11.76%
8.13%
10.05%
6.81%
N/A
N/A
^GSPC (Benchmark)
0.60%
9.64%
-0.54%
11.47%
15.67%
10.79%
Monthly Returns
The table below presents the monthly returns of DMXF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.26% | 1.37% | -1.39% | 4.02% | 3.10% | 11.76% | |||||||
| 2024 | 0.14% | 4.30% | 2.11% | -3.92% | 5.21% | -0.66% | 2.44% | 3.04% | 1.22% | -6.00% | 0.12% | -3.43% | 3.99% |
| 2023 | 9.42% | -3.18% | 3.65% | 2.43% | -2.39% | 3.72% | 2.41% | -4.14% | -4.53% | -3.05% | 10.06% | 5.83% | 20.52% |
| 2022 | -6.12% | -4.62% | -0.94% | -7.74% | 2.75% | -8.25% | 5.73% | -6.24% | -9.90% | 4.55% | 13.59% | -1.34% | -19.25% |
| 2021 | -0.82% | 1.79% | 1.72% | 2.75% | 3.46% | -0.98% | 1.27% | 2.70% | -3.76% | 3.14% | -3.93% | 3.46% | 10.90% |
| 2020 | -0.60% | 4.19% | 4.76% | -0.92% | -3.51% | 12.83% | 5.48% | 23.44% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DMXF is 48, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
iShares ESG Advanced MSCI EAFE ETF provided a 2.61% dividend yield over the last twelve months, with an annual payout of $1.89 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|
| Dividend | $1.89 | $1.89 | $1.46 | $1.29 | $1.32 | $0.20 |
Dividend yield | 2.61% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares ESG Advanced MSCI EAFE ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $1.89 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $1.46 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $1.29 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $1.32 |
| 2020 | $0.20 | $0.20 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares ESG Advanced MSCI EAFE ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares ESG Advanced MSCI EAFE ETF was 34.52%, occurring on Oct 12, 2022. Recovery took 351 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.52% | Sep 8, 2021 | 277 | Oct 12, 2022 | 351 | Mar 7, 2024 | 628 |
| -16.54% | Sep 27, 2024 | 132 | Apr 8, 2025 | 24 | May 13, 2025 | 156 |
| -7.98% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
| -6.89% | Mar 8, 2024 | 30 | Apr 19, 2024 | 18 | May 15, 2024 | 48 |
| -6.81% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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