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 compared to other funds.
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
The chart shows the growth of an initial investment of $10,000 in iShares ESG Advanced MSCI EAFE ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares ESG Advanced MSCI EAFE ETF had a return of 3.70% year-to-date (YTD) and 4.40% in the last 12 months.
DMXF
3.70%
-1.27%
-2.96%
4.40%
N/A
N/A
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.14% | 4.30% | 2.11% | -3.92% | 5.21% | -0.66% | 2.44% | 3.04% | 1.22% | -6.00% | 0.12% | 3.70% | |
| 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 30, 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.
Dividends
Dividend History
iShares ESG Advanced MSCI EAFE ETF provided a 2.93% dividend yield over the last twelve months, with an annual payout of $1.89 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $1.89 | $1.46 | $1.29 | $1.32 | $0.20 |
Dividend yield | 2.93% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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.
The current iShares ESG Advanced MSCI EAFE ETF drawdown is 10.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.52% | Sep 8, 2021 | 277 | Oct 12, 2022 | 351 | Mar 7, 2024 | 628 |
| -10.34% | Sep 27, 2024 | 60 | Dec 20, 2024 | — | — | — |
| -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 current iShares ESG Advanced MSCI EAFE ETF volatility is 3.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.