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
Share Price Chart
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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 5.04% year-to-date (YTD) and 12.00% in the last 12 months.
DMXF
5.04%
-4.86%
-2.15%
12.00%
N/A
N/A
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
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% | 5.04% | ||
| 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% |
Expense Ratio
DMXF has an expense ratio of 0.12%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DMXF is 29, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 2.40% dividend yield over the last twelve months, with an annual payout of $1.58 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $1.58 | $1.46 | $1.29 | $1.32 | $0.20 |
Dividend yield | 2.40% | 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 | $1.00 | |
| 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 9.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.52% | Sep 8, 2021 | 277 | Oct 12, 2022 | 351 | Mar 7, 2024 | 628 |
| -9.61% | Sep 27, 2024 | 36 | Nov 15, 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 4.25%, 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.