- Issuer
- iShares
- Inception Date
- Jun 16, 2020
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE Choice ESG Screened Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
DMXF Performance Chart
iShares ESG Advanced MSCI EAFE ETF (DMXF) is up 14.9% since the beginning of the year. DMXF is currently trading at $85 per share. Investors who bought $1,000 worth of DMXF shares 5 years ago would now be looking at an investment worth $1,455.
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Returns By Period
iShares ESG Advanced MSCI EAFE ETF (DMXF) has returned 14.88% so far this year and 24.45% over the past 12 months.
iShares ESG Advanced MSCI EAFE ETF
- 1D
- 0.16%
- 1M
- 4.03%
- YTD
- 14.88%
- 6M
- 14.42%
- 1Y
- 24.45%
- 3Y*
- 16.50%
- 5Y*
- 7.79%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DMXF Monthly Returns History
Based on dividend-adjusted daily data since Jun 18, 2020, DMXF's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +13.6%, while the worst month was Sep 2022 at -9.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DMXF closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -6.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.81% | 5.23% | -8.10% | 6.72% | 3.69% | 3.42% | 14.88% | ||||||
| 2025 | 4.26% | 1.37% | -1.39% | 4.02% | 4.58% | 3.20% | -3.57% | 3.22% | 2.23% | 1.41% | -0.40% | 1.53% | 22.07% |
| 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% |
Benchmark Metrics
iShares ESG Advanced MSCI EAFE ETF has an annualized alpha of -0.49%, beta of 0.81, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since June 18, 2020.
- This ETF participated in 89.43% of S&P 500 Index downside but only 77.71% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.49%
- Beta
- 0.81
- R²
- 0.62
- Upside Capture
- 77.71%
- Downside Capture
- 89.43%
Expense Ratio
DMXF has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
DMXF ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DMXF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.78 | -0.71 |
| Martin ratioReturn relative to average drawdown | 7.75 | 12.44 | -4.69 |
Dividends
Dividend History
iShares ESG Advanced MSCI EAFE ETF provided a 4.15% dividend yield over the last twelve months, with an annual payout of $3.54 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $3.54 | $3.64 | $1.89 | $1.46 | $1.29 | $1.31 | $0.20 |
Dividend yield | 4.15% | 4.85% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.03 | $1.03 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.50 | $3.64 |
| 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 | $1.31 |
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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -34.52%Oct 2022 | 1y 1mo | 1y 4mo | 2y 6moSep 2021 - Mar 2024 |
2025 selloff2025 | -16.54%Apr 2025 | 6mo 13d | 1mo 5d | 7mo 18dSep 2024 - May 2025 |
2026 correction2026 | -11.84%Mar 2026 | 29d | 1mo 10d | 2mo 9dFeb 2026 - May 2026 |
2024 pullback2024 | -7.98%Aug 2024 | 21d | 18d | 1mo 9dJul 2024 - Aug 2024 |
2024 pullback2024 | -6.89%Apr 2024 | 1mo 12d | 26d | 2mo 8dMar 2024 - May 2024 |
Drawdown Indicators
| DMXF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -56.78% | +22.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -9.10% | -2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -18.90% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | -25.43% | -9.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -10.71% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.03% | +1.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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