iShares MSCI EAFE ETF (EFA)
EFA is a passive ETF by iShares tracking the investment results of the MSCI EAFE Index. EFA launched on Aug 14, 2001 and has a 0.32% expense ratio.
ETF Info
| ISIN | US4642874659 |
|---|---|
| CUSIP | 464287465 |
| Issuer | iShares |
| Inception Date | Aug 14, 2001 |
| Region | Developed Markets (EAFE) |
| Category | Foreign Large Cap Equities |
| Index Tracked | MSCI EAFE Index |
| Home Page | www.ishares.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EFA features an expense ratio of 0.32%, falling within the medium range.
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.
Popular comparisons: EFA vs. IEFA, EFA vs. VEA, EFA vs. EFO, EFA vs. EFG, EFA vs. QEFA, EFA vs. HYG, EFA vs. IEUR, EFA vs. EFAS, EFA vs. EWG, EFA vs. VTI
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares 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 MSCI EAFE ETF had a return of 5.88% year-to-date (YTD) and 9.04% in the last 12 months. Over the past 10 years, iShares MSCI EAFE ETF had an annualized return of 4.39%, while the S&P 500 had an annualized return of 10.58%, indicating that iShares MSCI EAFE ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.88% | 13.20% |
| 1 month | -0.44% | -1.28% |
| 6 months | 6.77% | 10.32% |
| 1 year | 9.04% | 18.23% |
| 5 years (annualized) | 6.66% | 12.31% |
| 10 years (annualized) | 4.39% | 10.58% |
Monthly Returns
The table below presents the monthly returns of EFA, 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 | -0.45% | 2.99% | 3.38% | -3.24% | 5.06% | -1.83% | 5.88% | ||||||
| 2023 | 9.00% | -3.07% | 3.13% | 2.94% | -4.01% | 4.47% | 2.70% | -3.94% | -3.65% | -2.90% | 8.22% | 5.35% | 18.36% |
| 2022 | -3.63% | -3.43% | 0.52% | -6.74% | 2.00% | -8.77% | 5.17% | -6.12% | -9.22% | 5.89% | 13.17% | -1.81% | -14.39% |
| 2021 | -0.78% | 2.24% | 2.51% | 2.95% | 3.48% | -1.08% | 0.77% | 1.45% | -3.26% | 3.18% | -4.53% | 4.39% | 11.45% |
| 2020 | -2.82% | -7.77% | -14.11% | 5.82% | 5.43% | 3.51% | 1.94% | 4.72% | -2.05% | -3.55% | 14.27% | 5.02% | 7.60% |
| 2019 | 6.63% | 2.54% | 0.92% | 2.93% | -5.03% | 5.91% | -1.95% | -1.92% | 3.16% | 3.39% | 1.13% | 3.00% | 22.04% |
| 2018 | 5.02% | -4.83% | -0.84% | 1.52% | -1.89% | -1.58% | 2.85% | -2.24% | 0.97% | -8.13% | 0.50% | -5.35% | -13.82% |
| 2017 | 3.29% | 1.19% | 3.23% | 2.42% | 3.54% | 0.30% | 2.65% | -0.04% | 2.36% | 1.68% | 0.69% | 1.35% | 25.07% |
| 2016 | -5.52% | -3.33% | 6.58% | 2.22% | -0.09% | -2.42% | 3.97% | 0.54% | 1.34% | -2.22% | -1.78% | 2.71% | 1.37% |
| 2015 | 0.62% | 6.34% | -1.43% | 3.65% | 0.20% | -3.12% | 2.03% | -7.43% | -4.42% | 6.61% | -0.75% | -2.33% | -0.99% |
| 2014 | -5.19% | 6.13% | -0.46% | 1.67% | 1.60% | 0.92% | -2.60% | 0.18% | -3.88% | -0.27% | 0.06% | -3.99% | -6.19% |
| 2013 | 3.73% | -1.30% | 1.31% | 5.02% | -3.02% | -2.68% | 5.32% | -1.96% | 7.83% | 3.26% | 0.55% | 2.17% | 21.43% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EFA is 43, 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 MSCI EAFE ETF (EFA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares MSCI EAFE ETF granted a 2.96% dividend yield in the last twelve months. The annual payout for that period amounted to $2.32 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.32 | $2.24 | $1.77 | $2.62 | $1.55 | $2.15 | $1.99 | $1.80 | $1.77 | $1.62 | $2.26 | $1.70 |
Dividend yield | 2.96% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares 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 | $1.39 | $0.00 | $1.39 | |||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.93 | $2.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.50 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $1.77 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.52 | $2.62 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $1.55 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.38 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $2.15 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.35 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 | $1.99 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $1.80 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $1.77 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $1.62 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.68 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $2.26 |
| 2013 | $1.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $1.70 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares 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 MSCI EAFE ETF was 61.04%, occurring on Mar 9, 2009. Recovery took 1321 trading sessions.
The current iShares MSCI EAFE ETF drawdown is 3.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.04% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1321 | Jun 6, 2014 | 1660 |
| -34.19% | Jan 29, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
| -31.42% | Aug 27, 2001 | 384 | Mar 12, 2003 | 150 | Oct 14, 2003 | 534 |
| -29.53% | Sep 8, 2021 | 266 | Sep 27, 2022 | 350 | Feb 20, 2024 | 616 |
| -23.11% | Jul 7, 2014 | 405 | Feb 11, 2016 | 309 | May 4, 2017 | 714 |
Volatility
Volatility Chart
The current iShares MSCI EAFE ETF volatility is 3.56%, 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.