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
US4642874659
464287465
Aug 14, 2001
Developed Markets (EAFE)
1x
MSCI EAFE Index
Large-Cap
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
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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 3.41% year-to-date (YTD) and 4.98% in the last 12 months. Over the past 10 years, iShares MSCI EAFE ETF had an annualized return of 5.05%, while the S&P 500 had an annualized return of 11.01%, indicating that iShares MSCI EAFE ETF did not perform as well as the benchmark.
EFA
3.41%
-1.25%
-2.38%
4.98%
4.77%
5.05%
^GSPC (Benchmark)
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
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% | 2.59% | 3.26% | 0.78% | -5.27% | -0.32% | 3.41% | |
| 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 | -3.64% | -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% | 25.08% |
| 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% | 21.44% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EFA is 24, meaning it’s performing worse than 76% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 provided a 4.48% dividend yield over the last twelve months, with an annual payout of $3.38 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.38 | $2.24 | $1.77 | $2.62 | $1.55 | $2.15 | $1.99 | $1.81 | $1.77 | $1.62 | $2.26 | $1.70 |
Dividend yield | 4.48% | 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 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $2.45 |
| 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 | $1.81 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.18 | $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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 9.30%.
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 3.52%, 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.