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iShares MSCI EAFE ETF

EFA
ETF · Currency in USD
ISIN
US4642874659
CUSIP
464287465
Issuer
iShares
Inception Date
Aug 14, 2001
Region
Developed Markets (EAFE)
Category
Foreign Large Cap Equities
Expense Ratio
0.32%
Index Tracked
MSCI EAFE Index
ETF Home Page
www.ishares.com
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

EFAPrice Chart


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EFAPerformance

The chart shows the growth of $10,000 invested in EFA on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,802 for a total return of roughly 88.02%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
88.02%
259.57%
S&P 500

EFAReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.93%
YTD5.74%
6M18.60%
1Y42.17%
5Y9.58%
10Y5.56%

EFAMonthly Returns Heatmap


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EFASharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI EAFE ETF Sharpe ratio is 2.85. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.0020122014201620182020
2.85

EFADividends

iShares MSCI EAFE ETF granted a 2.01% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $1.55 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$1.55$1.55$2.15$1.99$1.81$1.77$1.62$2.26$1.70$1.76$1.71$1.40
Dividend yield
2.01%2.13%3.10%3.39%2.57%3.07%2.76%3.72%2.54%3.09%3.45%2.40%

EFADrawdowns Chart


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%20122014201620182020
-1.06%

EFAWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI EAFE ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 34.19%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-34.19%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-25.86%May 3, 2011145Nov 25, 2011325Mar 15, 2013470
-23.11%Jul 7, 2014405Feb 11, 2016309May 4, 2017714
-20.24%Apr 15, 201037Jun 7, 201090Oct 13, 2010127
-12.94%Jan 15, 201016Feb 8, 201045Apr 14, 201061
-10.71%Feb 22, 201117Mar 16, 201126Apr 21, 201143
-10.23%May 22, 201323Jun 24, 201354Sep 10, 201377
-8.75%Nov 5, 201017Nov 30, 201030Jan 12, 201147
-7.18%Jan 23, 20148Feb 3, 201414Feb 24, 201422
-4.41%Jan 11, 202114Jan 29, 20219Feb 11, 202123

EFAVolatility Chart

Current iShares MSCI EAFE ETF volatility is 15.04%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%20122014201620182020
15.04%

Portfolios with iShares MSCI EAFE ETF


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