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iShares Edge MSCI Min Vol EAFE ETF (EFAV)

ETF · Currency in USD
ISIN
US46429B6891
CUSIP
46429B689
Issuer
iShares
Inception Date
Oct 18, 2011
Region
Developed Markets (EAFE)
Category
Foreign Large Cap Equities
Expense Ratio
0.20%
Index Tracked
MSCI EAFE Minimum Volatility Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

EFAVPrice Chart


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EFAVPerformance

The chart shows the growth of $10,000 invested in iShares Edge MSCI Min Vol EAFE ETF on Oct 21, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,548 for a total return of roughly 95.48%. All prices are adjusted for splits and dividends.


EFAV (iShares Edge MSCI Min Vol EAFE ETF)
Benchmark (S&P 500)

EFAVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.85%0.43%
6M0.32%9.37%
YTD4.11%22.33%
1Y6.12%26.59%
5Y7.21%15.74%
10Y7.52%14.46%

EFAVMonthly Returns Heatmap


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EFAVSharpe 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 Edge MSCI Min Vol EAFE ETF Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


EFAV (iShares Edge MSCI Min Vol EAFE ETF)
Benchmark (S&P 500)

EFAVDividends

iShares Edge MSCI Min Vol EAFE ETF granted a 1.68% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $1.27 per share.


PeriodTTM2020201920182017201620152014201320122011
Dividend$1.27$0.98$3.12$2.22$1.79$2.41$1.61$2.20$1.56$1.08$0.23

Dividend yield

1.68%1.33%4.19%3.34%2.45%3.94%2.49%3.57%2.53%1.97%0.46%

EFAVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


EFAV (iShares Edge MSCI Min Vol EAFE ETF)
Benchmark (S&P 500)

EFAVWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Edge MSCI Min Vol 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 iShares Edge MSCI Min Vol EAFE ETF is 27.56%, recorded on Mar 23, 2020. It took 202 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.56%Jan 21, 202044Mar 23, 2020202Jan 8, 2021246
-12.27%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-11.29%May 18, 2015171Jan 20, 201661Apr 18, 2016232
-10.22%Sep 7, 201661Dec 1, 201697Apr 24, 2017158
-10.19%May 9, 201332Jun 24, 201381Oct 17, 2013113
-9.86%Apr 3, 201242Jun 1, 201244Aug 3, 201286
-9.83%Oct 28, 201120Nov 25, 201165Mar 1, 201285
-8.49%Jul 24, 201460Oct 16, 201476Feb 5, 2015136
-7.29%Apr 20, 201648Jun 27, 201632Aug 11, 201680
-6.14%Sep 7, 202126Oct 12, 2021

EFAVVolatility Chart

Current iShares Edge MSCI Min Vol EAFE ETF volatility is 5.73%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EFAV (iShares Edge MSCI Min Vol EAFE ETF)
Benchmark (S&P 500)

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