- ISIN
- US46429B6891
- CUSIP
- 46429B689
- Issuer
- iShares
- Inception Date
- Oct 18, 2011
- Region
- Developed Markets (EAFE)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE Minimum Volatility Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $5B
Share Price Chart
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Performance
EFAV Performance Chart
iShares Edge MSCI Min Vol EAFE ETF (EFAV) is up 3.1% since the beginning of the year. EFAV is currently trading at $89 per share. Investors who bought $1,000 worth of EFAV shares 5 years ago would now be looking at an investment worth $1,340.
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Returns By Period
iShares Edge MSCI Min Vol EAFE ETF (EFAV) has returned 3.14% so far this year and 8.30% over the past 12 months. Over the last ten years, EFAV has returned 5.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
iShares Edge MSCI Min Vol EAFE ETF
- 1D
- -1.22%
- 1M
- -2.48%
- YTD
- 3.14%
- 6M
- 4.99%
- 1Y
- 8.30%
- 3Y*
- 12.50%
- 5Y*
- 6.03%
- 10Y*
- 5.76%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
EFAV Monthly Returns History
Based on dividend-adjusted daily data since Oct 20, 2011, EFAV's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +10.0%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EFAV closed higher 53% of trading days. The best single day was Mar 17, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.37% | 6.40% | -3.69% | 0.40% | -0.87% | -2.18% | 3.14% | ||||||
| 2025 | 2.98% | 3.78% | 3.11% | 5.79% | 2.44% | 1.45% | -2.74% | 3.85% | -0.09% | -0.53% | 2.19% | 1.39% | 26.00% |
| 2024 | -0.65% | 0.75% | 2.12% | -2.20% | 3.36% | -1.24% | 5.54% | 4.81% | -0.03% | -3.72% | 0.04% | -3.14% | 5.30% |
| 2023 | 5.09% | -3.11% | 4.49% | 4.01% | -4.26% | 2.16% | 2.13% | -2.61% | -2.86% | -1.78% | 5.18% | 4.15% | 12.52% |
| 2022 | -5.01% | -1.37% | 0.31% | -5.16% | -0.83% | -5.11% | 3.74% | -5.54% | -8.11% | 2.65% | 9.96% | -0.42% | -15.11% |
| 2021 | -1.12% | -1.54% | 2.13% | 1.62% | 3.06% | 0.47% | 2.32% | 1.55% | -4.01% | 1.82% | -2.48% | 3.48% | 7.20% |
Benchmark Metrics
iShares Edge MSCI Min Vol EAFE ETF has an annualized alpha of -0.65%, beta of 0.59, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This ETF participated in 62.86% of S&P 500 Index downside but only 51.13% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.59 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.65%
- Beta
- 0.59
- R²
- 0.59
- Upside Capture
- 51.13%
- Downside Capture
- 62.86%
Expense Ratio
EFAV has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
EFAV ranks 26 for risk / return — below 26% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) and compare them to S&P 500 Index.
| EFAV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.36 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.69 | -1.38 |
| Martin ratioReturn relative to average drawdown | 3.58 | 12.34 | -8.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
iShares Edge MSCI Min Vol EAFE ETF provided a 3.10% dividend yield over the last twelve months, with an annual payout of $2.76 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.76 | $2.76 | $2.29 | $2.13 | $1.61 | $1.90 | $0.98 | $3.12 | $2.22 | $1.79 | $2.41 | $1.61 |
Dividend yield | 3.10% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Edge MSCI Min Vol 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 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.59 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $2.76 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.43 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $2.29 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.82 | $2.13 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $1.61 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $1.90 |
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 Edge MSCI Min Vol 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 Edge MSCI Min Vol EAFE ETF was 27.56%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.
The current iShares Edge MSCI Min Vol EAFE ETF drawdown is 6.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -27.56%Mar 2020 | 2mo 2d | 9mo 21d | 11mo 23dJan 2020 - Jan 2021 |
Bear market2022 | -27.46%Oct 2022 | 1y 1mo | 1y 9mo | 2y 10moSep 2021 - Jul 2024 |
Rate-hike selloffLate 2018 | -12.27%Dec 2018 | 10mo 29d | 5mo 28d | 1y 4moJan 2018 - Jun 2019 |
2016 correction2016 | -11.29%Jan 2016 | 8mo 7d | 2mo 29d | 11mo 6dMay 2015 - Apr 2016 |
2016 correction2016 | -10.22%Dec 2016 | 2mo 25d | 4mo 24d | 7mo 19dSep 2016 - Apr 2017 |
Drawdown Indicators
| EFAV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.56% | -56.78% | +29.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.46% | -9.10% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -8.75% | -18.90% | +10.15% |
Max Drawdown (5Y)Largest decline over 5 years | -27.46% | -25.43% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -27.56% | -33.92% | +6.36% |
Current DrawdownCurrent decline from peak | -6.23% | -2.97% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -10.72% | +5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 1.97% | +0.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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