iShares Edge MSCI Min Vol EAFE ETF (EFAV)

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The chart shows the growth of an initial investment of $10,000 in iShares Edge MSCI Min Vol 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.

iShares Edge MSCI Min Vol EAFE ETF (EFAV) has returned 5.94% so far this year and 21.13% over the past 12 months. Over the last ten years, EFAV has returned 6.46% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Oct 20, 2011, EFAV's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 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%.

iShares Edge MSCI Min Vol EAFE ETF has an annualized alpha of 0.01%, 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 62.55% of S&P 500 Index downside but only 53.71% 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.

EFAV has an expense ratio of 0.20%, which is considered low.

EFAV ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) and compare them to a chosen benchmark (S&P 500 Index).

iShares Edge MSCI Min Vol EAFE ETF provided a 3.02% 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.

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.

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.

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 3.69%.

The chart below shows the rolling one-month volatility.