iShares Edge MSCI Min Vol EAFE ETF (EFAV)
EFAV is a passive ETF by iShares tracking the investment results of the MSCI EAFE Minimum Volatility Index. EFAV launched on Oct 18, 2011 and has a 0.20% expense ratio.
ETF Info
| ISIN | US46429B6891 |
|---|---|
| CUSIP | 46429B689 |
| Issuer | iShares |
| Inception Date | Oct 18, 2011 |
| Region | Developed Markets (EAFE) |
| Category | Foreign Large Cap Equities |
| Leveraged | 1x |
| Index Tracked | MSCI EAFE Minimum Volatility Index |
| Home Page | www.ishares.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EFAV has an expense ratio of 0.20%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: EFAV vs. ACWV, EFAV vs. VXZ, EFAV vs. EFAD, EFAV vs. EFAS, EFAV vs. EFA, EFAV vs. USMV, EFAV vs. EEMV, EFAV vs. FTBFX, EFAV vs. SPLV, EFAV vs. ARKK
Performance
Performance Chart
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.
Returns By Period
iShares Edge MSCI Min Vol EAFE ETF had a return of 7.06% year-to-date (YTD) and 14.90% in the last 12 months. Over the past 10 years, iShares Edge MSCI Min Vol EAFE ETF had an annualized return of 4.33%, while the S&P 500 had an annualized return of 11.39%, indicating that iShares Edge MSCI Min Vol EAFE ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.06% | 25.45% |
| 1 month | -3.97% | 2.91% |
| 6 months | 3.52% | 14.05% |
| 1 year | 14.90% | 35.64% |
| 5 years (annualized) | 2.30% | 14.13% |
| 10 years (annualized) | 4.33% | 11.39% |
Monthly Returns
The table below presents the monthly returns of EFAV, 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 | -0.65% | 0.75% | 2.12% | -2.20% | 3.36% | -1.23% | 5.54% | 4.81% | -0.03% | -3.72% | 7.06% | ||
| 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% |
| 2020 | -0.32% | -7.38% | -9.84% | 3.84% | 2.64% | 1.37% | 0.80% | 3.42% | -1.07% | -3.87% | 8.80% | 3.03% | -0.06% |
| 2019 | 4.56% | 1.66% | 1.61% | 0.04% | -1.37% | 4.24% | -1.49% | 0.50% | 1.90% | 2.42% | 0.17% | 1.48% | 16.67% |
| 2018 | 3.22% | -3.00% | 0.85% | 0.56% | -1.07% | -1.00% | 2.66% | -1.10% | 0.80% | -6.25% | 1.93% | -3.09% | -5.74% |
| 2017 | 3.19% | 1.77% | 2.66% | 1.91% | 5.28% | -0.27% | 1.85% | 0.84% | -0.07% | 1.01% | 1.37% | 0.84% | 22.24% |
| 2016 | -2.11% | -0.54% | 5.19% | 1.17% | -0.31% | 0.57% | 2.14% | -1.87% | 1.65% | -4.95% | -3.53% | 1.00% | -1.98% |
| 2015 | 3.99% | 3.21% | -0.50% | 3.20% | -0.41% | -2.23% | 3.26% | -5.46% | -2.12% | 5.50% | -0.94% | 0.54% | 7.74% |
| 2014 | -3.51% | 5.55% | 0.03% | 2.45% | 2.43% | 1.37% | -0.89% | 0.94% | -4.25% | 2.59% | -0.82% | -1.86% | 3.67% |
| 2013 | 2.72% | 1.23% | 5.14% | 4.00% | -6.58% | -0.16% | 2.82% | -1.70% | 5.45% | 1.82% | -0.56% | 1.12% | 15.72% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EFAV is 43, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Edge MSCI Min Vol EAFE ETF provided a 3.09% dividend yield over the last twelve months, with an annual payout of $2.25 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.25 | $2.13 | $1.61 | $1.90 | $0.98 | $3.12 | $2.22 | $1.79 | $2.41 | $1.61 | $2.20 | $1.56 |
Dividend yield | 3.09% | 3.07% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% | 2.53% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.43 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.43 | |
| 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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.98 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.98 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.39 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.73 | $3.12 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.45 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $2.22 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.40 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $1.79 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.41 | $2.41 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $1.61 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.37 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $2.20 |
| 2013 | $0.79 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $1.56 |
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 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 5.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.56% | Jan 21, 2020 | 44 | Mar 23, 2020 | 202 | Jan 8, 2021 | 246 |
| -27.46% | Sep 7, 2021 | 278 | Oct 12, 2022 | 451 | Jul 31, 2024 | 729 |
| -12.27% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -11.29% | May 18, 2015 | 171 | Jan 20, 2016 | 61 | Apr 18, 2016 | 232 |
| -10.22% | Sep 7, 2016 | 61 | Dec 1, 2016 | 97 | Apr 24, 2017 | 158 |
Volatility
Volatility Chart
The current iShares Edge MSCI Min Vol EAFE ETF volatility is 3.25%, 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.