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iShares Edge MSCI Min Vol EAFE ETF (EFAV) Sharpe Ratio: 0.81

ETF · Currency in USD · Last updated Jun 7, 2026

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.

EFAV's Sharpe Ratio of 0.81 indicates that for each unit of volatility, it generates 0.81 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 7, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EFAV Sharpe Ratio Rank

EFAV Sharpe Ratio Rank: 23.724
Below Average

EFAV ranks above 23.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

EFAV Sharpe Ratio Market Positioning

The chart shows EFAV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.81 or lower
  • Yellow zone (middle 50%): 0.81 to 2.19
  • Green zone (top 25%): 2.19 or higher
  • Top 1%: 7.14+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Edge MSCI Min Vol EAFE ETF's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how EFAV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 7, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VIDIVident International Equity Fund2.88
EFASGlobal X MSCI SuperDividend® EAFE ETF2.80
KEMXKraneShares MSCI Emerging Markets ex China Index ETF2.68
GMOIGMO International Value ETF2.64
PATNPacer Nasdaq International Patent Leaders ETF2.64
JIVEJpmorgan International Value ETF2.60
FNDFSchwab Fundamental International Equity ETF2.48
ICOWPacer Developed Markets International Cash Cows 100 ETF2.42
FDTFirst Trust Developed Markets ex-US AlphaDEX Fund2.41
DBAWXtrackers MSCI All World ex US Hedged Equity ETF2.41
EFAViShares Edge MSCI Min Vol EAFE ETF0.81

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EFAV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EFAV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EFAV fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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